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Interacting Brownian particles and Gibbs fields on pathspaces
Published online by Cambridge University Press: 15 May 2003
Abstract
In this paper, we prove that the laws of interacting Brownian particlesare characterized as Gibbs fields on pathspace associated to an explicit class ofHamiltonian functionals. More generally, we show that a large class of Gibbsfields on pathspace corresponds to Brownian diffusions. Some applications totime reversal in the stationary and non stationary case are presented.
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- Research Article
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- © EDP Sciences, SMAI, 2003
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