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Seminar on Stochastic Analysis, Random Fields and Applications VIExistence Results for Fokker–Planck Equations in Hilbert Spaces

Seminar on Stochastic Analysis, Random Fields and Applications VI: Existence Results for... [We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence result is known. We prove, under suitable assumptions, existence of a measure-valued solution, for the corresponding Fokker–Planck equation.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Seminar on Stochastic Analysis, Random Fields and Applications VIExistence Results for Fokker–Planck Equations in Hilbert Spaces

Part of the Progress in Probability Book Series (volume 63)
Editors: Dalang, Robert; Dozzi, Marco; Russo, Francesco
Bogachev, Vladimir; Prato, Giuseppe Da; Röckner, Michael
Seminar on Stochastic Analysis, Random Fields and Applications VI — Feb 4, 2011
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References (10)

Publisher
Springer Basel
Copyright
© Springer Basel AG 2011
ISBN
978-3-0348-0020-4
Pages
23 –35
DOI
10.1007/978-3-0348-0021-1_2
Publisher site
See Chapter on Publisher Site

Abstract

[We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence result is known. We prove, under suitable assumptions, existence of a measure-valued solution, for the corresponding Fokker–Planck equation.]

Published: Feb 4, 2011

Keywords: Kolmogorov operators; stochastic PDEs; parabolic equations for measures; Fokker–Planck equations

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