Research on differential operators in infinite dimensional spaces with symmetry
Research on differential operators in infinite dimensional spaces with symmetry
批准号:
06452014
负责人:
KUSUOKA Shigeo
金额:
$3.39万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for General Scientific Research (B)
财政年份:
1994
资助国家:
日本
项目状态:
已结题
起止时间:
1994 至 1995
中文摘要
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英文摘要
The object of this research was differential operators in infinite dimensional spaces, especially ones with symmetry. We had a progess in the research on holomorphic functions on complex Wiener spaces from viewpoint of stochastic analysis and in the research on asymptotics of fundamental solutions of heat equations with boundary conditions.There have been some works on holomorphic functions in complex Wiener spaces. But all of them handled holomorphic functions defined in the whole space only. So these works did not make clear the holomorphicity as a local property. Since the aim of this research is to establish analysis on Wiener manifolds, we really need the localization of the concepts. We had a big progress in the localization of the notion of holomorphicity and skelton. The skelton of holomorphic functions is holomorphic functions in the Cameron-Martin space associated the original holomorphic functions. The existence of the skelton for holomorphic functions defined on the whole c … More omplex Wiener space was shown by Prof.Sugita in Kyushu University. But nothing is known about the skelton for holomorphic functions defined in subdomains. In this research we showed that if the subdomain is given by a positive domain of a good function, then there exists the skelton of holomorphic functions defined in the domain and the corespondance of skelton and holomorphic functions is one-to-one. Combining this result with known results, we can see that the Dolbeault cohomology coincides with the Cech cohomology of the sheaf of holomorphic functions in the domain. We hope that this result plays an important role in complex analysis in infinite dimensional spaces.We also obtained the precise estimates on the asymptotic behavior of the fundamental solution for the heat equation with Dirichlet or Neumann conditions in the outside of strictly convex domains with smooth boundaries. We obtained this result by representing the fundamental solutions by the Wiener measure and by using the symmetry. We did not expect such a result, but we obtained it as a by-product. Less
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H.OSADA: "An invariance principle for non-symmetric Markov process and reflectig diffusions in random domains" Probability Theory and Related Fields. 101. 45-63 (1995)
H.OSADA:“随机域中非对称马尔可夫过程和反射扩散的不变性原理”概率论及相关领域。
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提誉志雄: "Global existence and uniqueness of enegy solutions for the Maxwell-Schrodinger equations" Hokkaido Mathematical Journal. 24. 617-639 (1995)
Shio Hokkaido:“麦克斯韦-薛定谔方程能量解的全局存在性和唯一性”北海道数学杂志 24. 617-639 (1995)。
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S.Kusuoka: "Limit theorem on option replication with transaction costs" Annals of Applied Probability. 5(発表予定). (1995)
S.Kusuoka:“带有交易成本的期权复制的极限定理”,《应用概率年鉴》5(待出版)。
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S.KUSUOKA: "Limit theorem on option replication with transaction costs" Annals of Applied Probability. 5. 198-221 (1995)
S.KUSUOKA:“带有交易成本的期权复制的极限定理”《应用概率年鉴》。
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Y.TSUTSUMI: "Global existence and uniqueness of energy solutions for the Maxwell Scrodinger equations" Hokkaido Mathematical Journal. 24. 617-639 (1995)
Y.TSUTSUMI:“麦克斯韦·斯克罗丁格方程能量解的全局存在性和唯一性”北海道数学杂志。
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共 26 条
The Research on precise estimate for the regularity of diffusion Operator of diffusion process with absorbed boundary condition and Its application
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批准号:22540174
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.75万
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财政年份:2010
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负责人:KUSUOKA Shigeo
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依托单位:
Research on multi-period Value Measure and Finance-Actuary
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批准号:17340023
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$7.44万
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财政年份:2005
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负责人:KUSUOKA Shigeo
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依托单位:
RESEARCH on PRICING DERIVATIVES BASED ON RISK MEASURES
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批准号:13440029
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$7.1万
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财政年份:2001
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负责人:KUSUOKA Shigeo
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依托单位:
Stochastic Model of Floating Interest rate and positive research
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批准号:09440074
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$7.94万
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财政年份:1997
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负责人:KUSUOKA Shigeo
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依托单位:
海外基金