Integral Representations for the Hartman–Watson Density
نویسندگان
چکیده
This paper concerns the density of Hartman--Watson law. Yor (1980) obtained an integral formula that gives a closed-form expression density. In this paper, based on Yor's formula, we provide alternative representations for As immediate application, recover in part Dufresne's result (2001) exhibits remarkably simple laws exponential additive functionals Brownian motion.
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2021
ISSN: ['1572-9230', '0894-9840']
DOI: https://doi.org/10.1007/s10959-020-01067-0