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Existence Results for Fokker–Planck Equations in Hilbert Spaces

  • Vladimir Bogachev
  • Giuseppe Da PratoEmail author
  • Michael Röckner
Conference paper
Part of the Progress in Probability book series (PRPR, volume 63)

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.

Keywords

Kolmogorov operators stochastic PDEs parabolic equations for measures Fokker–Planck equations 

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References

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Copyright information

© Springer Basel AG 2011

Authors and Affiliations

  • Vladimir Bogachev
    • 1
  • Giuseppe Da Prato
    • 2
    Email author
  • Michael Röckner
    • 3
    • 4
  1. 1.Department of Mechanics and MathematicsMoscow State UniversityMoscowRussia
  2. 2.Scuola Normale Superiore di PisaPisaItaly
  3. 3.Faculty of MathematicsUniversity of BielefeldBielefeldGermany
  4. 4.Department of Mathematics and StatisticsPurdue UniversityWest LafayetteUSA

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