Well-posedness of Fokker-Planck type equations on the Wiener space
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Publication:3580210
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic equations (35K15) Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60)
Recommendations
- scientific article; zbMATH DE number 6778467
- Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
- Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients
- Well-posedness for the fractional Fokker-Planck equations
- Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise
Cites work
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions
- Anticipating flows on the Wiener space generated by vector fields of low regularity
- Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
- 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
- On flows associated to Sobolev vector fields in Wiener spaces: An approach à la DiPerna-Lions
- Ordinary differential equations, transport theory and Sobolev spaces
- Renormalized solutions of some transport equations with partially \(W^{1,1}\) velocities and applications
- Stochastic differential equations with coefficients in Sobolev spaces
- Transport equations and quasi-invariant flows on the Wiener space
- Uniqueness of solutions to weak parabolic equations for measures
- Wasserstein space over the Wiener space
Cited in
(11)- Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
- Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
- Well-posedness for the fractional Fokker-Planck equations
- Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
- Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness
- Quantitative stability estimates for Fokker-Planck equations
- Existence Results for Fokker–Planck Equations in Hilbert Spaces
- Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component
- Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients
- Variational approximation for Fokker-Planck equation on Riemannian manifold
- Lagrangian flows driven by \(BV\) fields in Wiener spaces
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