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arXiv · 2008.02390

A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces

Martin Dieckmann
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Abstract

We prove a version of the Ambrosio-Figalli-Trevisan superposition principle for a restricted subclass of solutions to the Fokker-Planck-Kolmogorov equation, that is valid on separable infinite-dimensional Hilbert spaces. Furthermore, we transfer this restricted superposition principle into a nonlinear setting.

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Martin Dieckmann. 2020-08-05. A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces. https://arxiv.org/abs/2008.02390

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