Infinite dimensional reflecting Ornstein-Uhlenbeck stochastic process
Probability
2015-01-07 v1
Abstract
In this article we introduce the Gaussian Sobolev space , where is an arbitrary open set of a separable Banach space endowed with a nondegenerate centered Gaussian measure . Moreover, we investigate the semimartingale structure of the infinite dimensional reflecting Ornstein-Uhlenbeck process for open sets of the form , where is some Borel function on .
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