Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise

DOI10.1186/1687-1847-2014-222zbMath1343.60088OpenAlexW2124975122WikidataQ59323424 ScholiaQ59323424MaRDI QIDQ738581

Bin Liu, Yu Shi

Publication date: 5 September 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2014-222

zbMATH Keywords

Fokker-Planck equationinfinitesimal generatortransition semigroupKolmogorov operatorstochastic PDE

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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