@book{DereudreRoelly2004, author = {Dereudre, David and Roelly, Sylvie}, title = {On Gibbsianness of infinite-dimensional diffusions}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-52630}, publisher = {Universit{\"a}t Potsdam}, year = {2004}, abstract = {We analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the lattice \$Z^{d} : X = (X_{i}(t), i ∈ Z^{d}, t ∈ [0, T], 0 < T < +∞)\$. In a first part, these processes are characterized as Gibbs states on path spaces of the form \$C([0, T],R)Z^{d}\$. In a second part, we study the Gibbsian character on \$R^{Z}^{d}\$ of \$v^{t}\$, the law at time t of the infinite-dimensional diffusion X(t), when the initial law \$v = v^{0}\$ is Gibbsian.}, language = {en} } @unpublished{FradonRoelly2005, author = {Fradon, Myriam and Roelly, Sylvie}, title = {Infinite system of Brownian Balls: Equilibrium measures are canonical Gibbs}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51594}, year = {2005}, 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Gibbs measures associated to the hard core potential added to the smooth interaction potential.}, language = {en} } @unpublished{ChampagnatRoelly2007, author = {Champagnat, Nicolas and Roelly, Sylvie}, title = {Limit theorems for conditioned multitype Dawson-Watanabe processes}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49426}, year = {2007}, abstract = {A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every nite time interval, its distribution law is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. The explicit form of the Laplace functional of the conditioned process is used to obtain several results on the long time behaviour of the mass of the conditioned and unconditioned processes. The general case is considered first, where the mutation matrix which modelizes the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are also analysed.}, 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} } @unpublished{FradonRoelly2009, author = {Fradon, Myriam and Roelly, Sylvie}, title = {Infinitely many Brownian globules with Brownian radii}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49552}, year = {2009}, abstract = {We consider an infinite system of non overlaping globules undergoing Brownian motions in R3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is modelized by an infinitedimensional Stochastic Differential Equation with local time. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also find a class of reversible measures.}, language = {en} } @unpublished{Roelly2013, author = {Roelly, Sylvie}, title = {Reciprocal processes : a stochastic analysis approach}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64588}, year = {2013}, abstract = {Reciprocal processes, whose concept can be traced back to E. Schr{\"o}dinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. L{\´e}onard.}, language = {en} } @unpublished{CattiauxFradonKuliketal.2013, author = {Cattiaux, Patrick and Fradon, Myriam and Kulik, Alexei Michajlovič and Roelly, Sylvie}, title = {Long time behavior of stochastic hard ball systems}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-68388}, year = {2013}, abstract = {We study the long time behavior of a system of two or three Brownian hard balls living in the Euclidean space of dimension at least two, submitted to a mutual attraction and to elastic collisions.}, language = {en} } @unpublished{LeonardRoellyZambrini2013, author = {L{\´e}onard, Christian and Roelly, Sylvie and Zambrini, Jean-Claude}, title = {Temporal symmetry of some classes of stochastic processes}, issn = {2193-6943}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-64599}, year = {2013}, abstract = {In this article we analyse the structure of Markov processes and reciprocal processes to underline their time symmetrical properties, and to compare them. Our originality consists in adopting a unifying approach of reciprocal processes, independently of special frameworks in which the theory was developped till now (diffusions, or pure jump processes). This leads to some new results, too.}, language = {en} } @unpublished{RoellyRuszel2013, author = {Roelly, Sylvie and Ruszel, Wioletta M.}, title = {Propagation of Gibbsianness for infinite-dimensional diffusions with space-time interaction}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-69014}, year = {2013}, abstract = {We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure.}, language = {en} }