We prove infinite-dimensional integration by parts formulae for the laws of the Brownian Meander, of the Bessel Bridge of dimension 3 between z, z'greater than or equal to0 and of the Brownian Motion on the set of all paths taking values greater than or equal to a nonpositive constant. We give applications to SPDEs with reflection
Integration by parts on the Brownian Meander
Bonaccorsi, Stefano;
2004-01-01
Abstract
We prove infinite-dimensional integration by parts formulae for the laws of the Brownian Meander, of the Bessel Bridge of dimension 3 between z, z'greater than or equal to0 and of the Brownian Motion on the set of all paths taking values greater than or equal to a nonpositive constant. We give applications to SPDEs with reflectionFile in questo prodotto:
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