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

Published 5 Aug 2020 in math.PR | (2008.02390v2)

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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Authors (1)

  1. Martin Dieckmann 

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