MathGroup Archive 1992

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I have the following integral equation:

          + Infinity                         + Infinity
         (                                  (
   p(s)= I  G(x) p( F(s,x) ) dx   with      I  p(y) dy = 1 
         )                                  )
        - infinity                         - Infinity

where G(x) and F(s,x) are the known functions.

I would like to know if there is standart way to do this problem. I
do not want "to invent the wheel again." I am, of course, interested 
in some sort of analytical solution (or asymmtotic), but I will be thankfull
for numerical suggestions also.


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