English

Absolutely continuous solutions for continuity equations in Hilbert spaces

Probability 2019-07-12 v4

Abstract

We prove existence of solutions to continuity equations in a separable Hilbert space. We look for solutions which are absolutely continuous with respect to a reference measure \gamma which is Fomin-differentiable with exponentially integrable partial logarithmic derivatives. We describe a class of examples to which our result applies and for which we can prove also uniqueness. Finally, we consider the case where \gamma is the invariant measure of a reaction-diffusion equation and prove uniqueness of solutions in this case. We exploit that the gradient operator D_x is closable with respect to L^p(H,\gamma) and a recent formula for the commutator D_xP_t - P_tD_x where P_t is the transition semigroup corresponding to the reaction-diffusion equation, [DaDe14]. We stress that P_t is not necessarily symmetric in this case. This uniqueness result is an extension to such \gamma of that in [DaFlRo14] where \gamma was the Gaussian invariant measure of a suitable Ornstein-Uhlenbeck process.

Keywords

Cite

@article{arxiv.1707.07254,
  title  = {Absolutely continuous solutions for continuity equations in Hilbert spaces},
  author = {Giuseppe Da Prato and Franco Flandoli and Michael Roeckner},
  journal= {arXiv preprint arXiv:1707.07254},
  year   = {2019}
}

Comments

40 pages

R2 v1 2026-06-22T20:54:57.812Z