Existence of equilibrium for infinite system of interacting diffusions

DOI10.1080/07362994.2016.1204927MaRDI QIDQ2830714zbMATH OpenOpenAlexFDO

Authors František Žák

Publication date 28 October 2016

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.04351

zbMATH Keywords

long-time behaviorinteracting particle systemsdiffusionsinfinite-dimensional stochastic process

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as a solution to suitable infinite dimensional martingale problem. However the techniques allow us to consider cases where the generator of the particle is degenerate elliptic operator. As a model example we present situation, where the operator arises from Heisenberg group. In the last section we mention some further examples that can be handled using our methods.

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Cited in

(4)

• Finite and infinite systems of interacting diffusions
• An L2-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice
• Exponential ergodicity for SDEs under the total variation
• Linear and nonlinear dissipative dynamics

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