Existence Results for Fokker–Planck Equations in Hilbert Spaces
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.
KeywordsKolmogorov operators stochastic PDEs parabolic equations for measures Fokker–Planck equations
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