Infinite system of brownian balls with interaction : the non-reversible case
ESAIM: Probability and Statistics, Tome 11 (2007), pp. 55-79

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We consider an infinite system of hard balls in d undergoing brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.

DOI : 10.1051/ps:2007006
Classification : 60H10, 60K35
Keywords: stochastic differential equation, local time, hard core potential, Gibbs measure, reversible measure
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     title = {Infinite system of brownian balls with interaction : the non-reversible case},
     journal = {ESAIM: Probability and Statistics},
     pages = {55--79},
     publisher = {EDP-Sciences},
     volume = {11},
     year = {2007},
     doi = {10.1051/ps:2007006},
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Fradon, Myriam; Rœlly, Sylvie. Infinite system of brownian balls with interaction : the non-reversible case. ESAIM: Probability and Statistics, Tome 11 (2007), pp. 55-79. doi: 10.1051/ps:2007006

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