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The Random Walk Representation for Interacting Diffusion Processes

In: Interacting Stochastic Systems

Author

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  • Jean-Dominique Deuschel

    (Technische Universität Berlin, Fakultät II - Mathematik und Naturwissenschaften, Institut für Mathematik)

Abstract

Summary We investigate a system of lcal interacting diffusion processes with attractive interaction. We show how the random walk representation can be used to express the gradient of the semigroup and to estimates for the time-space correlations. In particular we can answer questions dealing with localization, convergence rates to equilibrium and aging properies of the system.

Suggested Citation

  • Jean-Dominique Deuschel, 2005. "The Random Walk Representation for Interacting Diffusion Processes," Springer Books, in: Jean-Dominique Deuschel & Andreas Greven (ed.), Interacting Stochastic Systems, pages 377-393, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-27110-9_17
    DOI: 10.1007/3-540-27110-4_17
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