Universal bounds and monotonicity properties of ratios of Hermite and parabolic cylinder functions

DOI10.1090/proc/14896zbMath1437.33005arXiv1905.10274OpenAlexW2981781867WikidataQ126990213 ScholiaQ126990213MaRDI QIDQ5221357

Torben Koch

Publication date: 25 March 2020

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.10274

zbMATH Keywords

Ornstein-Uhlenbeck processHermite functionparabolic cylinder functionTuran-type inequalities

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Laplace transform (44A10) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Inequalities involving other types of functions (26D07)

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Cites Work

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