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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.
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AMS Classifications: 60G15 / 60G60 / 60H10 / 60J60

Identiferoai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:669
Date January 2004
CreatorsRoelly, Sylvie, Dereudre, David
PublisherUniversität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik, Extern. Extern
Source SetsPotsdam University
LanguageEnglish
Detected LanguageEnglish
TypePostprint
Formatapplication/pdf
SourceMarkov Processes and Related Fields. - 10 (2004), 3, S. 395 - 410
Rightshttp://opus.kobv.de/ubp/doku/urheberrecht.php

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