Existence of equilibrium for infinite system of interacting diffusions

被引:2
作者
Zak, Frantisek [1 ]
机构
[1] Imperial Coll London, Dept Math, London, England
关键词
Interacting particle systems; infinite-dimensional stochastic process; long-time behavior; CONTINUOUS-TIME PROCESSES; MARKOVIAN PROCESSES; SPIN SYSTEMS; ERGODICITY; HEISENBERG; DIMENSIONS; STABILITY; LATTICE; THEOREM; CHAINS;
D O I
10.1080/07362994.2016.1204927
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We develop and implement new probabilistic strategy for proving basic results about long-time behavior for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as a solution to suitable infinite-dimensional martingale problem. However, the techniques allow us to consider cases where the generator of the particle is degenerate elliptic operator. As a model example, we present the situation where the operator arises from Heisenberg group. In the last section, we provide further examples that can be handled using our methods.
引用
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页码:1057 / 1082
页数:26
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