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Journals / Hacettepe Journal of Mathematics and Statistics / 2017 / Cilt: 46 - Sayı: 3

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

Alireza ANSARİ
Leila MOSLEHİ
Pages
409–417
Publication Date
2022-10-18
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

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.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this paper, we consider the squared radial Ornstein-Uhlenbeck process and associated Kolmogorov backward equation (the Laguerre heatequation).
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Key Findings & Data:In this paper, we consider the squared radial Ornstein-Uhlenbeck process and associated Kolmogorov backward equation (the Laguerre heatequation).
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Conclusion & Impact: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.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Laplace transform · Fourier transform · Squared radial Ornestein- Uhlenbeck process

Abstract

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.

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Cite This Article

ANSARİ, A., MOSLEHİ, L. (2022). Squared radial Ornstein-Uhlenbeck processes and inverse Laplace transforms of products of confluent hypergeometric functions. Hacettepe Journal of Mathematics and Statistics, Cilt: 46 - Sayı: 3, 409–417. https://ajindex.com/articles/530012

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