Fokker-Planck equations for SPDE with non-trace class noise
Probability
2018-06-18 v2
Abstract
In this paper we develop a new technique to prove existence of solutions of Fokker-Planck equations on Hilbert spaces for Kolmogorov operators with non trace-class second order coefficients or equivalently with an associated stochastic partial differential equation (SPDE) with non trace-class noise. Applications include stochastic 2D and 3D-Navier-Stokes equations with non trace-class additive noise.
Cite
@article{arxiv.1307.5200,
title = {Fokker-Planck equations for SPDE with non-trace class noise},
author = {G. Da Prato and F. Flandoli and M. Röckner},
journal= {arXiv preprint arXiv:1307.5200},
year = {2018}
}