KMS Of Academy of mathematics and systems sciences, CAS
BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space | |
Rockner, Michael1; Zhu, Rongchan; Zhu, Xiangchan3 | |
2010-11-01 | |
发表期刊 | COMPTES RENDUS MATHEMATIQUE |
ISSN | 1631-073X |
卷号 | 348期号:21-22页码:1175-1178 |
摘要 | In this Note we Introduce BV functions in a Gelfand triple which is an extension of BV functions in Ambrosio et al preprint [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 Gamma We prove the existence and uniqueness of a strong solution of this problem when Gamma is a regular convex set The result is also extended to the non symmetric case Finally we extend our results to the case when Gamma = K(alpha) where K(alpha) = {f is an element of L(2)(0 1) vertical bar f >= -alpha} alpha >= 0 (C) 2010 Academie des sciences Published by Elsevier Masson SAS All rights reserved |
DOI | 10.1016/j.crma.2010.10.018 |
语种 | 英语 |
资助项目 | 973 project ; NSFC key Lab of CAS ; DFG[IRTG 1132] ; DFG[CRC 701] ; I Newton Institute Cambridge UK |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics |
WOS记录号 | WOS:000285075600008 |
出版者 | ELSEVIER FRANCE-EDITIONS SCIENTIFIQUES MEDICALES ELSEVIER |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/10819 |
专题 | 应用数学研究所 |
通讯作者 | Rockner, Michael |
作者单位 | 1.Univ Bielefeld, Dept Math, D-33615 Bielefeld, Germany 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China |
推荐引用方式 GB/T 7714 | Rockner, Michael,Zhu, Rongchan,Zhu, Xiangchan. BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space[J]. COMPTES RENDUS MATHEMATIQUE,2010,348(21-22):1175-1178. |
APA | Rockner, Michael,Zhu, Rongchan,&Zhu, Xiangchan.(2010).BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space.COMPTES RENDUS MATHEMATIQUE,348(21-22),1175-1178. |
MLA | Rockner, Michael,et al."BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space".COMPTES RENDUS MATHEMATIQUE 348.21-22(2010):1175-1178. |
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