A CHARACTERIZATION OF GIBBS MEASURES ON C(0, 1)ZD BY THE STOCHASTIC CALCULUS OF VARIATIONS

被引：0

作者：

ROELLY, S ^{[1
]}

ZESSIN, H ^{[1
]}

机构：

[1] UNIV PARIS 06,PROBABILITES LAB,CNRS,URA 0224,F-75252 PARIS 05,FRANCE

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 1993年 / 29卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Gibbs measures on C (0, 1)Z(d) associated to a given potential are characterized as the unique probability measures for which an equilibrium equation like (2. 6) holds, where appear a stochastic integral as operator, a derivative operator on path space and a Gibbsian density which takes into account the interaction between the particles. When the interaction desappears (free system) our result then gives a characterization of the infinite product of Wiener measures as the unique probability measure on C(0, 1)Z(d) under which the infinite dimensional Ito integral and the derivative operator are in duality.

引用

页码：327 / 338

页数：12

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