Well-posedness of Fokker-Planck type equations on the Wiener space
DOI10.1142/S0219025710004061zbMATH Open1200.60042MaRDI QIDQ3580210FDOQ3580210
Authors: Dejun Luo 
Publication date: 11 August 2010
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
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
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)
Cites Work
- Ordinary differential equations, transport theory and Sobolev spaces
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- Uniqueness of solutions to weak parabolic equations for measures
- Renormalized solutions of some transport equations with partially \(W^{1,1}\) velocities and applications
- Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
- Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
- Wasserstein space over the Wiener space
- Existence of solutions to weak parabolic equations for measures
- Stochastic differential equations with coefficients in Sobolev spaces
- Anticipating flows on the Wiener space generated by vector fields of low regularity
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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