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

DOI10.15672/HJMS.20174622761zbMath1377.33006MaRDI QIDQ4590838

Alireza Ansari, Leila Moslehi

Publication date: 20 November 2017

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

Fourier transformLaplace transformconfluent hypergeometric functionsquared radial Ornstein-Uhlenbeck processLaguerre equation

Mathematics Subject Classification ID

Large deviations (60F10) Laplace transform (44A10) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

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