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An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian driftRoelly, Sylvie, Dai Pra, Paolo January 2004 (has links)
We prove in this paper an existence result for infinite-dimensional stationary interactive Brownian diffusions. The interaction is supposed to be small in the norm ||.||∞ but otherwise is very general, being possibly non-regular and non-Markovian. Our method consists in using the characterization of such diffusions as space-time Gibbs fields so that we construct them by
space-time cluster expansions in the small coupling parameter.
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