Ergodic limit of infinite-dimensional diffusion processes (Q1301332)
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scientific article; zbMATH DE number 1331811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic limit of infinite-dimensional diffusion processes |
scientific article; zbMATH DE number 1331811 |
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Ergodic limit of infinite-dimensional diffusion processes (English)
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2 November 1999
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A system of stochastic differential equations of gradient type with values in \(R^{Z^d}\) is considered. The main result asserts that the solution is ergodic in some Hilbert space, even in the case of infinite range interaction. Two examples are included, one in the case of infinite range interaction.
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infinite-dimensional diffusion
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ergodicity
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