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.
Mots-clés : point measure on pathspace, Gibbs field, interacting brownian particles, integration by parts formula, Campbell measure
@article{PS_2003__7__251_0, author = {Dereudre, David}, title = {Interacting brownian particles and {Gibbs} fields on pathspaces}, journal = {ESAIM: Probability and Statistics}, pages = {251--277}, publisher = {EDP-Sciences}, volume = {7}, year = {2003}, doi = {10.1051/ps:2003012}, mrnumber = {1987789}, zbl = {1038.60078}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/ps:2003012/} }
TY - JOUR AU - Dereudre, David TI - Interacting brownian particles and Gibbs fields on pathspaces JO - ESAIM: Probability and Statistics PY - 2003 SP - 251 EP - 277 VL - 7 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ps:2003012/ DO - 10.1051/ps:2003012 LA - en ID - PS_2003__7__251_0 ER -
Dereudre, David. Interacting brownian particles and Gibbs fields on pathspaces. ESAIM: Probability and Statistics, Tome 7 (2003), pp. 251-277. doi : 10.1051/ps:2003012. http://archive.numdam.org/articles/10.1051/ps:2003012/
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