Abstract
We consider Fokker–Planck type equations on the abstract Wiener space. Under the assumptions that the coefficients have a certain Sobolev regularity and they, together with their gradients and divergences, are exponentially integrable, we establish the existence of solutions to these equations, based on the estimates for solutions to Fokker–Planck equations in the finite-dimensional case. Moreover, the solution is unique if it belongs to the first-order Sobolev space.
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