Taylor Estimates for the laws of pinned Bessel bridges, and Integration by Parts

MaRDI QIDQ6396014zbMATH OpenFDO

Authors Henri Elad Altman

Publication date 8 April 2022

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular stochastic partial differential equations (60H17)

Abstract: In this article, we extend the integration by parts formulae for the laws of Bessel bridges obtained in previous work with Zambotti, by showing that these formulae hold for very general test functionals on $L^2(0,1)$. A key step consists in establishing new Taylor estimates on the laws of pinned Bessel bridges.

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