Existence results for Fokker–Planck equations in Hilbert spaces
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چکیده
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence result ∗Supported in part by the RFBR project 07-01-00536, the Russian–Japanese Grant 0801-91205-JF, the Russian–Chinese Grant 06-01-39003, ARC Discovery Grant DP0663153, the DFG Grant 436 RUS 113/343/0(R), SFB 701 at the University of Bielefeld †Supported in part by “Equazioni di Kolmogorov” from the Italian “Ministero della Ricerca Scientifica e Tecnologica” ‡Supported by the DFG through SFB-701 and IRTG 1132 as well as the BIBOSResearch Center. 1 is known. We prove, under suitable assumptions, existence of a measure valued solution, for the corresponding Fokker–Planck equation. 2000 Mathematics Subject Classification AMS: 60H15, 60J35, 60J60, 47D07
منابع مشابه
Uniqueness for solutions of Fokker–Planck equations on infinite dimensional spaces
We develop a general technique to prove uniqueness of solutions for Fokker– Planck equations on infinite dimensional spaces. We illustrate this method by implementing it for Fokker–Planck equations in Hilbert spaces with Kolmogorov operators with irregular coefficients and both non-degenerate or degenerate second order part. 2000 Mathematics Subject Classification AMS: 60H15, 60J35, 60J60, 47D07
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We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and Supported in part by the RFBR project 07-01-00536, the Russian–Japanese Grant 08-01-91205-JF, the Russian–Ukrainian Grant 08-01-90431, SFB 701 at the University of Bielefeld Supported by the DFG through SFB-701 and IRTG 1132 as well as the BIBOSResearch Center.
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تاریخ انتشار 2009