Mathematical Sciences: Coupling and Gradient Estimates, Conditional Brownian Motion

数学科学：耦合和梯度估计、条件布朗运动

• 批准号: 9002539
• 负责人: Marvin Wunderlich
• 金额: --
• 依托单位: National Security Agency
• 依托单位国家: 美国
• 项目类别: Interagency Agreement
• 财政年份: 1990
• 资助国家: 美国
• 起止时间: 1990-07-01 至 1992-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9002539&HistoricalAwards=false
• 关键词: Mathematical; Sciences; Coupling; Gradient; Estimates

The principal investigator will conduct research in two areas of probability theory: coupling and gradient estimates, conditional Brownian motion. One goal of the first area is to give a new probabilistic approach to partial differential theory. The principal investigator will use coupling arguments to compare two or more stochastic averages for processes with differing initial distributions. He will use tools from differential geometry. The second area involves answering question in potential theory using probabilistic arguments.

主要研究者将在概率论的两个领域进行研究：耦合和梯度估计，条件布朗运动。第一个领域的目标之一是给一个新的概率偏微分理论的方法。主要研究者将使用耦合参数来比较具有不同初始分布的过程的两个或多个随机平均值。他将使用微分几何的工具。第二个领域涉及回答问题的潜在理论使用概率的论点。