Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space. II.

DOI10.1214/10-AIHP381zbMATH Open1230.60081OpenAlexW2105715848MaRDI QIDQ720738FDOQ720738

Authors: Viorel Barbu, Guiseppe Da Prato, Luciano Tubaro 

Publication date: 11 October 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/239225

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zbMATH Keywords

Kolmogorov operatorNeumann problemOrnstein-Uhlenbeck operatorinfinite-dimensional analysisreflection problem

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Quadratic and bilinear forms, inner products (15A63) Dirichlet forms (31C25)

Cites Work

• White noise driven quasilinear SPDEs with reflection
• Elliptic operators with unbounded drift coefficients and Neumann boundary condition.
• Ergodicity for Infinite Dimensional Systems
• Tightness criteria for laws of semimartingales
• Kolmogorov equations for stochastic PDEs.
• Title not available (Why is that?)
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• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
• Existence and stability for Fokker-Planck equations with log-concave reference measure
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• The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
• The Neumann Problem on Unbounded Domains of ℝ^dand Stochastic Variational Inequalities
• Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection

Cited In (15)

• Maximal \(L^2\) regularity for Dirichlet problems in Hilbert spaces
• Maximal Sobolev regularity in Neumann problems for gradient systems in infinite dimensional domains
• The Neumann Problem on Unbounded Domains of ℝ^dand Stochastic Variational Inequalities
• About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process
• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
• The stochastic reflection problem in Hilbert spaces
• Traces of Sobolev functions on regular surfaces in infinite dimensions
• Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas
• Maximal Sobolev regularity for solutions of elliptic equations in Banach spaces endowed with a weighted Gaussian measure: the convex subset case
• Sobolev functions on infinite-dimensional domains
• Gradient estimates for perturbed Ornstein-Uhlenbeck semigroups on infinite-dimensional convex domains
• Lagrangian flows driven by \(BV\) fields in Wiener spaces
• The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
• Domains of elliptic operators on sets in Wiener space
• The Kolmogorov operator associated with a stochastic variational inequality in \(\mathbb R^n\) with convex potential

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