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

DOI10.1214/10-AIHP381zbMath1230.60081OpenAlexW2105715848MaRDI QIDQ720738

Luciano Tubaro, Viorel Barbu, Giuseppe Da Prato

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

Neumann problemOrnstein-Uhlenbeck operatorKolmogorov operatorinfinite-dimensional analysisreflection problem

Mathematics Subject Classification ID

Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Quadratic and bilinear forms, inner products (15A63)

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