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Absolutely continuous solutions for continuity equations ...
Giuseppe Da Prato, Franco Flandoli, Michael Roeckner · 2017-07-23 · via math.PR updates on arXiv.org

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 γwhich 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 γis 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,γ) 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 γof that in [DaFlRo14] where γwas the Gaussian invariant measure of a suitable Ornstein-Uhlenbeck process.