Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift (Q487666)

Let \(H\) be a separable real Hilbert space with inner product \(\langle\cdot,\cdot\rangle\) and norm \(|\cdot|\). Let \(F:\;[0,\infty)\times H\to H\) be Borel measurable. This paper deals with the uniqueness of solutions to the continuity equation given as \({d\over dt}\mu_ t+\text{div}(F(t,\cdot)\mu_ t)=0\), \(\mu_ 0=\zeta\), where \(\zeta\) is given initial datum in \({\mathcal P}(H)\), i.e., a probability measure on the Borel \(\sigma\)-algebra \({\mathcal B}(H)\) of \(H\). Let \(\{e_{n}:\;n\in {\mathbb N}\}\) be an orthonormal basis of \(H\), \(T>0\), \(H_{T}=[0,T]\times H\) and let \({\mathcal D}_{T}\) be the linear space of all functions \(u:\;H_{T}\to {\mathbb R}\) such that there exists \(N\in{\mathbb N}\) such that \(u(t,x)=u_{N}(t,\langle e_1,x\rangle,\ldots,\langle e_{N},x\rangle)\), \(x\in H\), for some \(u_{N}\in C_{b}^ 1([0,T]\times {\mathbb R}^{N})\) such that \(u_{N}(T)=0\). A family \((\mu_{t})_{t\in [0,T]}\) is called a solution of the considered continuity equation if \(\mu_ t\in{\mathcal P}(H)\) for every \(t\in[0,T]\), \(t\to\mu_ t(A)\) is \({\mathcal B}(H)\)-measurable for all \(A\in{\mathcal B}(H)\), \(F\in L^{1}(H_{T},\mu_{t}dt)\), and the following relationship holds: \[ \int_{0}^{T}\int_{H}\left[{\partial\over\partial t}u(s,x)+\langle F(s,x),Du(s,x)\rangle\right]\mu_{s}(dx)ds=-\int_{H}u(0,x)\zeta(dx),\quad\text{ for all }u\in{\mathcal D}_{T}, \] where \(Du(t,x)\in H\) is defined through \(\langle Du(t,x),y \rangle =u'(t,x)(y)\), \(y\in H\), and \(u'(t,x)(\cdot)\) means the first Fréchet derivative of \(u(t,\cdot)\) with respect to \(x\in H\). Let \(\mu=N_{Q}\) be the centered, non-degenerate Gaussian measure on \(H\) with covariance operator \(Q\). Let \({\mathcal M}_{F,\zeta,p}\) be the set of all measures \(\mu(dt,dx)=\mu_{t}(dx)dt\) such that \((\mu_{t})_{t\in[0,T]}\) is a solution to the considered continuity equation which satisfy \(\mu_{t}(dx)dt=\rho(t,x)\mu(dx)dt\) for some \(\rho\in L^{p}(H_{T},dt\otimes\mu)\). The authors prove the uniqueness of a solution to the considered equation in \({\mathcal M}_{F,\zeta,p}\). The proof is based on commutator estimates which are infinite-dimensional analogues to the classical ones due to DiPerna-Lions.