@unpublished{RoellyFradon2006, author = {Roelly, Sylvie and Fradon, Myriam}, title = {Infinite system of Brownian balls : equilibrium measures are canonical Gibbs}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6720}, year = {2006}, abstract = {We consider a system of infinitely many hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with a local time term. We prove that the set of all equilibrium measures, solution of a detailed balance equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential.}, language = {en} } @misc{RoellySortais2004, author = {Roelly, Sylvie and Sortais, Michel}, title = {Space-time asymptotics of an infinite-dimensional diffusion having a long- range memory}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6700}, year = {2004}, abstract = {We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory; these interacting diffusions arise when considering the Langevin dynamics of a ferromagnetic system submitted to a disordered external magnetic field.}, language = {en} } @misc{RoellyThieullen2005, author = {Roelly, Sylvie and Thieullen, Mich{\`e}le}, title = {Duality formula for the bridges of a Brownian diffusion : application to gradient drifts}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6710}, year = {2005}, abstract = {In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an integration by parts formula on the space of continuous paths C[0; 1]; R-d) Our techniques provide a characterization of gradient diffusions by a duality formula and, in case of reversibility, a generalization of a result of Kolmogorov.}, language = {en} } @misc{RoellyDaiPra2004, author = {Roelly, Sylvie and Dai Pra, Paolo}, title = {An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian drift}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6684}, year = {2004}, abstract = {We prove in this paper an existence result for infinite-dimensional stationary interactive Brownian diffusions. The interaction is supposed to be small in the norm ||.||∞ but otherwise is very general, being possibly non-regular and non-Markovian. Our method consists in using the characterization of such diffusions as space-time Gibbs fields so that we construct them by space-time cluster expansions in the small coupling parameter.}, language = {en} } @misc{ChampagnatRoelly2008, author = {Champagnat, Nicolas and Roelly, Sylvie}, title = {Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-18610}, year = {2008}, abstract = {A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every finite time interval, its distribution is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. Several results on the long time behavior of the conditioned mass process - the conditioned multitype Feller branching diffusion - are then proved. The general case is first considered, where the mutation matrix which models the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are analyzed too .}, language = {en} } @misc{RoellyDereudre2004, author = {Roelly, Sylvie and Dereudre, David}, title = {Propagation of Gibbsiannes for infinite-dimensional gradient Brownian diffusions}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6918}, year = {2004}, abstract = {We study the (strong-)Gibbsian character on R Z d of the law at time t of an infinitedimensional gradient Brownian diffusion , when the initial distribution is Gibbsian.}, language = {en} } @misc{RoellyDereudre2004, author = {Roelly, Sylvie and Dereudre, David}, title = {On Gibbsianness of infinite-dimensional diffusions}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6692}, year = {2004}, abstract = {The authors analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the d-dimensional lattice. In the first part of the paper, these processes are characterized as Gibbs states on path spaces. In the second part of the paper, they study the Gibbsian character on R^{Z^d} of the law at time t of the infinite-dimensional diffusion X(t), when the initial law is Gibbsian. AMS Classifications: 60G15 , 60G60 , 60H10 , 60J60}, language = {en} }