Maximal Sobolev regularity for solutions of elliptic equations in Banach spaces endowed with a weighted Gaussian measure: the convex subset case

Abstract: Let $X$ be a separable Banach space endowed with a non-degenerate centered Gaussian measure $\mu$. The associated Cameron--Martin space is denoted by $H$. Consider two sufficiently regular convex functions $U:X\rightarrow\mathbb{R}$ and $G:X\rightarrow \mathbb{R}$. We let $\nu=e^{-U}\mu$ and $\Omega=G^{-1}(-\infty,0]$. In this paper we are interested in the $W^{2,2}$ regularity of the weak solutions of elliptic equations of the type \begin{align}\label{Probelma in abstract} \lambda u-L_{\nu,\Omega} u=f, \end{align} where $\lambda>0$, $f\in L^2(\Omega,\nu)$ and $L_{\nu,\Omega}$ is the self-adjoint operator associated with the quadratic form [(\psi,\phi)\mapsto \int_\Omega\langle\nabla_H\psi,\nabla_H\phi\rangle_Hd\nu\qquad\psi,\phi\in W^{1,2}(\Omega,\nu).] In addition we will show that if $u$ is a weak solution of problem $\lambda u-L_{\nu,\Omega} u=f$, with $\lambda>0$ and $f\in L^2(\Omega,\nu)$, then it satisfies a Neumann type condition at the boundary, namely for $\rho$-a.e. $x\in G^{-1}(0)$ [\left\langle\,\text{Tr}\,(\nabla_Hu)(x),\,\text{Tr}\,(\nabla_H G)(x)\right\rangle_H=0,] where $\rho$ is the Feyel--de La Pradelle Hausdorff--Gauss surface measure and $\text{Tr}$ is the trace operator.