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Short-time Gibbsianness for infinite-dimensional diffusions with space-time interaction
- We consider a class of infinite-dimensional diffusions where the interaction between the components is both spatial and temporal. We start the system from a Gibbs measure with finiterange uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists t0 > 0 such that the distribution at time t = t0 is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion of both the initial interaction and certain time-reversed Girsanov factors coming from the dynamics.
Author details: | Frank Redig, Sylvie RoellyGND, Wioletta Ruszel |
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URN: | urn:nbn:de:kobv:517-opus-49514 |
Publication series (Volume number): | Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2009, 04) |
Publication type: | Preprint |
Language: | German |
Publication year: | 2009 |
Publishing institution: | Universität Potsdam |
Release date: | 2011/03/31 |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
License (German): | Keine öffentliche Lizenz: Unter Urheberrechtsschutz |