Kolmogorov operators and SPDEs
Michael RöcknerUniversität Bielefeld, Germany
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The purpose of this paper is to survey a number of selected results on Kolmogorov operators and SPDEs. It consists of two parts: One part is related to Kolmogorov operators and is devoted to the corresponding linear Fokker–Planck–Kolmogorov equations (see ), the other part is about three key results about SPDEs obtained resp. published during the last funding period, namely an existence and uniqueness result for -initial data for the stochastic total variation flow, a new approach to SPDEs and a pathwise uniqueness result of SDEs on Hilbert spaces with a merely bounded drift part.