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Interacting brownian particles and Gibbs fields on pathspaces

David Dereudre (2003)

ESAIM: Probability and Statistics

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.

Interacting Brownian particles and Gibbs fields on pathspaces

David Dereudre (2010)

ESAIM: Probability and Statistics

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.

Iterations for nonlocal elliptic problems

Ewa Sylwestrzak (2004)

Banach Center Publications

Convergence of an iteration sequence for some class of nonlocal elliptic problems appearing in mathematical physics is studied.

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