Integration by parts formulae for Wiener measures restricted to subsets in Rd

Yuu Hariya

doi:10.1016/j.jfa.2006.06.011

Integration by parts formulae for Wiener measures restricted to subsets in R^d

Yuu Hariya

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Abstract

We study an integration by parts formula for a pinned Wiener measure restricted to a space of paths staying within a subset in R^d. The result presented here generalizes the formula in [L. Zambotti, Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection, Probab. Theory Relat. Fields 123 (2002) 579-600] for the case of a half-line in R.

Original language	English
Pages (from-to)	594-610
Number of pages	17
Journal	Journal of Functional Analysis
Volume	239
Issue number	2
DOIs	https://doi.org/10.1016/j.jfa.2006.06.011
Publication status	Published - 2006 Oct 15
Externally published	Yes

Keywords

Hitting distribution
Integration by parts
Wiener measure

ASJC Scopus subject areas

Analysis

Access to Document

10.1016/j.jfa.2006.06.011

Cite this

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abstract = "We study an integration by parts formula for a pinned Wiener measure restricted to a space of paths staying within a subset in Rd. The result presented here generalizes the formula in [L. Zambotti, Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection, Probab. Theory Relat. Fields 123 (2002) 579-600] for the case of a half-line in R.",

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AB - We study an integration by parts formula for a pinned Wiener measure restricted to a space of paths staying within a subset in Rd. The result presented here generalizes the formula in [L. Zambotti, Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection, Probab. Theory Relat. Fields 123 (2002) 579-600] for the case of a half-line in R.

KW - Hitting distribution

KW - Integration by parts

KW - Wiener measure

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