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The Second Kummer Function with Matrix Parameters and Its Asymptotic Behaviour

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  • Georg Wehowar
  • Erika Hausenblas

Abstract

In the present article, we introduce the second Kummer function with matrix parameters and examine its asymptotic behaviour relying on the residue theorem. Further, we provide a closed form of a solution of a Weber matrix differential equation and give a representation using the second Kummer function.

Suggested Citation

  • Georg Wehowar & Erika Hausenblas, 2018. "The Second Kummer Function with Matrix Parameters and Its Asymptotic Behaviour," Abstract and Applied Analysis, John Wiley & Sons, vol. 2018(1).
    • Handle: RePEc:wly:jnlaaa:v:2018:y:2018:i:1:n:7534651
    DOI: 10.1155/2018/7534651
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    References listed on IDEAS

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    1. Heller, Barbara, 1983. "Special functions and characterizations of probability distributions by zero regression properties," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 473-487, September.
    2. Xi Chen & Robert Kohn, 2011. "Asset price bubbles from heterogeneous beliefs about mean reversion rates," Finance and Stochastics, Springer, vol. 15(2), pages 221-241, June.
    3. Robert J. Elliott & Tak Kuen Siu, 2016. "Pricing regime-switching risk in an HJM interest rate environment," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1791-1800, December.
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