A white cyclorama was used to create the non-existent background. The pure white effect was achieved by over-exposing the background a few f-stops lower than the actual actors.
Other possible shooting locations were going to be either a rooftop or a field. The void was used as a blank palate so that the setting would not draw attention away from the story.
Due to the lights used to light the cyclorama the temperature in the studio reached up to 125 Fahrenheit. The crew did not have a barney for the camera, so the operators were covered with up to 8 sound blankets and a sweater, to alleviate camera noise.