We consider the stochastic reflection problem associated with a self-adjoint operator A and a cylindrical Wiener process on a convex set K with nonempty interior and regular boundary Σ in a Hilbert space H. We prove the existence and uniqueness of a smooth solution for the corresponding elliptic infinite-dimensional Kolmogorov equation with Neumann boundary condition on Σ.

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

Tubaro, Luciano;Da Prato, Giuseppe;Barbu, Viorel
2009

Abstract

We consider the stochastic reflection problem associated with a self-adjoint operator A and a cylindrical Wiener process on a convex set K with nonempty interior and regular boundary Σ in a Hilbert space H. We prove the existence and uniqueness of a smooth solution for the corresponding elliptic infinite-dimensional Kolmogorov equation with Neumann boundary condition on Σ.
2009
File in questo prodotto:
File Dimensione Formato  
euclid.aop.1248182143.pdf

accesso aperto

Descrizione: journal article full text
Tipologia: Altro materiale allegato
Licenza: Non pubblico
Dimensione 225.32 kB
Formato Adobe PDF
225.32 kB Adobe PDF

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11384/91984
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 26
  • ???jsp.display-item.citation.isi??? 23
  • OpenAlex ND
social impact