An analytic approach to infinite-dimensional continuity and Fokker-Planck-Kolmogorov equations

DOI10.2422/2036-2145.201303_004zbMath1332.60099arXiv1305.7348OpenAlexW2963285642MaRDI QIDQ3460890

Vladimir I. Bogachev, Stanislav V. Shaposhnikov, Michael Roeckner, Giuseppe Da Prato

Publication date: 8 January 2016

Published in: ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.7348

zbMATH Keywords

stochastic partial differential equationsprobability measuresFokker-Planck-Kolmogorov equationsinfinite-dimensional continuity

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35) Fokker-Planck equations (35Q84)

Related Items (12)

Nonlinear Fokker-Planck-Kolmogorov equations in Hilbert spaces ⋮ Fokker-Planck-Kolmogorov equations with a partially degenerate diffusion matrix ⋮ A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces ⋮ On uniqueness of solutions to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift ⋮ Fokker-Planck equations for SPDE with non-trace-class noise ⋮ On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations ⋮ Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations ⋮ Fokker–Planck equation for dissipative 2D Euler equations with cylindrical noise ⋮ Kolmogorov operators and SPDEs ⋮ A note on stochastic semilinear equations and their associated Fokker-Planck equations ⋮ Schauder theorems for a class of (pseudo‐)differential operators on finite‐ and infinite‐dimensional state spaces

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