Abstract
In this article, we extend the integration by parts formulae (IbPF) for the laws of Bessel bridges recently obtained in [2] to linear functionals. Our proof relies on properties of hypergeometric functions, thus providing a new interpretation of these formulae.
Citation
Henri Elad Altman. "Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions." Electron. Commun. Probab. 25 1 - 11, 2020. https://doi.org/10.1214/20-ECP325
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