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

Viorel Barbu; Giuseppe Da Prato; Luciano Tubaro

Annales de l'I.H.P. Probabilités et statistiques (2011)

- Volume: 47, Issue: 3, page 699-724
- ISSN: 0246-0203

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topBarbu, Viorel, Da Prato, Giuseppe, and Tubaro, Luciano. "Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space II." Annales de l'I.H.P. Probabilités et statistiques 47.3 (2011): 699-724. <http://eudml.org/doc/239225>.

@article{Barbu2011,

abstract = {This work is concerned with the existence and regularity of solutions to the Neumann problem associated with a Ornstein–Uhlenbeck operator on a bounded and smooth convex set K of a Hilbert space H. This problem is related to the reflection problem associated with a stochastic differential equation in K.},

author = {Barbu, Viorel, Da Prato, Giuseppe, Tubaro, Luciano},

journal = {Annales de l'I.H.P. Probabilités et statistiques},

keywords = {Neumann problem; Ornstein–Uhlenbeck operator; Kolmogorov operator; reflection problem; infinite-dimensional analysis; Ornstein-Uhlenbeck operator},

language = {eng},

number = {3},

pages = {699-724},

publisher = {Gauthier-Villars},

title = {Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space II},

url = {http://eudml.org/doc/239225},

volume = {47},

year = {2011},

}

TY - JOUR

AU - Barbu, Viorel

AU - Da Prato, Giuseppe

AU - Tubaro, Luciano

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

JO - Annales de l'I.H.P. Probabilités et statistiques

PY - 2011

PB - Gauthier-Villars

VL - 47

IS - 3

SP - 699

EP - 724

AB - This work is concerned with the existence and regularity of solutions to the Neumann problem associated with a Ornstein–Uhlenbeck operator on a bounded and smooth convex set K of a Hilbert space H. This problem is related to the reflection problem associated with a stochastic differential equation in K.

LA - eng

KW - Neumann problem; Ornstein–Uhlenbeck operator; Kolmogorov operator; reflection problem; infinite-dimensional analysis; Ornstein-Uhlenbeck operator

UR - http://eudml.org/doc/239225

ER -

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