Integration by Parts Formulae for the Laws of Bessel Bridges via Hypergeometric Functions
Probability
2020-06-17 v2
Abstract
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.
Keywords
Cite
@article{arxiv.2003.10389,
title = {Integration by Parts Formulae for the Laws of Bessel Bridges via Hypergeometric Functions},
author = {Henri Elad Altman},
journal= {arXiv preprint arXiv:2003.10389},
year = {2020}
}
Comments
13 pages