Integration by parts formulae for Wiener measures on a path space between two curves (Q863478)

A generalization of the formulae of integration by parts for the Wiener measures on a time interval \([0,1]\) is considered which were originally by \textit{L. Zambotti} [Probab. Theory Relat. Fields 123, No. 4, 579--600 (2002; Zbl 1009.60047)]. The authors deal with the pinned or the standard Wiener measures restricted on a space of paths staying between two curves. Their proofs are based on the classical polygonal approximations for the Brownian motions which reduce the integration by parts formulae to those on finite-dimensional spaces. They use the comparison theorem (maximum principle) for the corresponding stochastic dynamics, which yields a good control on the family of conditioned random walks. Applying the Brascamp-Lieb inequality, the stochastic integrals of Wiener type are constructed relative to the three-dimensional Bessel bridge or the Brownian meander.