Bessel SPDEs and renormalised local times
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Publication:2174661
Abstract: In this article, we prove integration by parts formulae (IbPFs) for the laws of Bessel bridges from 0 to 0 over the interval [0,1] of dimension smaller than 3. As an application, we construct a weak version of an SPDE having the law of a one-dimensional Bessel bridge (i.e. the law of a reflected Brownian bridge) as reversible measure, the dimension 1 being particularly relevant in view of applications to scaling limits of dynamical critical pinning models. We also exploit the IbPFs to conjecture the structure of the SPDEs associated with Bessel bridges of all dimensions smaller than 3.
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Cited in
(8)- SPDEs and renormalisation
- Bessel SPDEs with general Dirichlet boundary conditions
- Scaling limit of wetting models in 1+1 dimensions pinned to a shrinking strip
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