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Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction

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Publication date

2010

Authors

Redig, Frank
Roelly, Sylvie
Ruszel, WiolettaORCID 0000-0002-8166-2318ISNI 000000039432442X

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DOI

https://doi.org/10.1007/s10955-010-9926-7

Document Type

Article

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Utrecht University Repository

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Abstract

Keywords

Infinite-dimensional diffusion, Cluster expansion, Time-reversal, Non-Markovian drift, Girsanov formula, Delay equations

Citation

Redig, F, Roelly, S & Ruszel, W M 2010, 'Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction', Journal of Statistical Physics, vol. 138, no. 6, pp. 1124-1144. https://doi.org/10.1007/s10955-010-9926-7

URI

http://hdl.handle.net/1874/387344