BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space

DOI10.1016/j.crma.2010.10.018zbMath1217.31005OpenAlexW2016887593MaRDI QIDQ611159

Rong-Chan Zhu, Michael Roeckner, Xiang Chan Zhu

Publication date: 14 December 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.10.018

zbMATH Keywords

bounded variationDirichlet formRevuz correspondencecylindrical Wiener processGelfand triplereflected OU process

Mathematics Subject Classification ID

Gaussian processes (60G15) Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

Cites Work

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• BV functions in a Hilbert space with respect to a Gaussian measure
• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
• Introduction to the theory of (non-symmetric) Dirichlet forms
• BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space
• Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
• On the space of BV functions and a related stochastic calculus in infinite dimensions

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