Taylor Estimates for the laws of pinned Bessel bridges, and Integration by Parts
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Publication:6396014
arXiv2204.03904MaRDI QIDQ6396014FDOQ6396014
Publication date: 8 April 2022
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 . A key step consists in establishing new Taylor estimates on the laws of pinned Bessel bridges.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular stochastic partial differential equations (60H17)
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