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Absolutely continuous solutions for continuity equations in Hilbert spaces

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arxiv 1707.07254 v4 pith:KAH4U6K4 submitted 2017-07-23 math.PR

Absolutely continuous solutions for continuity equations in Hilbert spaces

classification math.PR
keywords gammasolutionscasemeasureproveuniquenessabsolutelycontinuity
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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 D_xP_t - P_tD_x where P_t is the transition semigroup corresponding to the reaction-diffusion equation, [DaDe14]. We stress that P_t is not necessarily symmetric in this case. This uniqueness result is an extension to such \gamma of that in [DaFlRo14] where \gamma was the Gaussian invariant measure of a suitable Ornstein-Uhlenbeck process.

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