Integration by parts on Bessel bridges and related stochastic partial differential equations

DOI10.1016/S1631-073X(02)02254-9zbMath1011.60045OpenAlexW2082547843MaRDI QIDQ1598489

Lorenzo Zambotti

Publication date: 4 August 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02254-9

zbMATH Keywords

stochastic partial differential equationsintegration by partsBessel bridges

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (4)

Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs ⋮ Tree-valued Fleming-Viot dynamics with mutation and selection ⋮ Tree-valued resampling dynamics martingale problems and applications ⋮ Subtree prune and regraft: a reversible real tree-valued Markov process

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Introduction to the theory of (non-symmetric) Dirichlet forms
• White noise driven quasilinear SPDEs with reflection
• Dirichlet forms and symmetric Markov processes
• Long-time existence for signed solutions of the heat equation with a noise term
• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge

This page was built for publication: Integration by parts on Bessel bridges and related stochastic partial differential equations