Existence of solutions to weak parabolic equations for measures

DOI10.1112/S0024611503014540zbMath1072.35076OpenAlexW2153696192MaRDI QIDQ4812529

Vladimir I. Bogachev, Michael Roeckner, Giuseppe Da Prato

Publication date: 23 August 2004

Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s0024611503014540

zbMATH Keywords

transition semigroups.

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35) Second-order parabolic equations (35K10)

Related Items (18)

Existence Results for Fokker–Planck Equations in Hilbert Spaces ⋮ Ergodicity of stochastic differential equations with jumps and singular coefficients ⋮ Kernel estimates for nonautonomous Kolmogorov equations ⋮ On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ Estimates of solutions of parabolic equations for measures ⋮ Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces ⋮ Probabilistic interpretation of the Cauchy problem solution for systems of nonlinear parabolic equations ⋮ Dissipative stochastic equations in Hilbert space with time dependent coefficients ⋮ Infinite dimensional Kolmogorov operators with time dependent drift coefficients ⋮ On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures ⋮ WELL-POSEDNESS OF FOKKER–PLANCK TYPE EQUATIONS ON THE WIENER SPACE ⋮ Parabolic equations for measures on infinite-dimensional spaces ⋮ Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces ⋮ On Parabolic Equations for Measures ⋮ Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients ⋮ Convergence to equilibrium in Fokker-Planck equations ⋮ Uniqueness for Solutions of Fokker–Planck Equations on Infinite Dimensional Spaces ⋮ Reconstructing the drift of a diffusion from partially observed transition probabilities

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