WELL-POSEDNESS OF FOKKER-PLANCK TYPE EQUATIONS ON THE WIENER SPACE
文献类型：期刊论文
| 作者 | Luo, Dejun1,2
|
| 刊名 | INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS
 |
| 出版日期 | 2010-06-01 |
| 卷号 | 13期号:2页码:273-304 |
| 关键词 | Fokker-Planck equation Malliavin calculus commutator estimate stochastic differential equation |
| ISSN号 | 0219-0257 |
| DOI | 10.1142/S0219025710004061 |
| 英文摘要 | 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. |
| 语种 | 英语 |
| WOS记录号 | WOS:000279726900006 |
| 出版者 | WORLD SCIENTIFIC PUBL CO PTE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/9664]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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