Integration by parts on Bessel Bridges and related stochastic partial differential equationsIntegration par parties sur Ponts de Bessel et EDPS correspondantes |
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Authors: | Lorenzo Zambotti |
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Institution: | Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa, Italy |
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Abstract: | We prove integration by parts formulae with respect to the law of Bessel Bridges of dimension δ?3. For δ=3 we have an infinite-dimensional boundary measure, and for δ>3 a singular logarithmic derivative. We give applications to SPDEs with additive space-time white noise and singular drifts, whose solutions are non-negative. To cite this article: L. Zambotti, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 209–212. |
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