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arxiv: 1003.4117 · v1 · pith:XZOSMVVJnew · submitted 2010-03-22 · 🧮 math.PR

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

classification 🧮 math.PR
keywords equationsspacesdimensionalfokker--planckinfinitesolutionsuniquenesscoefficients
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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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