The stochastic reflection problem on an infinite dimensional convex set and BV functions in a Gelfand triple

DOI10.1214/11-AOP661zbMath1267.60074arXiv1011.3996OpenAlexW2080536521MaRDI QIDQ439883

Rong-Chan Zhu, Xiang Chan Zhu, Michael Roeckner

Publication date: 17 August 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3996

zbMATH Keywords

Ornstein-Uhlenbeck processDirichlet formsBV functionsGelfand triplesintegration by parts formula in infinite dimensions.stochastic reflection problems

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functions of bounded variation, generalizations (26A45)

Related Items (13)

Surface measures generated by differentiable measures ⋮ BV functions in Hilbert spaces ⋮ Restricted Markov uniqueness for the stochastic quantization of \(P(\Phi)_{2}\) and its applications ⋮ The stochastic reflection problem with multiplicative noise ⋮ Some fine properties of BV functions on Wiener spaces ⋮ Maximal Sobolev regularity in Neumann problems for gradient systems in infinite dimensional domains ⋮ On the law of the minimum in a class of unidimensional SDEs ⋮ On Skorokhod differentiable measures ⋮ About the infinite dimensional skew and obliquely reflected Ornstein–Uhlenbeck process ⋮ Stochastic variational inequalities associated with elasto-plastic torsion ⋮ On functions of bounded variation on convex domains in Hilbert spaces ⋮ Integration by parts on the law of the modulus of the Brownian bridge ⋮ The Controllability of Fokker--Planck Equations with Reflecting Boundary Conditions and Controllers in Diffusion Term

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