A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces

2020/08/05 by Dieckmann, Martin
#35Q84 #60G46 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2008.02390

Abstract

We prove a version of the Ambrosio-Figalli-Trevisan superposition principle for a restricted subclass of solutions to the Fokker-Planck-Kolmogorov equation, that is valid on separable infinite-dimensional Hilbert spaces. Furthermore, we transfer this restricted superposition principle into a nonlinear setting.

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