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Fokker–Planck Equations for SPDE with Non-trace-class Noise
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作者 G.Da Prato F.Flandoli M.Röckner 《Communications in Mathematics and Statistics》 SCIE 2013年第3期281-304,共24页
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 ass... 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. 展开更多
关键词 Fokker-Planck equation Kolmogorov operator Stochastic Partial Differential Equations Stochastic Navier-Stokes equations non-trace-class noise
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