About the infinite dimensional skew and obliquely reflected Ornstein–Uhlenbeck process

DOI10.1142/S0219025715500319zbMath1334.60164arXiv1508.05824OpenAlexW3100382973MaRDI QIDQ2790336

Gerald Trutnau, Michael Roeckner

Publication date: 3 March 2016

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.05824

zbMATH Keywords

stochastic differential equationDirichlet formsOrnstein-Uhlenbeck processesGaussian measureintegration by parts formulaoblique reflectionBV functionskew reflection

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Local time and additive functionals (60J55)

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