| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4592937 | Journal of Functional Analysis | 2006 | 17 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
