The Stochastic Reflection Problem in Hilbert Spaces

DOI10.1080/03605302.2011.596878zbMath1245.60072WikidataQ103888924 ScholiaQ103888924MaRDI QIDQ5389581

Viorel Barbu, Luciano Tubaro, Giuseppe Da Prato

Publication date: 21 April 2012

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605302.2011.596878

zbMATH Keywords

stochastic reflexion problem

Mathematics Subject Classification ID

31C25: Dirichlet forms

47D07: Markov semigroups and applications to diffusion processes

60J60: Diffusion processes

49J20: Existence theories for optimal control problems involving partial differential equations

15A63: Quadratic and bilinear forms, inner products