Integration by Parts Formulae for the Laws of Bessel Bridges via Hypergeometric Functions
arXiv:2003.10389
Abstract
In this article, we extend the integration by parts formulae (IbPF) for the laws of Bessel bridges obtained in a recent work by Elad Altman and Zambotti to linear functionals. Our proof relies on properties of hypergeometric functions, thus providing a new interpretation of these formulae.
13 pages