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We study the elliptic equation in an open convex subset of an infinite dimensional separable Banach space endowed with a centered non-degenerate Gaussian measure , where is the Ornstein-Uhlenbeck operator. We prove that for and $f\in L^2(\Omega,\gamma)uW^{2,2}(\Omega,\gamma)u$ satisfies the Neumann boundary condition in the sense of traces at the boundary of . This is done by finite dimensional approximation.

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