Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients
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Publication:3391779
DOI10.1080/07362990902976579zbMath1176.60054MaRDI QIDQ3391779
Publication date: 13 August 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990902976579
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R15: PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables)
Related Items
Kolmogorov equation associated to a stochastic Kuramoto-Sivashinsky equation, The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
Cites Work
- Kolmogorov equations for measures
- Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
- A Hille-Yosida theorem for weakly continuous semigroups
- Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
- Existence of solutions to weak parabolic equations for measures