Existence and uniqueness of solutions for Fokker–Planck equations on Hilbert spaces
نویسندگان
چکیده
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and Supported in part by the RFBR project 07-01-00536, the Russian–Japanese Grant 08-01-91205-JF, the Russian–Ukrainian Grant 08-01-90431, SFB 701 at the University of Bielefeld Supported by the DFG through SFB-701 and IRTG 1132 as well as the BIBOSResearch Center.
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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