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
Identifer | oai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:669 |
Date | January 2004 |
Creators | Roelly, Sylvie, Dereudre, David |
Publisher | Universität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik, Extern. Extern |
Source Sets | Potsdam University |
Language | English |
Detected Language | English |
Type | Postprint |
Format | application/pdf |
Source | Markov Processes and Related Fields. - 10 (2004), 3, S. 395 - 410 |
Rights | http://opus.kobv.de/ubp/doku/urheberrecht.php |
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