Diffusion processes on path spaces with interactions

Citation
Y. Hariya et H. Osada, Diffusion processes on path spaces with interactions, REV MATH PH, 13(2), 2001, pp. 199-220
Citations number
16
Categorie Soggetti
Physics
Journal title
REVIEWS IN MATHEMATICAL PHYSICS
ISSN journal
0129055X → ACNP
Volume
13
Issue
2
Year of publication
2001
Pages
199 - 220
Database
ISI
SICI code
0129-055X(200102)13:2<199:DPOPSW>2.0.ZU;2-K
Abstract
We construct dynamics on path spaces C(R;R) and C([-r,r];R) whose equilibri um states are Gibbs measures with free potential phi and interaction potent ial psi. We do this by using the Dirichlet form theory under very mild cond itions on the regularity of potentials. We take the carre du champ similar to the one of the Ornstein-Uhlenbeck process on C([0,infinity);R). Our dyna mics are non-Gaussian because we take Gibbs measures as reference measures. Typical examples of free potentials are double-well potentials and interac tion potentials are convex functions. In this case the associated infinite- volume Gibbs measures are singular to any Gaussian measures on C(R; R).