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arXiv · 1307.5200

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

G. Da Prato·F. Flandoli·M. Röckner
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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.

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G. Da Prato, F. Flandoli, M. Röckner. 2013-07-19. Fokker-Planck equations for SPDE with non-trace class noise. https://arxiv.org/abs/1307.5200

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