Study of stochastic differential equations by constructive methods. I.

DOI10.1007/BF02179554MaRDI QIDQ1593423zbMATH OpenFDO

Authors G. Jona-Lasinio, Roland Sénéor

Publication date 16 January 2001

Published in Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsstationary measurecluster expansionconstructive methodsnongradient systems, Girsanov theorem

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99) Stochastic quantization (81S20)

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Cites work

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• Coupled analytic maps
• Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• On a class of stochastic reaction-diffusion equations in two space dimensions
• On the stochastic quantization of field theory
• The infrared behaviour of \((\nabla \Phi)^ 4_ 3\)

Cited in

(6)

• Remarks on Stochastic Navier-Stokes Equations
• The scaling limit of the KPZ equation in space dimension 3 and higher
• Estimates of gradient perturbation series
• Stochastic averaging by functional differentiation
• On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
• Reduction formula for moments of stochastic integrals

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