Another look at the Hartman-Watson distributions
type: Item
instance of: scholarly article
title: Another look at the Hartman-Watson distributions
zbMATH Open document ID: 1454.60125
author: Jacek Jakubowski
author: Maciej Wiśniewolski
published in: Potential Analysis
publication date: 2020-10-08T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 7258431
zbMATH Keywords: Hartman-Watson distributions
zbMATH Keywords: additive functional of Brownian motion
zbMATH Keywords: Asian options
zbMATH Keywords: PDE
zbMATH Keywords: excursions of Brownian motion
zbMATH Keywords: Lévy measure
zbMATH Keywords: modified Bessel functions
MaRDI profile type: Publication
full work available at URL: s11118-019-09806-7
OpenAlex ID: W2982979612
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DOI: 10.1007/S11118-019-09806-7
describes a project that uses: Digital Library of Mathematical Functions
description: scientific article; zbMATH DE number 7258431