메뉴 건너뛰기




Volumn 104, Issue 2, 1996, Pages 147-179

Une approche Gibbsienne des diffusions browniennes infini-dimensionnelles

Author keywords

[No Author keywords available]

Indexed keywords


EID: 21844509975     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01247836     Document Type: Article
Times cited : (24)

References (27)
  • 3
    • 84968496842 scopus 로고
    • A quasi-invariance theorem for measures on Banach spaces
    • Bell, D.: A quasi-invariance theorem for measures on Banach spaces. Trans. Amer. Math. Soc. 290, 851-855 (1985)
    • (1985) Trans. Amer. Math. Soc. , vol.290 , pp. 851-855
    • Bell, D.1
  • 5
    • 0013248060 scopus 로고
    • Non-linear smoothing of infinite-dimensional diffusion processes
    • Deuschel, J.D.: Non-linear smoothing of infinite-dimensional diffusion processes. Stochastics 19, 237-261 (1986)
    • (1986) Stochastics , vol.19 , pp. 237-261
    • Deuschel, J.D.1
  • 8
    • 30244521010 scopus 로고
    • Gaussian random fields. Gibbsian poirt of view
    • Multicomponent random systems Dobrushin R.L. and Sinai Y.C. (eds.)
    • Dobrushin, R.L.: Gaussian random fields. Gibbsian poirt of view. In: Multicomponent random systems. Dobrushin R.L. and Sinai Y.C. (eds.) (Adv. Prob. and related topics vol. 6, pp. 119-151) 1980
    • (1980) Adv. Prob. and Related Topics , vol.6 , pp. 119-151
    • Dobrushin, R.L.1
  • 9
    • 0011515870 scopus 로고
    • Processus de diffusion associé aux mesures de Gibbs
    • Doss, H., Royer, G.: Processus de diffusion associé aux mesures de Gibbs. Z. Warsch. Verw. Geb. 46, 125-158 (1978)
    • (1978) Z. Warsch. Verw. Geb. , vol.46 , pp. 125-158
    • Doss, H.1    Royer, G.2
  • 10
    • 0001301115 scopus 로고
    • Random fields and diffusion processes
    • Ecole d'été de Probabilités de St Flour XV-XVII 1985-87 Berlin Heidelberg New York: Springer
    • Föllmer, H.: Random fields and diffusion processes. In: Ecole d'été de Probabilités de St Flour XV-XVII 1985-87 (Lect. Notes Math., vol. 2362, pp. 101-204) Berlin Heidelberg New York: Springer 1988
    • (1988) Lect. Notes Math. , vol.2362 , pp. 101-204
    • Föllmer, H.1
  • 11
    • 0001638734 scopus 로고
    • Time reversal on Wiener space
    • Stochastic processes Mathematics and Physics. Berlin Heidelberg New York: Springer
    • Föllmer, H.: Time reversal on Wiener space. In: Stochastic processes Mathematics and Physics. (Lect. Notes. Math., vol. 1158, pp. 119-129) Berlin Heidelberg New York: Springer 1986
    • (1986) Lect. Notes. Math. , vol.1158 , pp. 119-129
    • Föllmer, H.1
  • 12
    • 0000098128 scopus 로고
    • Stationnary measures of stochastic gradient systems, Infinite lattice models
    • Fritz, J.: Stationnary measures of stochastic gradient systems, Infinite lattice models. Z. Warsch. Verw. Geb. 59, 479-490 (1982)
    • (1982) Z. Warsch. Verw. Geb. , vol.59 , pp. 479-490
    • Fritz, J.1
  • 13
    • 38249039105 scopus 로고
    • Time reversal of infinite dimensional diffusion processes
    • Föllmer, H., Wakolbinger, A.: Time reversal of infinite dimensional diffusion processes. Stoch. Proc. Appl. 22, 59-78 (1986)
    • (1986) Stoch. Proc. Appl. , vol.22 , pp. 59-78
    • Föllmer, H.1    Wakolbinger, A.2
  • 14
    • 11644279337 scopus 로고
    • Time-dependent statistics of the Ising model
