95-20 Jona-Lasinio G., Seneor R.

Study of stochastic differential equations by constructive methods. I. (191K, uuencoded, gzip-compressed Postscript file) Jan 23, 95

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Abstract. In this work we give an algorithm to express as a convergent series the stationary averages for a class of gradient perturbations of a non symmetric (non gradient) Orstein-Uhlenbeck process. The method relies on a cluster expansion in time of the Girsanov-Cameron-Martin formula for the density of the perturbed measure with respect to the Orstein-Uhlenbeck measure. In the second paper of this series, the approach is extended to more general perturbations. (195K, Latex)

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