An analytic approach to infinite-dimensional continuity and Fokker-Planck-Kolmogorov equations

DOI10.2422/2036-2145.201303_004zbMath1332.60099arXiv1305.7348MaRDI QIDQ3460890

Vladimir I. Bogachev, Stanislav V. Shaposhnikov, Giuseppe Da Prato, Michael Roeckner

Publication date: 8 January 2016

Published in: ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.7348

zbMATH Keywords

stochastic partial differential equations; probability measures; Fokker-Planck-Kolmogorov equations; infinite-dimensional continuity

Mathematics Subject Classification ID

47D07: Markov semigroups and applications to diffusion processes

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J60: Diffusion processes

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60J35: Transition functions, generators and resolvents

35Q84: Fokker-Planck equations