A Gibson approach to infinite-dimensional Brownian diffusions (Q1908542): Difference between revisions

We establish a one-to-one correspondence between the laws of smooth infinite-dimensional Brownian diffusions and the Gibbs states on the path space \(\Omega = C(0,1)^{\mathbb{Z}^d}\). Applications to phase transition, time reversal and reversible measures are then discussed. The main tool is a characterization of Gibbs states via an infinite-dimensional version of the Malliavin calculus integration.

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Mathematics Subject Classification ID

60J60

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Brownian diffusions

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Gibbs states

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Malliavin calculus

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MaRDI profile type

MaRDI publication profile

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cites work

On the relationship between differentiability and absolute continuity of measures on \({\mathbb{R}}^ n\)

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A Quasi-Invariance Theorem for Measures on Banach Spaces

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Non-linear smoothing of infinite-dimensional diffusion processes

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Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\)

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Q3965338

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Stationary measures of stochastic gradient systems, infinite lattice models

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Time reversal of infinite-dimensional diffusions

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Time-Dependent Statistics of the Ising Model

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Gibbs measures and phase transitions

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Diffusions on an infinite dimensional torus

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Calcul stochastique et problèmes de martingales

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On solutions to stochastic differential equations with discontinuous drift in Hilbert space

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Time reversal for infinite-dimensional diffusions

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Étude des champs euclidiens sur un réseau \(\mathbb{Z}^nu\)

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Q3361660

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A characterization of Gibbs measures on \(C(0,1)^{\mathbb{Z}^ d}\) by the stochastic calculus of variations

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Markov Random Fields and Gibbs Ensembles

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Infinite dimensional stochastic differential equations and their applications

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Sitelinks

Mathematics(1 entry)

mardi Publication:1908542

@@ Property / author @@
-Sylvie Roelly
@@ Property / author: Sylvie Roelly / rank @@
-Normal rank
@@ Property / author @@
-Hans Zessin
@@ Property / author: Hans Zessin / rank @@
-Normal rank
@@ Property / author @@
+Sylvie Roelly
@@ Property / author: Sylvie Roelly / rank @@
+Normal rank
@@ Property / author @@
+Hans Zessin
@@ Property / author: Hans Zessin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+On the relationship between differentiability and absolute continuity of measures on \({\mathbb{R}}^ n\)
+Normal rank
@@ Property / cites work @@
+A Quasi-Invariance Theorem for Measures on Banach Spaces
+Normal rank
@@ Property / cites work @@
+Non-linear smoothing of infinite-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\)
+Normal rank
@@ Property / cites work @@
+Q3965338
@@ Property / cites work: Q3965338 / rank @@
+Normal rank
@@ Property / cites work @@
+Stationary measures of stochastic gradient systems, infinite lattice models
+Normal rank
@@ Property / cites work @@
+Time reversal of infinite-dimensional diffusions
@@ Property / cites work: Time reversal of infinite-dimensional diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Time-Dependent Statistics of the Ising Model
@@ Property / cites work: Time-Dependent Statistics of the Ising Model / rank @@
+Normal rank
@@ Property / cites work @@
+Gibbs measures and phase transitions
@@ Property / cites work: Gibbs measures and phase transitions / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusions on an infinite dimensional torus
@@ Property / cites work: Diffusions on an infinite dimensional torus / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+On solutions to stochastic differential equations with discontinuous drift in Hilbert space
+Normal rank
@@ Property / cites work @@
+Time reversal for infinite-dimensional diffusions
@@ Property / cites work: Time reversal for infinite-dimensional diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Étude des champs euclidiens sur un réseau \(\mathbb{Z}^nu\)
+Normal rank
@@ Property / cites work @@
+Q3361660
@@ Property / cites work: Q3361660 / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of Gibbs measures on \(C(0,1)^{\mathbb{Z}^ d}\) by the stochastic calculus of variations
+Normal rank
@@ Property / cites work @@
+Markov Random Fields and Gibbs Ensembles
@@ Property / cites work: Markov Random Fields and Gibbs Ensembles / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite dimensional stochastic differential equations and their applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1908542