pith. sign in

arxiv: 1811.00518 · v5 · pith:YDTEDGMFnew · submitted 2018-11-01 · 🧮 math.PR

Bessel SPDEs and renormalised local times

classification 🧮 math.PR
keywords besselbridgebridgesdimensionibpfssmallerspdesapplication
0
0 comments X
read the original abstract

In this article, we prove integration by parts formulae (IbPFs) for the laws of Bessel bridges from 0 to 0 over the interval [0,1] of dimension smaller than 3. As an application, we construct a weak version of an SPDE having the law of a one-dimensional Bessel bridge (i.e. the law of a reflected Brownian bridge) as reversible measure, the dimension 1 being particularly relevant in view of applications to scaling limits of dynamical critical pinning models. We also exploit the IbPFs to conjecture the structure of the SPDEs associated with Bessel bridges of all dimensions smaller than 3.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.