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

Published 19 Jul 2013 in math.PR | (1307.5200v2)

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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Authors (3)

  1. G. Da Prato 
  2. F. Flandoli 
  3. M. Röckner 

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