About the infinite dimensional skew and obliquely reflected Ornstein–Uhlenbeck process
DOI10.1142/S0219025715500319zbMath1334.60164arXiv1508.05824OpenAlexW3100382973MaRDI QIDQ2790336
Gerald Trutnau, Michael Roeckner
Publication date: 3 March 2016
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.05824
stochastic differential equationDirichlet formsOrnstein-Uhlenbeck processesGaussian measureintegration by parts formulaoblique reflectionBV functionskew reflection
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Local time and additive functionals (60J55)
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