Absolutely continuous solutions for continuity equations in Hilbert spaces
Da Prato, Giuseppe
Da Prato
Giuseppe
Flandoli, Franco
Flandoli
Franco
Röckner, Michael
Röckner
Michael
We prove existence of solutions to continuity equations in a separable Hilbert space. We look for solutions which are absolutely continuous with respect to a reference measure gamma which is Fomin-differentiable with exponentially integrable partial logarithmic derivatives. We describe a class of examples to which our result applies and for which we can prove also uniqueness. Finally, we consider the case where gamma is the invariant measure of a reaction-diffusion equation and prove uniqueness of solutions in this case. We exploit that the gradient operator D-x is closable with respect to L-p(H, gamma) and a recent formula for the commutator DxPt - PtDx where P-t is the transition semigroup corresponding to the reaction-diffusion equation, [10]. We stress that P-t is not necessarily symmetric in this case. This uniqueness result is an extension to such gamma of that in [12] where gamma was the Gaussian invariant measure of a suitable Ornstein-Uhlenbeck process. (C) 2019 Elsevier Masson SAS. All rights reserved.
128
42-86
42-86
Elsevier
2019