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

DOI10.1080/10652469.2012.750312zbMath1305.44004arXiv1210.7309MaRDI 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

60J65: Brownian motion

44A15: Special integral transforms (Legendre, Hilbert, etc.)

Related Items

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

Cites Work

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