Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise

DOI10.1186/1687-1847-2014-222MaRDI QIDQ738581zbMATH OpenOpenAlexWikidataFDO

Authors Yu Shi, Bin Liu

Publication date 5 September 2016

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/1687-1847-2014-222

zbMATH Keywords

Fokker-Planck equationinfinitesimal generatorKolmogorov operatorstochastic PDEtransition semigroup

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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Cites work

• scientific article; zbMATH DE number 1776363 (Why is no real title available?)
• Diffusion semigroups in spaces of continuous functions with mixed topology
• Elliptic equations for measures on infinite dimensional spaces and applications
• Ergodicity for Infinite Dimensional Systems
• Existence Results for Fokker–Planck Equations in Hilbert Spaces
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
• Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients
• Kolmogorov equations for measures
• Kolmogorov equations for stochastic PDEs.
• On a Class of Stochastic Semilinear PDEs
• On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions
• Stochastic Equations in Infinite Dimensions
• Stochastic partial differential equations: Kolmogorov operators and invariant measures
• Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise

Cited in

(10)

• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
• On the fundamental solution of the Fokker-Planck-Kolmogorov equation
• Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients
• Kolmogorov operators and SPDEs
• Perturbation theory for the Fokker-Planck operator in chaos
• Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
• Kolmogorov operators in spaces of continuous functions and equations for measures
• scientific article; zbMATH DE number 1088180 (Why is no real title available?)
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
• Kolmogorov equations for stochastic PDE's with multiplicative noise

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