Taylor estimates for the laws of pinned Bessel bridges, and integration by parts
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Publication:6620101
DOI10.1214/24-ejp1189MaRDI QIDQ6620101
Publication date: 16 October 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Singular stochastic partial differential equations (60H17)
Cites Work
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- 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.
- Bessel SPDEs with general Dirichlet boundary conditions
- 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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