English

On continuity equations in infinite dimensions with non-Gaussian reference measure

Functional Analysis 2013-12-24 v3

Abstract

Let γ\gamma be a Gaussian measure on a locally convex space and HH be the corresponding Cameron-Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the linear first-order PDE ρ˙+\mboxdivγ(ρb)=0,  ρt=0=ρ0, \dot{\rho} + \mbox{div}_{\gamma} (\rho \cdot {b}) =0, \ \ \rho|_{t=0} = \rho_0, where ρ0γ\rho_0 \cdot \gamma is a probability measure, admits a weak solution, in particular, under the following assumptions: bHLp(γ), p>1,   exp(ε(\mboxdivγb))L1(γ). \|b\|_{H} \in L^p(\gamma), \ p>1, \ \ \ \exp\bigl(\varepsilon(\mbox{\rm div}_{\gamma} b)_{-} \bigr) \in L^1(\gamma). Applying transportation of measures via triangular maps we prove a similar result for a large class of non-Gaussian probability measures ν\nu on R\R^{\infty}, under the main assumption that βin\NatLn(ν)\beta_i \in \cap_{n \in \Nat} L^{n}(\nu) for every i\Nati \in \Nat, where βi\beta_i is the logarithmic derivative of ν\nu along the coordinate xix_i. We also show uniqueness of the solution for a wide class of measures. This class includes uniformly log-concave Gibbs measures and certain product measures. measures.

Keywords

Cite

@article{arxiv.1303.7184,
  title  = {On continuity equations in infinite dimensions with non-Gaussian reference measure},
  author = {Alexander V. Kolesnikov and Michael Röckner},
  journal= {arXiv preprint arXiv:1303.7184},
  year   = {2013}
}

Comments

34 pages, minor corrections

R2 v1 2026-06-21T23:49:51.525Z