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
Author details: | Sylvie RoellyGND, David DereudreORCiD |
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URN: | urn:nbn:de:kobv:517-opus-6692 |
Publication type: | Postprint |
Language: | English |
Publication year: | 2004 |
Publishing institution: | Universität Potsdam |
Release date: | 2006/03/17 |
Tag: | Gibbs field; cluster expansion; infinite-dimensional Brownian diffusion |
Source: | Markov Processes and Related Fields. - 10 (2004), 3, S. 395 - 410 |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
Extern / Extern | |
DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |