WELL-POSEDNESS OF FOKKER-PLANCK TYPE EQUATIONS ON THE WIENER SPACE

doi:10.1142/S0219025710004061

CSpace > 应用数学研究所

	WELL-POSEDNESS OF FOKKER-PLANCK TYPE EQUATIONS ON THE WIENER SPACE
	Luo, Dejun1,2
	2010-06-01
发表期刊	INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS
ISSN	0219-0257
卷号	13 期号:2 页码:273-304
摘要	We consider Fokker-Planck type equations on the abstract Wiener space. Under the assumptions that the coefficients have a certain Sobolev regularity and they, together with their gradients and divergences, are exponentially integrable, we establish the existence of solutions to these equations, based on the estimates for solutions to Fokker-Planck equations in the finite-dimensional case. Moreover, the solution is unique if it belongs to the first-order Sobolev space.
关键词	Fokker-Planck equation Malliavin calculus commutator estimate stochastic differential equation
DOI	10.1142/S0219025710004061
语种	英语
WOS研究方向	Mathematics ; Physics
WOS类目	Mathematics, Applied ; Physics, Mathematical ; Statistics & Probability
WOS记录号	WOS:000279726900006
出版者	WORLD SCIENTIFIC PUBL CO PTE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9665
专题	应用数学研究所
通讯作者	Luo, Dejun
作者单位	1.Univ Luxembourg, UR Math, L-1359 Luxembourg, Luxembourg 2.Chinese Acad Sci, Key Lab Random Complex Struct & Data Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Luo, Dejun. WELL-POSEDNESS OF FOKKER-PLANCK TYPE EQUATIONS ON THE WIENER SPACE[J]. INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS,2010,13(2):273-304.
APA	Luo, Dejun.(2010).WELL-POSEDNESS OF FOKKER-PLANCK TYPE EQUATIONS ON THE WIENER SPACE.INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS,13(2),273-304.
MLA	Luo, Dejun."WELL-POSEDNESS OF FOKKER-PLANCK TYPE EQUATIONS ON THE WIENER SPACE".INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS 13.2(2010):273-304.