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Space-time asymptotics of an infinite-dimensional diffusion having a long- range memory

We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the
whole past of the trajectory; these interacting diffusions arise when considering the Langevin dynamics of a ferromagnetic system submitted to a disordered external magnetic field.

Identiferoai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:670
Date January 2004
CreatorsRoelly, Sylvie, Sortais, Michel
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. 653 - 686
Rightshttp://opus.kobv.de/ubp/doku/urheberrecht.php

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