论文标题

通过超几何函数通过零件公式进行贝塞尔桥定律的整合

Integration by Parts Formulae for the Laws of Bessel Bridges via Hypergeometric Functions

论文作者

Altman, Henri Elad

论文摘要

在本文中,我们将零件公式(IBPF)的集成扩展为在Elad Altman和Zambotti最近的工作中获得的Bessel Bridges定律,并将其扩展到线性功能。我们的证明依赖于超几何函数的特性,从而提供了对这些公式的新解释。

In this article, we extend the integration by parts formulae (IbPF) for the laws of Bessel bridges obtained in a recent work by Elad Altman and Zambotti to linear functionals. Our proof relies on properties of hypergeometric functions, thus providing a new interpretation of these formulae.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源