Abstract:
We study the Cauchy problem for nonlinear Fokker–Planck–Kolmogorov equations for probability measures on a Hilbert space, corresponding to stochastic partial differential equations. Sufficient conditions for the uniqueness of probability solutions for a cylindrical diffusion operator and for a possibly degenerate diffusion operator are given. A new general existence result is established without explicit growth restrictions on the coefficients.
Key words and phrases:
nonlinear Fokker–Planck–Kolmogorov equation, Cauchy problem, SPDE, uniqueness of solutions, transition probability.
Citation:
O. A. Manita, “Nonlinear Fokker–Planck–Kolmogorov equations in Hilbert spaces”, Representation theory, dynamical systems, combinatorial and algoritmic methods. Part XXVI. Representation theory, dynamical systems, combinatorial methods, Zap. Nauchn. Sem. POMI, 437, POMI, St. Petersburg, 2015, 184–206; J. Math. Sci. (N. Y.), 216:1 (2016), 120–135