Existence and Uniqueness of Solutions to Fokker-Planck Type Equations with Irregular Coefficients - Archive ouverte HAL
Article Dans Une Revue Communications in Partial Differential Equations Année : 2008

Existence and Uniqueness of Solutions to Fokker-Planck Type Equations with Irregular Coefficients

Résumé

We study the existence and the uniqueness of the solution to a class of Fokker-Planck type equations with irregular coefficients, more precisely with coefficients in Sobolev spaces W 1, p . Our arguments are based upon the DiPerna-Lions theory of renormalized solutions to linear transport equations and related equations [5]. The present work extends the results of our previous article [14], where only the simpler case of a Fokker-Planck equation with constant diffusion matrix was addressed. The consequences of the present results on the well-posedness of the associated stochastic differential equations are only outlined here. They will be more thoroughly examined in a forthcoming work [15].
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Dates et versions

hal-00667315 , version 1 (07-02-2012)

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Citer

Claude Le Bris, Pierre Louis Lions. Existence and Uniqueness of Solutions to Fokker-Planck Type Equations with Irregular Coefficients. Communications in Partial Differential Equations, 2008, 33 (7), pp.1272-1317. ⟨10.1080/03605300801970952⟩. ⟨hal-00667315⟩
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