Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces

DOI10.1016/J.JFA.2008.05.005MaRDI QIDQ1002231zbMATH OpenOpenAlexFDO

Authors Vladimir I. Bogachev, Guiseppe Da Prato, Michael Röckner

Publication date 25 February 2009

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2008.05.005

zbMATH Keywords

Fokker-Planck equationsKolmogorov operatorsmaximal dissipativityparabolic equations for measuressingular coefficientsstochastic PDEs

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Markov semigroups and applications to diffusion processes (47D07) Applications of operator theory to differential and integral equations (47N20)

Review text

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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Cited in

(26)

• Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
• Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients
• Uniqueness of Fokker-Planck equations for SPIN lattice systems. I: compact case
• On the singularity formation and relaxation to equilibrium in 1D Fokker-Planck model with superlinear drift
• A note on stochastic semilinear equations and their associated Fokker-Planck equations
• Existence Results for Fokker–Planck Equations in Hilbert Spaces
• Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces
• Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients
• Well-posedness of Fokker-Planck type equations on the Wiener space
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• Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces
• Control strategies for the Fokker-Planck equation
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• Characterizing Gaussian flows arising from Itô's stochastic differential equations
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• Infinite dimensional Kolmogorov operators with time dependent drift coefficients

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