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.
Fokker-Planck equations for SPDE with non-trace-class noise
FLANDOLI, FRANCO;
2013-01-01
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.File in questo prodotto:
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