Uniqueness for solutions of Fokker–Planck equations on infinite dimensional spaces

نویسندگان

  • Vladimir Bogachev
  • Giuseppe Da Prato
  • Michael Röckner
چکیده

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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تاریخ انتشار 2010