Short-time Gibbsianness for infinite-dimensional diffusions with space-time interaction

  • We consider a class of infinite-dimensional diffusions where the interaction between the components is both spatial and temporal. We start the system from a Gibbs measure with finiterange uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists t0 > 0 such that the distribution at time t = t0 is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion of both the initial interaction and certain time-reversed Girsanov factors coming from the dynamics.

Download full text files

Export metadata

Additional Services

Search Google Scholar Statistics
Metadaten
Author details:Frank Redig, Sylvie RoellyGND, Wioletta Ruszel
URN:urn:nbn:de:kobv:517-opus-49514
Publication series (Volume number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2009, 04)
Publication type:Preprint
Language:German
Publication year:2009
Publishing institution:Universität Potsdam
Release date:2011/03/31
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
DDC classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
License (German):License LogoKeine öffentliche Lizenz: Unter Urheberrechtsschutz
Accept ✔
This website uses technically necessary session cookies. By continuing to use the website, you agree to this. You can find our privacy policy here.