Taylor Estimates for the laws of pinned Bessel bridges, and Integration by Parts

2022/04/08 by Henri Elad Altman, Altman, Henri Elad
Mathematics · #60H10 #60H17 #Advanced Mathematical Physics Problems #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2204.03904

openalex publication_date 2022/04/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this article, we extend the integration by parts formulae for the laws of Bessel bridges obtained in previous work with Zambotti, by showing that these formulae hold for very general test functionals on L²(0,1). A key step consists in establishing new Taylor estimates on the laws of pinned Bessel bridges.

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