Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces (Q1002231)
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English | Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces |
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Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces (English)
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25 February 2009
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The authors consider a Kolmogorov operator \(L_0\) in a Hilbert space H, related to a stochastic PDE with a singular quasi-dissipative drift \(F\) defined on a suitable space of regular functions. The authors prove that \(L_0\) is essentially \(m\)-dissipative in the space \(L^p\) with respect to a family of measures \(\nu_t\) that of the Fokker-Planck equation given by \(L_0\). This result implies that \(L_0\) generates a Markov \(C_0\) semigroup. A uniqueness result is also proved. Such results generalize previous ones obtained by the authors in the case of finite-dimensional spaces.
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Kolmogorov operators
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stochastic PDEs
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singular coefficients
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parabolic equations for measures
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Fokker-Planck equations
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maximal dissipativity
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