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.
| Identifer | oai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:668 |
| Date | January 2004 |
| Creators | Roelly, Sylvie, Dai Pra, Paolo |
| 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), S. 113 - 136 |
| Rights | http://opus.kobv.de/ubp/doku/urheberrecht.php |
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