Bessel SPDEs with general Dirichlet boundary conditions (Q2042829)

The author closely follows up his former paper with \textit{L. Zambotti} [Probab. Theory Relat. Fields 176, No. 3--4, 757--807 (2020; Zbl 1434.60154)] on Bessel SPDEs and renormalised local times where a research on Bessel SPDEs in the (yet not treated) fractional dimension range \(\delta\in(0,3)\) was initiated. Here, in the present paper, still with the interest in the dimension range \(\delta\in(0,3)\), the author generalises integration by parts formulae obtained previously in the range \(\delta>3\) to Bessel bridges on \([0,1]\) with arbitrary boundary values as well as Bessel processes with arbitrary initial conditions. From these formulae, the corresponding dynamics are deduced, using renormalised local times, and stationary dynamics corresponding to the law of a 2-dimensional Bessel bridge are constructed.