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Bessel SPDEs with general Dirichlet boundary conditions

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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.

fields

math.PR 1

years

2019 1

verdicts

CONDITIONAL 1

representative citing papers

On the gradient dynamics associated with wetting models

math.PR · 2019-08-23 · conditional · novelty 7.0

Tightness is proved for reversible gradient dynamics of critical strip-wetting models, and a new continuous wetting measure with a local-time tilt converges to reflecting Brownian motion as the strip shrinks, leaving a Bessel SPDE as the conjectured limit.

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  • On the gradient dynamics associated with wetting models math.PR · 2019-08-23 · conditional · none · ref 4 · internal anchor

    Tightness is proved for reversible gradient dynamics of critical strip-wetting models, and a new continuous wetting measure with a local-time tilt converges to reflecting Brownian motion as the strip shrinks, leaving a Bessel SPDE as the conjectured limit.