Semantic Scholar Open Access 2019 6 sitasi

Bessel SPDEs with general Dirichlet boundary conditions

Henri Elad Altman

Lihat Sumber DOI

Abstrak

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.

Topik & Kata Kunci

Mathematics

Penulis (1)

Henri Elad Altman

Format Sitasi

APA MLA BibTeX

Altman, H.E. (2019). Bessel SPDEs with general Dirichlet boundary conditions. https://doi.org/10.1214/21-EJP632

Akses Cepat

Lihat di Sumber doi.org/10.1214/21-EJP632

Informasi Jurnal

Tahun Terbit: 2019
Bahasa: en
Total Sitasi: 6×
Sumber Database: Semantic Scholar
DOI: 10.1214/21-EJP632
Akses: Open Access ✓