The stochastic reflection problem on an infinite dimensional convex set and BV functions in a Gelfand triple

@inproceedings{Rckner2010TheSR,
  title={The stochastic reflection problem on an infinite dimensional convex set and BV functions in a Gelfand triple},
  author={Michael R{\"o}ckner and XIANG-CHAN ZHU},
  year={2010}
}
In this paper, we introduce a definition of BV functions in a Gelfand triple which is an extension of the definition of BV functions in [1] by using Dirichlet form theory. By this definition, we can consider the stochastic reflection problem associated with a self-adjoint operator A and a cylindrical Wiener process on a convex set Γ in a Hilbert space H. We… CONTINUE READING