Existence Results for Fokker–Planck Equations in Hilbert Spaces

DOI10.1007/978-3-0348-0021-1_2MaRDI QIDQ2904867zbMATH OpenOpenAlexFDO

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

Publication date 24 August 2012

Published in Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-0348-0021-1_2

zbMATH Keywords

Fokker-Planck equationsstochastic PDEsKolmogorov operatorsparabolic equations for measures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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Cites work

• Elliptic equations for measures on infinite dimensional spaces and applications
• Existence of solutions to weak parabolic equations for measures
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
• Kolmogorov equations for stochastic PDEs.
• Kolmogorov operators in spaces of continuous functions and equations for measures
• On Parabolic Equations for Measures
• On weak parabolic equations for probability measures
• Parabolic equations for measures on infinite-dimensional spaces
• Uniqueness of solutions to weak parabolic equations for measures

Cited in

(13)

• Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients
• A note on stochastic semilinear equations and their associated Fokker-Planck equations
• Existence of periodic probability solutions to Fokker-Planck equations with applications
• Fokker-Planck equations for SPDE with non-trace-class noise
• Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
• Existence and stability for Fokker-Planck equations with log-concave reference measure
• Nonlinear Fokker-Planck-Kolmogorov equations in Hilbert spaces
• Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
• Semimartingales from the Fokker-Planck equation
• Existence of solutions and diffusion approximation for a model Fokker-Planck equation
• Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces
• Lévy flows and associated stochastic PDEs
• Fokker-Planck equations in Hilbert spaces

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