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

Henri Elad Altman

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arXiv · 2003.10389

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

Henri Elad Altman

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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.

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Henri Elad Altman. 2020-03-23. Integration by Parts Formulae for the Laws of Bessel Bridges via Hypergeometric Functions. https://arxiv.org/abs/2003.10389

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