On the evaluation of an integral involving the Whittaker W function
DOI10.1016/J.CAM.2020.113111zbMATH Open1448.33010OpenAlexW3046376219MaRDI QIDQ2199771FDOQ2199771
Authors: Aleksey S. Polunchenko, Andrey Pepelyshev 
Publication date: 14 September 2020
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2020.113111
Recommendations
- scientific article; zbMATH DE number 3281141
- scientific article; zbMATH DE number 3107155
- scientific article; zbMATH DE number 3106375
- scientific article; zbMATH DE number 3107791
- scientific article; zbMATH DE number 3106376
- Some unified integrals associated with Whittaker function
- scientific article; zbMATH DE number 6929519
- scientific article; zbMATH DE number 3107794
- scientific article; zbMATH DE number 3107153
- On a generalization of Wirtinger's integral
hypergeometric functionsdifference equationsSturm-Liouville problemWhittaker functionsClausen series
Generalized hypergeometric series, ({}_pF_q) (33C20) Additive difference equations (39A10) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Sturm-Liouville theory (34B24)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On Optimum Methods in Quickest Detection Problems
- On some exponential functionals of Brownian motion
- Spectral Expansions for Asian (Average Price) Options
- Title not available (Why is that?)
- On the fundamental solution of the Kolmogorov-Shiryaev equation
- Inequalities for modified Bessel functions and their integrals
- Title not available (Why is that?)
- The Confluent Hypergeometric Function
- Uniform bounds for the complementary incomplete Gamma function
- A short proof of duality relations for hypergeometric functions
- Handbooks in operations research and management science: Financial engineering
- Bessel Functions: Monotonicity and Bounds
- Bounds for modified Bessel functions of the first and second kinds
- Title not available (Why is that?)
- Eigenvalue expansions for diffusion hitting times
- The monotonicity and convexity for the ratios of modified Bessel functions of the second kind and applications
- An orthogonality relation for the Whittaker functions of the second kind of imaginary order
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion
- Title not available (Why is that?)
- New identities for a sum of products of the Kummer functions
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach
- Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup
- Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time
- Title not available (Why is that?)
Cited In (5)
- On the integration of products of Whittaker functions with respect to the second index
- Inverse Laplace transforms of products of Whittaker functions
- Title not available (Why is that?)
- Foreword to the virtual special issue dedicated to the 3rd international conference NUMTA 2019 ``Numerical computations: theory and algorithms
- On the calculation of Wu's integral
This page was built for publication: On the evaluation of an integral involving the Whittaker \(W\) function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2199771)
