Taylor estimates for the laws of pinned Bessel bridges, and integration by parts
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Publication:6620101
DOI10.1214/24-EJP1189MaRDI QIDQ6620101FDOQ6620101
Authors: Henri Elad Altman 
Publication date: 16 October 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Singular stochastic partial differential equations (60H17)
Cites Work
- White noise driven quasilinear SPDEs with reflection
- Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
- Fluctuations for a \(\nabla\varphi\) interface model with repulsion from a wall
- Fluctuations for \(\nabla \varphi \) interface model on a wall.
- Existence and stability for Fokker-Planck equations with log-concave reference measure
- A decomposition of Bessel Bridges
- Random obstacle problems. École d'Été de Probabilités de Saint-Flour XLV -- 2015
- Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
- Title not available (Why is that?)
- Bessel diffusions as a one-parameter family of diffusion processes
- Integration by parts on the law of the reflecting Brownian motion
- Bessel SPDEs and renormalised local times
- Integration by parts on the law of the modulus of the Brownian bridge
- Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions
- Bessel SPDEs with general Dirichlet boundary conditions
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