Comptes Rendus
no. 3
Integration by parts on Bessel Bridges and related stochastic partial differential equations
[Integration par parties sur Ponts de Bessel et EDPS correspondantes]
Lorenzo Zambotti1
1Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa, Italy
Comptes Rendus. Mathématique, Volume 334 (2002) no. 3, pp. 209-212

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.

Nous prouvons des formules d'intégration par parties par rapport à la loi des Ponts de Bessel de dimension δ⩾3. Remarquons que dans le cas δ=3 nous obtenons une mesure de bord infini-dimensionelle, et pour δ>3 une dérivée logarithmique singulière. Nous donnerons aussi des applications à des EDPS avec bruit blanc en espace-temps et termes de dérive singuliers, dont les solutions sont non-négatives.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/S1631-073X(02)02254-9

Lorenzo Zambotti  1

1 Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa, Italy 
Lorenzo Zambotti. Integration by parts on Bessel Bridges and related stochastic partial differential equations. Comptes Rendus. Mathématique, Volume 334 (2002) no. 3, pp. 209-212. doi: 10.1016/S1631-073X(02)02254-9
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