An analytic approach to infinite-dimensional continuity and Fokker-Planck-Kolmogorov equations

被引：0

作者：

Bogachev, Vladimir I. ^{[1
]}

Da Prato, Giuseppe ^{[2
]}

Roeckner, Michael ^{[3
]}

Shaposhnikov, Stanislav V.

机构：

[1] Moscow MV Lomonosov State Univ, Dept Mech & Math, Moscow 119991, Russia

[2] Scuola Normale Super Pisa, I-56126 Pisa, Italy

[3] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany

来源：

ANNALI DELLA SCUOLA NORMALE SUPERIORE DI PISA-CLASSE DI SCIENZE | 2015年 / 14卷 / 03期

关键词：

PARABOLIC EQUATIONS; TRANSITION-PROBABILITIES; UNIQUENESS; MARTINGALE; REGULARITY; EXISTENCE;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove a new uniqueness result for solutions to Fokker-Planck-Kolmogorov (FPK) equations for probability measures on infinite-dimensional spaces. We consider infinite-dimensional drifts that admit certain finite-dimensional approximations. In contrast to much of the previous work on FPK-equations in infinite dimensions, we include cases with non-constant coefficients in the second order part and also include degenerate cases where these coefficients can even be zero. A new existence result is also proved. Some applications to FPK equations associated with SPDE's are presented.

引用

页码：983 / 1023

页数：41

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