An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian drift
- 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.
Author details: | Sylvie RoellyGND, Paolo Dai Pra |
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URN: | urn:nbn:de:kobv:517-opus-6684 |
Publication type: | Postprint |
Language: | English |
Publication year: | 2004 |
Publishing institution: | Universität Potsdam |
Release date: | 2006/03/17 |
Tag: | cluster expansion; infinite-dimensional Brownian diffusion; space-time Gibbs field |
Source: | Markov Processes and Related Fields. - 10 (2004), S. 113 - 136 |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
Extern / Extern | |
DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
External remark: | AMS Classifications: 60G15 , 60G60 , 60H10 , 60J60 |