Taylor estimates for the laws of pinned Bessel bridges, and integration by parts

DOI10.1214/24-ejp1189MaRDI QIDQ6620101

Henri Elad Altman

Publication date: 16 October 2024

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

zbMATH Keywords

renormalisationintegration by parts formulaeBessel bridgessingular SPDEsTaylor estimates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Singular stochastic partial differential equations (60H17)

Cites Work

• Title not available (Why is that?)
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• Bessel SPDEs and renormalised local times
• Integration by parts on the law of the modulus of the Brownian bridge
• A decomposition of Bessel Bridges
• Bessel diffusions as a one-parameter family of diffusion processes

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