An analytic approach to infinite-dimensional continuity and Fokker-Planck-Kolmogorov equations
نویسندگان
چکیده
منابع مشابه
Uniqueness for solutions of Fokker–Planck equations on infinite dimensional spaces
We develop a general technique to prove uniqueness of solutions for Fokker– Planck equations on infinite dimensional spaces. We illustrate this method by implementing it for Fokker–Planck equations in Hilbert spaces with Kolmogorov operators with irregular coefficients and both non-degenerate or degenerate second order part. 2000 Mathematics Subject Classification AMS: 60H15, 60J35, 60J60, 47D07
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ژورنال
عنوان ژورنال: ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE
سال: 2015
ISSN: 2036-2145,0391-173X
DOI: 10.2422/2036-2145.201303_004