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 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.
Classification :
60H10, 60K35
Keywords: stochastic differential equation, local time, hard core potential, Gibbs measure, reversible measure
Keywords: stochastic differential equation, local time, hard core potential, Gibbs measure, reversible measure
@article{PS_2007__11__55_0, author = {Fradon, Myriam and R{\oe}lly, Sylvie}, 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}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2007006/} }
TY - JOUR AU - Fradon, Myriam AU - Rœlly, Sylvie TI - Infinite system of brownian balls with interaction : the non-reversible case JO - ESAIM: Probability and Statistics PY - 2007 SP - 55 EP - 79 VL - 11 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ps:2007006/ DO - 10.1051/ps:2007006 LA - en ID - PS_2007__11__55_0 ER -
%0 Journal Article %A Fradon, Myriam %A Rœlly, Sylvie %T Infinite system of brownian balls with interaction : the non-reversible case %J ESAIM: Probability and Statistics %D 2007 %P 55-79 %V 11 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/ps:2007006/ %R 10.1051/ps:2007006 %G en %F PS_2007__11__55_0
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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