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

DOI10.1214/11-AOP661zbMath1267.60074arXiv1011.3996MaRDI 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 process; Dirichlet forms; BV functions; Gelfand triples; integration by parts formula in infinite dimensions.; stochastic reflection problems

Mathematics Subject Classification ID

31C25: Dirichlet forms

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

26A45: Functions of bounded variation, generalizations

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