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An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian drift

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.

Identiferoai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:668
Date January 2004
CreatorsRoelly, Sylvie, Dai Pra, Paolo
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), S. 113 - 136
Rightshttp://opus.kobv.de/ubp/doku/urheberrecht.php

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