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

DOI10.1016/j.jfa.2008.05.005zbMath1161.47027OpenAlexW2077000891MaRDI QIDQ1002231

Vladimir I. Bogachev, Giuseppe Da Prato, Michael Roeckner

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 equationsstochastic PDEssingular coefficientsKolmogorov operatorsmaximal dissipativityparabolic equations for measures

Mathematics Subject Classification ID

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

Related Items (20)

Existence Results for Fokker–Planck Equations in Hilbert Spaces ⋮ Control strategies for the Fokker−Planck equation ⋮ Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise ⋮ 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 ⋮ Stability and moment estimates for the stochastic singular \(\Phi\)-Laplace equation ⋮ Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients ⋮ Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces ⋮ Uniqueness of Fokker-Planck equations for SPIN lattice systems. I: compact case ⋮ Uniqueness of Fokker-Planck equations for spin lattice systems. II: Non-compact case ⋮ A natural order in dynamical systems based on Conley-Markov matrices ⋮ Characterizing Gaussian flows arising from Itô's stochastic differential equations ⋮ WELL-POSEDNESS OF FOKKER–PLANCK TYPE EQUATIONS ON THE WIENER SPACE ⋮ BSDE AND GENERALIZED DIRICHLET FORMS: THE FINITE-DIMENSIONAL CASE ⋮ Kolmogorov equations for randomly perturbed generalized Newtonian fluids ⋮ Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise ⋮ Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients ⋮ Uniqueness for Solutions of Fokker–Planck Equations on Infinite Dimensional Spaces ⋮ A note on stochastic semilinear equations and their associated Fokker-Planck equations ⋮ Duality relations between spatial birth–death processes and diffusions in Hilbert space

Cites Work

• Parabolic equations for measures on infinite-dimensional spaces
• Kolmogorov equations for stochastic PDEs.
• Infinite dimensional Kolmogorov operators with time dependent drift coefficients
• Semigroups of linear operators and applications to partial differential equations
• Singular dissipative stochastic equations in Hilbert spaces
• Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
• Dissipative stochastic equations in Hilbert space with time dependent coefficients
• Some Results about Dissipativity of Kolmogorov Operators
• Uniqueness of solutions to weak parabolic equations for measures
• Existence of solutions to weak parabolic equations for measures
• Ergodicity for Infinite Dimensional Systems
• On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions
• On Parabolic Equations for Measures
• Second order PDE's in finite and infinite dimension
• Stochastic Equations in Infinite Dimensions
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