Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
Arnaud Gloter (2000)
ESAIM: Probability and Statistics
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Arnaud Gloter (2000)
ESAIM: Probability and Statistics
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Bass, Richard F., Perkins, Edwin A. (2008)
Electronic Journal of Probability [electronic only]
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Myriam Fradon, Sylvie Rœlly (2007)
ESAIM: Probability and Statistics
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We consider an infinite system of hard balls in undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.
Neammanee, K. (2005)
International Journal of Mathematics and Mathematical Sciences
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Messina, E., Muroya, Y., Russo, E., Vecchio, A. (2008)
Discrete Dynamics in Nature and Society
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Kapitonov, Boris V., Perla Menzala, G. (2003)
Portugaliae Mathematica. Nova Série
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Zhongxue, Lü, Hongzheng, Xie (2002)
International Journal of Mathematics and Mathematical Sciences
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Feng, Chunrong, Zhao, Huaizhong (2007)
Electronic Journal of Probability [electronic only]
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Ivanka Tr. Angelova, Lubin G. Vulkov (2007)
Kragujevac Journal of Mathematics
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Giné, Evarist, Götze, Friedrich (2004)
Electronic Communications in Probability [electronic only]
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