The Stochastic Reflection Problem in Hilbert Spaces

DOI10.1080/03605302.2011.596878zbMath1245.60072OpenAlexW2028847593WikidataQ103888924 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

Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Existence theories for optimal control problems involving partial differential equations (49J20) Quadratic and bilinear forms, inner products (15A63)

Related Items (6)

Parameter estimation of an epidemic model with state constraints ⋮ Optimal control approach to nonlinear diffusion equations driven by Wiener noise ⋮ Reflection of stochastic evolution equations in infinite dimensional domains ⋮ Variational solutions to nonlinear diffusion equations with singular diffusivity ⋮ Stochastic variational inequalities associated with elasto-plastic torsion ⋮ Gradient estimates for perturbed Ornstein-Uhlenbeck semigroups on infinite-dimensional convex domains

Cites Work

• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space. II.
• Existence and stability for Fokker-Planck equations with log-concave reference measure
• Integrals which are convex functionals. II
• Nonlinear Differential Equations of Monotone Types in Banach Spaces

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