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
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.