Article contents
Interacting Brownian particles and Gibbs fields on pathspaces
Published online by Cambridge University Press: 15 May 2003
Abstract
In this paper, we prove that the laws of interacting Brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of Hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to Brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.
Keywords
- Type
- Research Article
- Information
- Copyright
- © EDP Sciences, SMAI, 2003
References
- 3
- Cited by