We show that the set of stationary weak solutions for a class of infinite dimen- sional stochastic differential equations coincides with the set of shift invariant, space-time Gibbs fields for a certain potential. The key step consists in proving the Gibbs variational principle for space-time Gibbs fields.
A Gibbs variational principle in space-time for infinite-dimensional diffusions
DAI PRA P.;
2002-01-01
Abstract
We show that the set of stationary weak solutions for a class of infinite dimen- sional stochastic differential equations coincides with the set of shift invariant, space-time Gibbs fields for a certain potential. The key step consists in proving the Gibbs variational principle for space-time Gibbs fields.
File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
DPRZ.pdf
non disponibili
Dimensione
198.85 kB
Formato
Adobe PDF
|
198.85 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
