'Normal' distribution functions on spheres and the modified Bessel functions

DOI10.1214/aop/1176996606zbMath0305.60033OpenAlexW2074758297MaRDI QIDQ1217408

Philip Hartman, Geoffrey S. Watson

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996606

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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