Integration by parts on the Brownian Meander-Reference-Cited by-同舟云学术

Integration by parts on the Brownian Meander

Published:2003-08-28 Issue:3 Volume:132 Page:875-883
ISSN:0002-9939
Container-title:Proceedings of the American Mathematical Society
language:en
Short-container-title:Proc. Amer. Math. Soc.

Author:

Bonaccorsi Stefano,Zambotti Lorenzo

Abstract

We prove infinite-dimensional integration by parts formulae for the laws of the Brownian Meander, of the Bessel Bridge of dimension 3 between z , z ′ ≥ 0 z,z’\geq 0 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.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/proc/2004-132-03/S0002-9939-03-07097-7/S0002-9939-03-07097-7.pdf

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