RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2015 Volume 437, Pages 184–206 (Mi znsl6178)

This article is cited in 3 papers

Nonlinear Fokker–Planck–Kolmogorov equations in Hilbert spaces

O. A. Manita

Department of Mechanics and Mathematics, Moscow State University, Moscow, Russia

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.

UDC: 517.956.4+519.216.2

Received: 20.09.2015

Language: English


 English version:
Journal of Mathematical Sciences (New York), 2016, 216:1, 120–135

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025