Fokker-Planck equations for SPDE with non-trace-class noise (Q2254352)

In this paper the authors develop a new general approach for the in the title mentioned ``non-trace-class case'' which applies to a much wide class of examples, including in particular, the Fokker-Planck equation of the stochastic 2D and 3D Navier-Stokes equations with non-trace-class noise. It makes an important difference for this stochastic analysis if the second order coefficients are of trace class or not. The applied solution methods distinguish for both cases. The main objective of the authors consists in solving the infinite dimensional Fokker-Planck equation in a space of measure valued functions of the form \(\mu_{t}\,{\text d}t\) where \(\mu_{t}\) are probability measures on \(H\).