Special Session 23: 

Integration by parts on the law of the modulus of the Brownian bridge

Martin Grothaus
TU Kaiserslautern
Germany
Co-Author(s):    Robert Vosshall
Abstract:
We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge from 0 to 0. The main motivation for all this is the construction of an SPDE whose invariant measure would be the law of the reflecting Brownian bridge, a problem which is still open despite the recent fantastic advances in very difficult SPDEs, thanks to regularity structures and, or paraproducts. It seems that the SPDE which motivates this integration by parts formula is even more difficult than KPZ, since it contains a local time which is not covered by the new theories yet.