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Fokker–Planck Equations for SPDE with Non-trace-class Noise

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摘要 In this paper we develop a new technique to prove existence of solutions of Fokker–Planck equations on Hilbert spaces for Kolmogorov operators with nontrace-class second order coefficients or equivalently with an associated stochastic partial differential equation(SPDE)with non-trace-class noise.Applications include stochastic 2D and 3D-Navier–Stokes equations with non-trace-class additive noise.
出处 《Communications in Mathematics and Statistics》 SCIE 2013年第3期281-304,共24页 数学与统计通讯(英文)
基金 Support by the De Giorgi Centre and the DFG through SFB 701 is gratefully acknowledged.The last named author would also like to thank the Scuola Normale Superiore and the University of Pisa for the support and hospitality during several very pleasant visits during which large parts of this work were done.
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