Stochastic analysis and its application to analysis of differential operators

求解了Poincare上半平面(双曲平面)上布朗运动的随机微分方程解，得到了布朗运动作为Wiener泛函的具体表示.在这项研究中，作为这一已知事实的推广，我们证明了布朗运动到正交标架丛的水平寿命也有一个作为Wiener泛函的表达式。在此基础上，给出了作用在微分形式上的拉普拉斯函数的热核的概率表示，并证明了紧黎曼曲面上的微分1-形式的Selberg迹公式，它可以由等距群的双曲离散子群表示为上半平面的商空间.这是一个解析和/或几何证明，我们不需要调和分析。此外，我们还在一个非常实验的…中得到了Selberg迹公式更合法的形式，因为我们已经将自己限制在二维情况下。对于推广到一般维度情况的研究一直在继续。在二维情况下，水平升力的旋转部分可以用一个辅助的一维布朗运动来表示，这种表示起着至关重要的作用。我们还没有找到相应的代表，这应该是下一项任务。如果我们找到了这样的表示，我们就能够按照McKean的思想给出Selberg迹公式的证明，这是本研究的基础。当我们将概率论应用到上半平面上的分析时，出现了几何布朗运动的积分的指数Wiener泛函。自从同类型的Wiener泛函也出现在数学金融理论和对随机环境中某些扩散过程的研究之后，对这些泛函的一些研究就一直在继续。在这项研究中，我们与外籍同事YOR教授合作，收集了这些指数维纳泛函的一些结果和应用，并从分析的角度给出了一个见解。研究结果已发表在一份期刊上。较少

The stochastic differential equation for the Brownian motion on the Poincare upper half plane (the hyperbolic plane), a diffusion process generated by a half of the Laplacian, is explicitly solved and we have an concrete representation for the Brownian motion as a Wiener functional. In this research, as an extension of this known fact, we showed that the horizontal life of the Brownian motion to the bundle of orthonormal frames also has an expression as a Wiener functional. Based on this representation, we may show a probabilistic representation for the heat kernel of the Laplacian acting on the differential forms and give a proof of the Selberg trace formula for the differential 1-forms on a compact Riemannian surface, which may be given as a quotient space of the upper half plane by a hyperbolic discrete subgroup of the isometry group. This is an analytic and/or geometric proof and we do not need the harmonic analysis. Moreover we have obtained the Selberg trace formula in a very exp … More licit form, since we have restrict ourselves to the two-dimensional case.The research for an extension to the general dimension case has been continued. In the two dimensional case, we can represent the rotation part of the horizontal lift by using an auxiliary one-dimensional Brownian motion and this representation plays a crucial role. We have not found a corresponding representation and this should be the next task. If we find such a representation, we will be able to give a proof for the Selberg trace formula following the idea of McKean which has been the basis of this research.When we apply probability theory to the analysis on the upper half plane, the exponential Wiener functionals which is an integral of a geometric Brownian motion appear. Some studies on these functionals has been continued since the Wiener functionals of the same type also appear in the theory of Mathematical Finance and a study for some diffusion processes in random environments. In a joint project with Professot YOR, who is a foreign co-worker in thie research, we gathered some results and applications of these exponential Wiener functionals and gave an insight from analytic point of view. The results have been published in a journal. Less