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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
Source PublicationCOMPTES RENDUS MATHEMATIQUE
ISSN1631-073X
Volume348Issue:21-22Pages:1175-1178
AbstractIn 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
DOI10.1016/j.crma.2010.10.018
Language英语
Funding Project973 project ; NSFC key Lab of CAS ; DFG[IRTG 1132] ; DFG[CRC 701] ; I Newton Institute Cambridge UK
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:000285075600008
PublisherELSEVIER FRANCE-EDITIONS SCIENTIFIQUES MEDICALES ELSEVIER
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/10819
Collection应用数学研究所
Corresponding AuthorRockner, Michael
Affiliation1.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
Recommended Citation
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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