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- W4288265583 abstract "We generalise the integration by parts formulae obtained in arXiv:1811.00518v5 [math.PR] to Bessel bridges on $[0,1]$ with arbitrary boundary values, as well as Bessel processes with arbitrary initial conditions. This allows us to write, formally, the corresponding dynamics using renormalised local times, thus extending the Bessel SPDEs of arXiv:1811.00518v5 [math.PR] to general Dirichlet boundary conditions. We also prove a dynamical result for the case of dimension $2$, by providing a weak construction of the gradient dynamics corresponding to a $2$-dimensional Bessel bridge." @default.
- W4288265583 created "2022-07-28" @default.
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- W4288265583 date "2021-01-01" @default.
- W4288265583 modified "2023-09-29" @default.
- W4288265583 title "Bessel SPDEs with general Dirichlet boundary conditions" @default.
- W4288265583 doi "https://doi.org/10.1214/21-ejp632" @default.
- W4288265583 hasPublicationYear "2021" @default.
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