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

DOI10.1214/10-AIHP381MaRDI QIDQ720738zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 1014073 (Why is no real title available?)
• scientific article; zbMATH DE number 1776363 (Why is no real title available?)
• Elliptic operators with unbounded drift coefficients and Neumann boundary condition.
• Ergodicity for Infinite Dimensional Systems
• Existence and stability for Fokker-Planck equations with log-concave reference measure
• Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
• Kolmogorov equations for stochastic PDEs.
• The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
• The Neumann Problem on Unbounded Domains of ℝ^dand Stochastic Variational Inequalities
• Tightness criteria for laws of semimartingales
• White noise driven quasilinear 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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