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.
Mots-clés : 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://www.numdam.org/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://www.numdam.org/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://www.numdam.org/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. http://www.numdam.org/articles/10.1051/ps:2007006/
[1] Gibbsian random fields. The general case. Functional Anal. Appl. 3 (1969) 22-28. | Zbl
,[2] Infinite dimensional diffusion processes with singular interaction. Bull. Sci. math. 124 (2000) 287-318. | Zbl
and ,[3] Gradient Dynamics of Infinite Points Systems. Ann Probab. 15 (1987) 478-514. | Zbl
,[4] Canonical Gibbs measures. Lecture Notes in Mathematics 760, Springer-Verlag, Berlin (1979). | MR | Zbl
,[5] Unendlich-dimensionale Wienerprozesse mit Wechselwirkung. Z. Wahrsch. Verw. Geb. 38 (1977) 55-72. | Zbl
,[6] Superstable Interactions in Classical Statistical Mechanics. Comm. Math. Phys. 18 (1970) 127-159. | Zbl
,[7] Stochastic Differential Equations for Mutually Reflecting Brownian Balls. Osaka J. Math. 23 (1986) 725-740. | Zbl
and ,[8] A System of Infinitely Many Mutually Reflecting Brownian Balls. Probability Theory and Related Fields 104 (1996) 399-426. | Zbl
,Cité par Sources :