We consider a class of infinite-dimensional diffusions where the interaction between the components has a finite extent both in space and time. We start the system from a Gibbs measure with a finite-range uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists t0 > 0 such that the distribution at time t ≤ t0 is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion of both the initial interaction and certain time-reversed Girsanov factors coming from the dynamics.
- Infinite-dimensional diffusion
- Cluster expansion
- Non-Markovian drift
- Girsanov formula
- Delay equations