A Gibbs variational principle in space-time for infinite-dimensional diffusions

DOI10.1007/s004400100170zbMath0998.60092OpenAlexW2033259471MaRDI QIDQ1601806

Hans Zessin, Paolo Dai Pra, Sylvie Roelly

Publication date: 27 June 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: http://www.math.unipd.it/~daipra/DPRZ.pdf

zbMATH Keywords

entropyfree energystatistical mechanicsGibbs stateGirsanov transformfinite range interactioninfinite-dimensional diffusionspace-time variational principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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