Kac functional and Schrödinger equation
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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
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.
Currently displaying 1 – 2 of 2
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