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Integration by parts on the Brownian Meander
Authors:
Stefano Bonaccorsi and Lorenzo Zambotti
Journal:
Proc. Amer. Math. Soc. 132 (2004), 875-883
MSC (2000):
Primary 60H07, 60H15, 60J55; Secondary 31C25
Posted:
August 28, 2003
MathSciNet review:
2019968
Full-text PDF Free Access
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Abstract: We prove infinite-dimensional integration by parts formulae for the laws of the Brownian Meander, of the Bessel Bridge of dimension 3 between  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.
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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
Email:
zambotti@sns.it
DOI:
http://dx.doi.org/10.1090/S0002-9939-03-07097-7
PII:
S 0002-9939(03)07097-7
Keywords:
Integration by parts,
Brownian motion,
stochastic partial differential equations with reflection
Received by editor(s):
June 1, 2002
Received by editor(s) in revised form:
October 28, 2002
Posted:
August 28, 2003
Communicated by:
Claudia M. Neuhauser
Article copyright:
© Copyright 2003 American Mathematical Society
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