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arXiv · 1003.4117

Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces

Vladimir Bogachev·Giuseppe Da Prato·Michael Röckner
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Abstract

We develop a general technique to prove uniqueness of solutions for Fokker--Planck equations on infinite dimensional spaces. We illustrate this method by implementing it for Fokker--Planck equations in Hilbert spaces with Kolmogorov operators with irregular coefficients and both non-degenerate or degenerate second order part.

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Vladimir Bogachev, Giuseppe Da Prato, Michael Röckner. 2010-03-22. Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces. https://arxiv.org/abs/1003.4117

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