Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients

DOI10.1007/S10114-012-1302-XzbMATH Open1318.35130arXiv1105.4672OpenAlexW2170199076MaRDI QIDQ1940858FDOQ1940858

Dejun Luo

Publication date: 8 March 2013

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Abstract: In this paper we give an affirmative answer to an open question mentioned in [Le Bris and Lions, Comm. Partial Differential Equations 33 (2008), 1272--1317], that is, we prove the well-posedness of the Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients.

Full work available at URL: https://arxiv.org/abs/1105.4672

zbMATH Keywords

stochastic differential equationFokker-Planck equationBV regularitycommutator estimateDiPerna-Lions theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84)

Cites Work

• Ordinary differential equations, transport theory and Sobolev spaces
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• Transport equation and Cauchy problem for BV vector fields
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• Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
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• Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
• Renormalized solutions of some transport equations with partially \(W^{1,1}\) velocities and applications
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
• Stochastic differential equations with coefficients in Sobolev spaces
• WELL-POSEDNESS OF FOKKER–PLANCK TYPE EQUATIONS ON THE WIENER SPACE

Cited In (4)

• Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations
• Quantitative stability estimates for Fokker-Planck equations
• Lagrangian flows driven by \(BV\) fields in Wiener spaces
• The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients

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