歷史演講・104 學年度上學期
201510/30週五 演講

Fokker-Planck Equations for SPDE with Lévy Noise

李月玲江蘇師範大學 上午 9:30–11:00 鴻經館 M116 室
In this talk we consider a Kolmogorov operator K_0 in a Hilbert space H, related to a SPDE with jumps. We show that K_0 is essentially m-dissipative in the space L^p ([0,T]×H;ν), p≧1, where ν(dt,dx)=ν_t (dx)dt and the family {ν_t }_([0,T]) is a solution of the Fokker-Planck equation given by K_0. We also prove that uniqueness of solutions to the Fokker-Planck equation. This result is a generalization of the SPDE considered in [V. Bogachev, G. Da Prato, M. Röcker, Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert space, Journal of Functional Analysis, 256(2009) 1269-1298] to SPDE with jumps.