Existence Results for Fokker–Planck Equations in Hilbert Spaces

DOI10.1007/978-3-0348-0021-1_2zbMath1247.60089OpenAlexW2116466317MaRDI QIDQ2904867

Vladimir I. Bogachev, Giuseppe Da Prato, Michael Roeckner

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_2

zbMATH Keywords

Fokker-Planck equationsstochastic PDEsKolmogorov operatorsparabolic equations for measures

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)

Related Items (3)

Lévy flows and associated stochastic PDEs ⋮ Fokker-Planck equations for SPDE with non-trace-class noise ⋮ Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise

Cites Work

• Parabolic equations for measures on infinite-dimensional spaces
• Kolmogorov equations for stochastic PDEs.
• On weak parabolic equations for probability measures
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
• Uniqueness of solutions to weak parabolic equations for measures
• Existence of solutions to weak parabolic equations for measures
• On Parabolic Equations for Measures
• Elliptic equations for measures on infinite dimensional spaces and applications
• Unnamed Item

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