Displaying similar documents to “Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations”

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 (2011)

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

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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 of a Hilbert space . This problem is related to the reflection problem associated with a stochastic differential equation in .