Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients

DOI10.1080/07362990902976579zbMath1176.60054OpenAlexW2147723453MaRDI QIDQ3391779

Luigi Manca

Publication date: 13 August 2009

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990902976579

zbMATH Keywords

Fokker-Planck equationtransition semigroupKolmogorov operator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Related Items (3)

The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions ⋮ Kolmogorov equation associated to a stochastic Kuramoto-Sivashinsky equation ⋮ Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise

Cites Work

• Kolmogorov equations for measures
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
• A Hille-Yosida theorem for weakly continuous semigroups
• Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
• Existence of solutions to weak parabolic equations for measures

This page was built for publication: Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients