確率論セミナー


2020/12/8(Tue)

16:30--18:00 オンラインで開催

針谷 祐

東北大学

Integral representations for the Hartman-Watson density

This talk is concerned with the density of the Hartman-Watson law. Yor (1980) obtained an integral formula that gives a closed-form expression of the Hartman-Watson density. In this talk, based on Yor's formula, we provide alternative integral representations for the density. As an immediate application, we recover in part a Dufresne's result (2001) that exhibits remarkably simple representations for the laws of exponential additive functionals of Brownian motion. This talk is based on arXiv:1904.00595. *本セミナーは Zoom を用いて行われます。 参加を希望される方は塩沢(shiozawa "at" math.sci.osaka-u.ac.jp)まで お問い合わせ下さい。