. Show that the spatial eigenfunctions for the Wiener process between reflecting barriers satisfy the orthogonality relation...
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. Show that the spatial eigenfunctions for the Wiener process between reflecting barriers satisfy the orthogonality relation (12.17) and determine the constants A„. (Hint: A handbook of integrals such as Gradshteyn and Ryzhik (1980) may be useful.)
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Elementary Applications Of Probability Theory
ISBN: 9780367449056
2nd Edition
Authors: Henry C. Tuckwell
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