Integration by parts on Bessel bridges and related stochastic partial differential equations (Q1598489): Difference between revisions

This truely remarkable paper contains integration by parts formulae for the law of Bessel bridges of dimension \(\delta\geq 3\). For \(\delta >3\) the logarithmic derivative is very singular and for \(\delta=3\) a boundary term given by an essentially explicit boundary measure appears. This is one of the first generic cases of integration by parts formulae with a boundary term in infinite dimensions. Striking applications to stochastic partial differential equations are also given.