Integration by parts on the Brownian Meander
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- by Stefano Bonaccorsi and Lorenzo Zambotti PDF
- Proc. Amer. Math. Soc. 132 (2004), 875-883 Request permission
Abstract:
We prove infinite-dimensional integration by parts formulae for the laws of the Brownian Meander, of the Bessel Bridge of dimension 3 between $z,z’\geq 0$ 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.References
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Additional Information
- Stefano Bonaccorsi
- Affiliation: Dipartimento di Matematica, Università di Trento, Via Sommarive 14, 38050 Povo (Trento), Italy
- Email: bonaccor@science.unitn.it
- Lorenzo Zambotti
- Affiliation: Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa, Italy
- MR Author ID: 647350
- Email: zambotti@sns.it
- Received by editor(s): June 1, 2002
- Received by editor(s) in revised form: October 28, 2002
- Published electronically: August 28, 2003
- Communicated by: Claudia M. Neuhauser
- © Copyright 2003 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 132 (2004), 875-883
- MSC (2000): Primary 60H07, 60H15, 60J55; Secondary 31C25
- DOI: https://doi.org/10.1090/S0002-9939-03-07097-7
- MathSciNet review: 2019968