Infinite system of Brownian balls with interaction : the non-reversible case

  • We consider an infinite system of 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 an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.

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Author:Myriam Fradon, Sylvie Roelly
Series (Serial Number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2005, 01)
Document Type:Preprint
Date of Publication (online):2011/03/28
Year of Completion:2005
Publishing Institution:Universität Potsdam
Release Date:2011/03/28
Tag:Gibbs measure; Stochastic Differential Equation; hard core potential; local time; reversible measure
RVK - Regensburg Classification:SI 990
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Licence (German):License LogoKeine Nutzungslizenz vergeben - es gilt das deutsche Urheberrecht