pith. sign in

arxiv: 1307.5200 · v2 · pith:6ZSWAIJXnew · submitted 2013-07-19 · 🧮 math.PR

Fokker-Planck equations for SPDE with non-trace class noise

classification 🧮 math.PR
keywords equationsnoisetrace-classfokker-planckspdestochasticadditiveapplications
0
0 comments X
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.