Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces

Details Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces

2010-03-22

arxiv.org/abs/1003.4117v1

Mathematics

Probability

Scientific paper

We develop a general technique to prove uniqueness of solutions for
Fokker--Planck equations on infinite dimensional spaces. We illustrate this
method by implementing it for Fokker--Planck equations in Hilbert spaces with
Kolmogorov operators with irregular coefficients and both non-degenerate or
degenerate second order part.

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