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

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 $L^{2}(0,1)$. A key step consists in establishing new Taylor estimates on the laws of pinned Bessel bridges.

preprint2022arXivOpen access
Henri Elad Altman
math.PRmath.CA
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Henri Elad Altman

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