Squared radial Ornstein-Uhlenbeck processes and inverse Laplace transforms of products of confluent hypergeometric functions

Leila MOSLEHİ; Alireza ANSARİ

Makale detayları

Squared radial Ornstein-Uhlenbeck processes and inverse Laplace transforms of products of confluent hypergeometric functions

Yazarlar:

Leila MOSLEHİ | Alireza ANSARİ

Yayıncı:

Hacettepe University

Ana Başlıklar:

Matematik

Dergi:

Hacettepe Journal of Mathematics and Statistics 2017 Vol.46 Issue 3, pp.409-417

Belge Tipi:

Makale

Yayın Tarihi:

5/2017

Belge Dili:

İngilizce

Document ID (Org No.):

2000452250

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 

In this paper, we consider the squared radial Ornstein-Uhlenbeck process and associated Kolmogorov backward equation (the Laguerre heatequation). For this process, we obtain the Green function of the Laplace transform of the transition density function in terms of the confluent hypergeometric functions and present new representations for the inverse Laplace transform of the products of confluent hypergeometric functions.

Makale detayları

Squared radial Ornstein-Uhlenbeck processes and inverse Laplace transforms of products of confluent hypergeometric functions

Yazarlar: Leila MOSLEHİ | Alireza ANSARİ

Yayıncı: Hacettepe University

Ana Başlıklar: Matematik

Dergi: Hacettepe Journal of Mathematics and Statistics 2017 Vol.46 Issue 3, pp.409-417

Belge Tipi: Makale

Yayın Tarihi: 5/2017

Belge Dili: İngilizce

Document ID (Org No.): 2000452250

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Leila MOSLEHİ | Alireza ANSARİ

Yayıncı:

Hacettepe University

Ana Başlıklar:

Matematik

Dergi:

Hacettepe Journal of Mathematics and Statistics 2017 Vol.46 Issue 3, pp.409-417

Belge Tipi:

Makale

Yayın Tarihi:

5/2017

Belge Dili:

İngilizce

Document ID (Org No.):

2000452250

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X