Fokker-Planck equations for SPDE with non-trace class noise
classification
🧮 math.PR
keywords
equationsnoisetrace-classfokker-planckspdestochasticadditiveapplications
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.