On the Yor integral and a system of polynomials related to the Kontorovich–Lebedev transform

DOI10.1080/10652469.2012.750312zbMath1305.44004arXiv1210.7309OpenAlexW1976774723MaRDI QIDQ2854313

Semyon B. Yakubovich

Publication date: 18 October 2013

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.7309

zbMATH Keywords

modified Bessel functionsKontorovich-Lebedev transformParseval equalityHartman-Watson distribution

Mathematics Subject Classification ID

Brownian motion (60J65) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

Related Items (2)

The spectral expansion approach to index transforms and connections with the theory of diffusion processes ⋮ Markov processes related to the stationary measure for the open KPZ equation

Cites Work

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• The heat kernel and Heisenberg inequalities related to the Kontorovich-Lebedev transform
• Sharp bounds for the Bernoulli numbers
• A class of polynomials and discrete transformations associated with the Kontorovich–Lebedev operators
• Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
• On some exponential functionals of Brownian motion
• The Curious History of Faa di Bruno's Formula
• A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
• Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options

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