On Parabolic Cylinder Functions

DOI10.1093/IMAMAT/4.1.106MaRDI QIDQ5536769zbMATH OpenOpenAlexFDO

Authors B. D. Sleeman

Publication date 1968

Published in IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamat/4.1.106

zbMATH Keywords

special functions

Cited in

(3)

• Joint law of an Ornstein-Uhlenbeck process and its supremum
• Numerical approximation of eigenvalues of Sturm-Liouville systems
• A quadruple integral involving the product of generalized parabolic cylinder functions \(D_v(\beta x)D_u(\alpha z)\): derivation and evaluation

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