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Kolmogorov equation associated to the stochastic reflection
 

Summary: Kolmogorov equation associated
to the stochastic reflection
problem on a smooth
convex set of a Hilbert space
Viorel Barbu
G. Da Prato
Luciano Tubaro
Preprint di Matematica N. 3
Maggio 2008
Kolmogorov equation associated to the
stochastic reflection problem on a smooth
convex set of a Hilbert space
Viorel Barbu
University Al. I. Cuza, Institute of Mathematics Octav Mayer, Iasi, Romania
Giuseppe Da Prato
Scuola Normale Superiore, 56126, Pisa, Italy
Luciano Tubaro
Department of Mathematics, University of Trento, Italy
21 Maggio 2008
Abstract

  

Source: Abbondandolo, Alberto - Scuola Normale Superiore of Pisa

 

Collections: Mathematics