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Siochastic Analysis on loop spaces

Siochastic Analysis on loop spaces
循环空间的随机分析
批准号:
10640147
负责人:
AIDA Shigeki
金额:
$2.11万
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
1998
资助国家:
日本
项目状态:
已结题
起止时间:
1998 至 1999

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中文摘要
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英文摘要
The results obtained for 1998-1999 are as follows :1. We proved a Varadhan type asymptotics of diffusion processes in Wiener spaces2. We gave an irreducibility criterion of diffusion processes on a subset in an Wiener space in terms of a certain connectivity of the subset.3. We proved a Clark-Ocone formula for pinned Brownian motion.The following are explanations of the aboves.1. : This is a generalization of the Fang's results for Ornstein-Uhlenbeck processes to more general diffusion coefficients.2. : The head investigator proved an irreducibility theorem for diffusion processes on loop spaces using Kusuoka's theorem. In this work, the head investigator proved the generalization.3. : As an application, the head investigator proved a logarithmic Sobolev inequality on loop space over hyperbolic spaces.
期刊论文(24)
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会议论文
S. Aida and T-S Zhang: "On the small time asymitotic of diffusion process on path groups"Potential Analysis. (出版予定).
S. Aida 和 T-S 张:“关于路径群上扩散过程的小时间渐近”潜力分析(即将出版)。
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通讯作者:
S. Aida: "Logarithmic derivatinn of heat hernilr and logarithmic Soboles inequalitic with unbounded diffusion coefficient on loy spacer"Journal of Functional Analysis. (出版予定).
S. Aida:“热力和对数 Soboles 不等式的对数导数,在 loy 垫片上具有无界扩散系数”《泛函分析杂志》(待出版)。
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S. Aida and H. Kawabe: "Short time asymitotic of certain infinit chimansional diffusion processor"7-th Workshop on stochastic nalaysis and related field. (出版予定).
S. Aida 和 H. Kawabe:“某些无限嵌合扩散处理器的短时渐近”随机解析及相关领域第七次研讨会(待出版)。
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Shigak Aida: "Uniform positraty improving property , Soboler inequality and Spactral Gap"Funat. Anal.. Vol.158. 152-1851 (1998)
Shigak Aida:“统一的积极性改善财产、Soboler 不平等和 Spatral 差距”Funat。
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24
    New development of infinite dimensional stochastic analysis and its applications
    Stochastic analysis and semi-classical problems on infinite dimensional spaces
    • 批准号:
      18540175
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.64万
    • 财政年份:
      2006
    • 负责人:
      AIDA Shigeki
    • 依托单位:
    Stochastic analysis and semi-classical problem in infinite dimensional spaces
    • 批准号:
      15540169
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.3万
    • 财政年份:
      2003
    • 负责人:
      AIDA Shigeki
    • 依托单位:
    Stochastic analysis on loop space
    • 批准号:
      12640173
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.37万
    • 财政年份:
      2000
    • 负责人:
      AIDA Shigeki
    • 依托单位:
    海外基金