Fokker-Planck equations for SPDE with non-trace-class noise

DOI10.1007/S40304-013-0015-5zbMATH Open1312.35167arXiv1307.5200OpenAlexW2091874156MaRDI QIDQ2254352FDOQ2254352

Authors: Guiseppe Da Prato, Franco Flandoli, Michael Röckner 

Publication date: 4 February 2015

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Abstract: In this paper we develop a new technique to prove existence of solutions of Fokker-Planck equations on Hilbert spaces for Kolmogorov operators with non trace-class second order coefficients or equivalently with an associated stochastic partial differential equation (SPDE) with non trace-class noise. Applications include stochastic 2D and 3D-Navier-Stokes equations with non trace-class additive noise.

Full work available at URL: https://arxiv.org/abs/1307.5200

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zbMATH Keywords

stochastic partial differential equationsKolmogorov operatorstochastic Navier-Stokes equationsnon-trace class noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Navier-Stokes equations (35Q30) Navier-Stokes equations for incompressible viscous fluids (76D05) Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (11)

• Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation
• A spectral-based numerical method for Kolmogorov equations in Hilbert spaces
• Determining a parabolic system by boundary observation of its non-negative solutions with biological applications
• A note on stochastic semilinear equations and their associated Fokker-Planck equations
• Smooth solution of a nonlocal Fokker-Planck equation associated with stochastic systems with Lévy noise
• Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
• Kolmogorov operators and SPDEs
• Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise
• Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces
• On stochastic Langevin and Fokker-Planck equations: the two-dimensional case
• Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise

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