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

Authors : Leila MOSLEHİ, Alireza ANSARİ

Pages : 409-417

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Publication Date : 2017-06-01

Article Type : Research Paper

Abstract :In this paper, we consider the squared radial Ornstein-Uhlenbeck process and associated Kolmogorov backward equation insert ignore into journalissuearticles values(the Laguerre heat equation);. For this process, we obtain the Green function of the Laplace transform of the transition density function in terms of the confluent hypergeometric functions and present new representations for the inverse Laplace transform of the products of confluent hypergeometric functions.
Keywords : Laplace transform, Fourier transform, Squared radial Ornestein Uhlenbeck process, Laguerre equation, Conuent hypergeometric function