Integration by parts on Bessel bridges and related stochastic partial differential equations (Q1598489)

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.