We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy. Our result strongly improves the previous ones obtained for free dynamics with a small perturbative drift. The originality of our method leads in the use of the
specific entropy as a tightness tool and on a description of such stochastic differential equation as solution of a variational problem on the path space.
| Identifer | oai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:7208 |
| Date | January 2014 |
| Creators | Dereudre, David, Roelly, Sylvie |
| Publisher | Universität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik |
| Source Sets | Potsdam University |
| Language | English |
| Detected Language | English |
| Type | Preprint |
| Format | application/pdf |
| Rights | http://opus.kobv.de/ubp/doku/urheberrecht.php |
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