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My advisor has some vague ideas about the relation between discrete random walks and SDEs, and advise me to read a little bit about them. To be more precise, ( if I understand correctly what my ...

I would like to find a closed form for the following series involving the Bessel function $J_k(z)$: $$ \sum_{k=0}^{+\infty}\frac{(\mu)_{k}}{k!(\lambda)_{k}}t^k\left(\frac{z}{2}\right)^{k}J_{k+\nu}(z),...

I need to find the following integration. $$ \int_0^a e^{-(N-1)x}(\sqrt{4x}K_{1}(\sqrt{4x}))^N $$ where $$ a>0, \quad N \geq 1 $$ Any help will be much appreciated. BR Frank

I need to compute the following integral. $$ \int_0^a e^{-bx}\sqrt{4(a-x)}K_1(\sqrt{4(a-x))}dx\,. $$ where $$ a>0$$ and $b$ can be greater than zero or less than zero but it is not a complex ...