Study of stochastic differential equations by constructive methods. I.

DOI10.1007/BF02179554zbMath1081.81538MaRDI QIDQ1593423

Roland Sénéor, Giovanni Jona-Lasinio

Publication date: 16 January 2001

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsstationary measurecluster expansionconstructive methodsnongradient systems, Girsanov theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17) Stochastic quantization (81S20)

Related Items (4)

Reduction formula for moments of stochastic integrals ⋮ The scaling limit of the KPZ equation in space dimension 3 and higher ⋮ On a class of stochastic equations in hilbert spaces: solvability and smoothing properties ⋮ Remarks on Stochastic Navier-Stokes Equations

Cites Work

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• The infrared behaviour of \((\nabla \Phi)^ 4_ 3\)
• Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
• On the stochastic quantization of field theory
• On a class of stochastic reaction-diffusion equations in two space dimensions
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• Coupled analytic maps

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