English

Infinite dimensional reflecting Ornstein-Uhlenbeck stochastic process

Probability 2015-01-07 v1

Abstract

In this article we introduce the Gaussian Sobolev space W1,2(O,γ)W^{1,2}(\mathscr O,\gamma), where O\mathscr O is an arbitrary open set of a separable Banach space EE endowed with a nondegenerate centered Gaussian measure γ\gamma. Moreover, we investigate the semimartingale structure of the infinite dimensional reflecting Ornstein-Uhlenbeck process for open sets of the form O={xE:G(x)<0}\mathscr O=\{x\in E\, :\, G(x)<0\}, where G G is some Borel function on EE.

Keywords

Cite

@article{arxiv.1501.01248,
  title  = {Infinite dimensional reflecting Ornstein-Uhlenbeck stochastic process},
  author = {Khalid Akhlil},
  journal= {arXiv preprint arXiv:1501.01248},
  year   = {2015}
}

Comments

arXiv admin note: text overlap with arXiv:1302.2204 by other authors

R2 v1 2026-06-22T07:52:41.084Z