Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions
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Publication:782842
DOI10.1214/20-ECP325zbMath1447.60128arXiv2003.10389OpenAlexW3039492242MaRDI QIDQ782842
Publication date: 29 July 2020
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.10389
Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic analysis (60H99)
Cites Work
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- Integration by parts on the law of the reflecting Brownian motion
- Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
- Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
- Bessel SPDEs and renormalised local times
- Integration by parts on the law of the modulus of the Brownian bridge
- An Introduction to Special Functions
- Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model
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