Nonlinear Fokker–Planck–Kolmogorov Equations in Hilbert Spaces

被引:0
作者
Manita O.A. [1 ]
机构
[1] Moscow State University, Moscow
关键词
Probability Measure; Cauchy Problem; Borel Probability Measure; Drift Term; Probability Solution;
D O I
10.1007/s10958-016-2891-1
中图分类号
学科分类号
摘要
We study the Cauchy problem for the nonlinear Fokker–Planck–Kolmogorov equations for probability measures on a Hilbert space that corresponds to stochastic partial differential equations. Sufficient conditions for the uniqueness of probability solutions for a cylindrical diffusion operator and for a possibly degenerate diffusion operator are given. A new general existence result is established without explicit growth restrictions on the coefficients. © 2016, Springer Science+Business Media New York.
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页码:120 / 135
页数:15
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