Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
DOI10.1186/1687-1847-2014-222zbMATH Open1343.60088OpenAlexW2124975122WikidataQ59323424 ScholiaQ59323424MaRDI QIDQ738581FDOQ738581
Publication date: 5 September 2016
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1687-1847-2014-222
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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)
Cites Work
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- Elliptic equations for measures on infinite dimensional spaces and applications
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- Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients
- Diffusion semigroups in spaces of continuous functions with mixed topology
- Kolmogorov equations for measures
- On a Class of Stochastic Semilinear PDEs
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- Existence Results for Fokker–Planck Equations in Hilbert Spaces
Cited In (10)
- Fokker–Planck Equation for Kolmogorov Operators with Unbounded Coefficients
- 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
- Kolmogorov operators in spaces of continuous functions and equations for measures
- Title not available (Why is that?)
- Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
- Kolmogorov equations for stochastic PDE's with multiplicative noise
- Kolmogorov operators and SPDEs
- Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
- Perturbation theory for the Fokker-Planck operator in chaos
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