Taylor Estimates for the laws of pinned Bessel bridges, and Integration by Parts
Henri Elad Altman
TL;DR
This paper extends integration by parts formulas for Bessel bridge laws to more general test functionals, using new Taylor estimates to handle the laws of pinned Bessel bridges.
Contribution
It introduces generalized integration by parts formulas for Bessel bridge laws and develops novel Taylor estimates for pinned Bessel bridges.
Findings
Extended integration by parts formulas to broader test functionals.
Established new Taylor estimates for laws of pinned Bessel bridges.
Enhanced understanding of Bessel bridge laws in stochastic analysis.
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 . A key step consists in establishing new Taylor estimates on the laws of pinned Bessel bridges.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsGeometric Analysis and Curvature Flows · Nonlinear Partial Differential Equations · Advanced Mathematical Physics Problems