TY  - JOUR
A1  - Dereudre, David
A1  - Roelly, Sylvie
T1  - Path-dependent infinite-dimensional SDE with non-regular drift
BT  - an existence result
JF  - Annales de l'Institut Henri Poincaré : B, Probability and statistics
N2  - We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither bounded or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy and a finite second moment. 
The originality of our method leads in the use of the specific entropy as a tightness tool and in the description of such infinite-dimensional stochastic process as solution of a variational problem on the path space. Our result clearly improves previous ones obtained for free dynamics with bounded drift.
N2  - Nous établissons, dans cet article, l’existence de solutions faibles pour un système infini-dimensionnel de diffusions browniennes. Le terme de dérive est véritablement général, au sens où il est supposé n’être ni borné, ni continu, ni Markovien. Nous supposons cependant que la loi initiale admet une entropie spécifique finie.
L’originalité de notre méthode consiste en l’utilisation de la bornitude de l’entropie spécifique comme critère de tension et en l’identification des solutions du système comme solutions d’un problème variationnel sur l’espace des trajectoires. Notre résultat améliore clairement ceux préexistants concernant des dynamiques libres perturbées par des dérives bornées.
KW  - Infinite-dimensional SDE
KW  - Non-Markov drift
KW  - Non-regular drift
KW  - Variational principle
KW  - Specific entropy
Y1  - 2017
U6  - https://doi.org/10.1214/15-AIHP728
SN  - 0246-0203
VL  - 53
IS  - 2
SP  - 641
EP  - 657
PB  - Inst. of Mathematical Statistics
CY  - Bethesda
ER  - 
TY  - INPR
A1  - Dereudre, David
A1  - Roelly, Sylvie
T1  - Path-dependent infinite-dimensional SDE with non-regular drift : an existence result
N2  - We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy. Our result strongly improves the previous ones obtained for free dynamics with a small perturbative drift. The originality of our method leads in the use of the specific entropy as a tightness tool and on a description of such stochastic differential equation as solution of a variational problem on the path space.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3(2014)11 
KW  - Infinite-dimensional SDE
KW  - non-Markov drift
KW  - non-regular drift
KW  - variational principle
KW  - specific entropy
Y1  - 2014
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72084
SN  - 2193-6943
VL  - 3
IS  - 11
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  -