On Gibbsianness of infinite-dimensional diffusions
- 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
| Verfasserangaben: | Sylvie RoellyGND, David DereudreORCiD |
|---|---|
| URN: | urn:nbn:de:kobv:517-opus-6692 |
| Publikationstyp: | Postprint |
| Sprache: | Englisch |
| Erscheinungsjahr: | 2004 |
| Veröffentlichende Institution: | Universität Potsdam |
| Datum der Freischaltung: | 17.03.2006 |
| Freies Schlagwort / Tag: | Gibbs field; cluster expansion; infinite-dimensional Brownian diffusion |
| Quelle: | Markov Processes and Related Fields. - 10 (2004), 3, S. 395 - 410 |
| Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| Extern / Extern | |
| DDC-Klassifikation: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
