Bessel-like SPDEs
Apparaît dans les collections : Stochastic partial differential equations / Equations aux dérivées partielles stochastiques, Exposés de recherche
I will discuss integration by parts formulae on the law of the Bessel bridge of dimension less than $3$ and show how this allows to conjecture the form of an associated SPDE. The most relevant case is the dimension equal to $1$, which is expected to be the scaling limit of critical wetting models.
