Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions

DOI10.1214/20-ECP325zbMath1447.60128arXiv2003.10389OpenAlexW3039492242MaRDI QIDQ782842

Henri Elad Altman

Publication date: 29 July 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.10389

zbMATH Keywords

hypergeometric functionsintegration by parts formulaeBessel bridgesBessel SPDEs

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic analysis (60H99)

Cites Work

• Unnamed Item
• Integration by parts on the law of the reflecting Brownian motion
• 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
• Bessel SPDEs and renormalised local times
• Integration by parts on the law of the modulus of the Brownian bridge
• An Introduction to Special Functions
• Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model

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