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2020 Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions
Henri Elad Altman
Electron. Commun. Probab. 25: 1-11 (2020). DOI: 10.1214/20-ECP325

Abstract

In this article, we extend the integration by parts formulae (IbPF) for the laws of Bessel bridges recently obtained in [2] to linear functionals. Our proof relies on properties of hypergeometric functions, thus providing a new interpretation of these formulae.

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Henri Elad Altman. "Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions." Electron. Commun. Probab. 25 1 - 11, 2020. https://doi.org/10.1214/20-ECP325

Information

Received: 25 March 2020; Accepted: 4 June 2020; Published: 2020
First available in Project Euclid: 1 July 2020

zbMATH: 1447.60128
MathSciNet: MR4125793
Digital Object Identifier: 10.1214/20-ECP325

Subjects:
Primary: 60H99
Secondary: 60H15

JOURNAL ARTICLE
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