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 .