In this paper we develop a new technique to prove existence of solutions of Fokker–Planck equations on Hilbert spaces for Kolmogorov operators with non-trace-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.
Fokker-Planck equations for SPDE with non-trace-class noise
Da Prato, G.;Flandoli, F.;
2013
Abstract
In this paper we develop a new technique to prove existence of solutions of Fokker–Planck equations on Hilbert spaces for Kolmogorov operators with non-trace-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.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
