Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces
Probability
2018-06-18 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1003.4117,
title = {Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces},
author = {Vladimir Bogachev and Giuseppe Da Prato and Michael Röckner},
journal= {arXiv preprint arXiv:1003.4117},
year = {2018}
}