    • Glauber, R.J.: Time-dependent statistics of the Ising model. J. Math. Phys. 4, 294-307 (1963)
    • (1963) J. Math. Phys. , vol.4 , pp. 294-307
    • Glauber, R.J.1
  • 15
    • 0003271843 scopus 로고
    • Gibbs measures and phase transitions.
    • Berlin New York: De Gruyter
    • Georgii, H.O.: Gibbs measures and phase transitions. (Studies in Mathematics 9) Berlin New York: De Gruyter 1988
    • (1988) Studies in Mathematics , vol.9
    • Georgii, H.O.1
  • 16
    • 0003007839 scopus 로고
    • Diffusion on an infinite dimensional torus
    • Holley, R., Stroock, D.W.: Diffusion on an infinite dimensional torus. J. Func. Anal. 42, 29-63 (1981)
    • (1981) J. Func. Anal. , vol.42 , pp. 29-63
    • Holley, R.1    Stroock, D.W.2
  • 17
    • 0003353846 scopus 로고
    • Calcul stochastique et problèmes de martingales
    • Berlin Heidelberg New York: Springer
    • Jacod, J.: Calcul stochastique et Problèmes de martingales (Lect. Notes Math., vol. 714) Berlin Heidelberg New York: Springer 1979
    • (1979) Lect. Notes Math. , vol.714
    • Jacod, J.1
  • 18
    • 0016078912 scopus 로고
    • Gibbs description of a system of random variables
    • Kozlov, O.K.: Gibbs description of a system of random variables. Prob. Inform. Transm. 10, 258-265 (1974)
    • (1974) Prob. Inform. Transm. , vol.10 , pp. 258-265
    • Kozlov, O.K.1
  • 19
    • 0010894057 scopus 로고
    • On solutions to stochastic differential equations with discontinuous drift in Hilbert space
    • Leha, G., Ritter, G.: On solutions to stochastic differential equations with discontinuous drift in Hilbert space. Math. Ann. 270, 109-123 (1985)
    • (1985) Math. Ann. , vol.270 , pp. 109-123
    • Leha, G.1    Ritter, G.2
  • 20
    • 0005439112 scopus 로고
    • Time reversal for infinite-dimensional diffusions
    • Millet, A., Nualart, D., Sanz, M.: Time reversal for infinite-dimensional diffusions. Probab. Theory Rel. Fields 82, 315-347 (1989)
    • (1989) Probab. Theory Rel. Fields , vol.82 , pp. 315-347
    • Millet, A.1    Nualart, D.2    Sanz, M.3
  • 21
    • 0000617081 scopus 로고
    • Etude des champs euclidiens sur un réseau
    • Royer, G.: Etude des champs euclidiens sur un réseau. J. Math. Pure Appl. 56, 455-478 (1977)
    • (1977) J. Math. Pure Appl. , vol.56 , pp. 455-478
    • Royer, G.1
  • 22
    • 0042195158 scopus 로고
    • Une caractérisation des diffusions par le calcul des variations stochastiques
    • Roelly, S., Zessin, H.: Une caractérisation des diffusions par le calcul des variations stochastiques. C.R.A.S. 313, 309-312 (1991)
    • (1991) C.R.A.S. , vol.313 , pp. 309-312
    • Roelly, S.1    Zessin, H.2
  • 26
    • 0000658710 scopus 로고
    • Markov random fields and Gibbs ensembles
    • Spitzer, F.L.: Markov random fields and Gibbs ensembles. Am. Math. Monthly 78, 142-154 (1971)
    • (1971) Am. Math. Monthly , vol.78 , pp. 142-154
    • Spitzer, F.L.1
  • 27
    • 0001359823 scopus 로고
    • Infinite dimensional stochastic differential equations and their applications
    • Shiga, T., Shimizu, A.: Infinite dimensional stochastic differential equations and their applications. J. Math. Kyoto Univ. 20, 395-416 (1980)
    • (1980) J. Math. Kyoto Univ. , vol.20 , pp. 395-416
    • Shiga, T.1    Shimizu, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.