Taylor estimates for the laws of pinned Bessel bridges, and integration by parts
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Cites work
- A decomposition of Bessel Bridges
- Bessel diffusions as a one-parameter family of diffusion processes
- Bessel SPDEs and renormalised local times
- Bessel SPDEs with general Dirichlet boundary conditions
- Existence and stability for Fokker-Planck equations with log-concave reference measure
- Fluctuations for interface model on a wall.
- Fluctuations for a \(\nabla\varphi\) interface model with repulsion from a wall
- scientific article; zbMATH DE number 4046309 (Why is no real title available?)
- Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions
- Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
- Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
- Integration by parts on the law of the modulus of the Brownian bridge
- Integration by parts on the law of the reflecting Brownian motion
- Random obstacle problems. École d'Été de Probabilités de Saint-Flour XLV -- 2015
- White noise driven quasilinear SPDEs with reflection
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