Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by L,vy and cylindrical Wiener noise

被引：1

作者：

Wiesinger, Sven ^{[1
]}

机构：

[1] Univ Bielefeld, Dept Math, D-33615 Bielefeld, Germany

来源：

JOURNAL OF EVOLUTION EQUATIONS | 2013年 / 13卷 / 02期

关键词：

Singular SPDE; Fokker-Planck equation; Levy process; GENERALIZED MEHLER SEMIGROUPS; INFINITE-DIMENSIONAL SPACES; PSEUDODIFFERENTIAL-OPERATORS; KOLMOGOROV OPERATORS; COEFFICIENTS; DISSIPATIVITY; GENERATORS; DEGENERATE; EXISTENCE;

D O I：

10.1007/s00028-013-0183-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We generalize recent results concerning uniqueness of solutions to Fokker-Planck equations (FPE) related to singular Hilbert space-valued SPDE from the (cylindrical) Wiener noise case to the case of SPDE driven by noise with jumps. Using a different space of test functions, we can relax the usual integrability assumptions and obtain more general uniqueness results for FPE, even in the case of SPDE driven by Wiener noise.

引用

页码：369 / 394

页数：26

共 26 条

[1] Uniqueness for solutions of Fokker–Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise
Sven Wiesinger
Journal of Evolution Equations, 2013, 13 : 369 - 394
[2] Fokker–Planck Equations and Maximal Dissipativity for Kolmogorov Operators for SPDE Driven by Lévy Noise
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[3] Fokker-Planck Equations and Maximal Dissipativity for Kolmogorov Operators for SPDE Driven by Levy Noise
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[9] Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
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JOURNAL OF DIFFERENTIAL EQUATIONS, 2018, 265 (10) : 4993 - 5030
[10] A new topological approach to the L∞-uniqueness of operators and the L1-uniqueness of Fokker-Planck equations
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