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

DOI10.1214/08-AOP438zbMath1205.60141arXiv0908.4139OpenAlexW3102266685MaRDI QIDQ838004

Luciano Tubaro, Viorel Barbu, Giuseppe Da Prato

Publication date: 21 August 2009

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

Full work available at URL: https://arxiv.org/abs/0908.4139

zbMATH Keywords

convex setsDirichlet formsGaussian measuresreflected processKolmogorov operatorsinfinite-dimensional Neumann problem

Mathematics Subject Classification ID

Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Quadratic and bilinear forms, inner products (15A63)

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