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Extensions of reflecting Markov processes on unbounded domains

Extensions of reflecting Markov processes on unbounded domains
反映马尔可夫过程在无界域上的扩展
批准号:
22540125
负责人:
FUKUSHIMA Masatoshi
金额:
$1.08万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2010
资助国家:
日本
项目状态:
已结题
起止时间:
2010 至 2012

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中文摘要
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英文摘要
1. The time changed reflecting Brownian motion on a 3-space consisting of two infinite cones is shown to admit 4 and only 4 possible symmetric Markovian extensions.2. The Komatu-Loewner differential equation for a multiply connected planar domain is derived by the Brownian motion with darning (BMD). The notion of stochastic Loewner evolution (SLE) for simply connected domains is extended to multiply connected domains as stochastic Komatu-Loewner evolution (SKLE).3. The minimal diffusion on an interval is shown to be symmetric for the canonical measure and all its symmetric diffusion extensions are identified in relation to Ito-McKean’ s theory. As a result, the one-dimensional diffusions with general boundary conditions can be directly constructed by means of regular Dirichlet forms.
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DOI: 10.1090/s0002-9939-2011-11036-0
发表时间: 2012-05
期刊:
影响因子: --
作者: [Zhen-Qing Chen;M. Fukushima]
通讯作者: Zhen-Qing Chen;M. Fukushima
DOI: 10.1515/9781400840564
发表时间: 2011-01
期刊:
影响因子: --
作者: [Zhen-Qing Chen;福島 正俊]
通讯作者: Zhen-Qing Chen;福島 正俊
Brownian motion with darning applied to KL and BF equations for planar slit domains
将织补布朗运动应用于平面狭缝域的 KL 和 BF 方程
DOI: --
发表时间:
期刊:
影响因子: --
作者: [Dou, X., Shirahata, S., Sugimoto, H., 山口祐介・ 坂本 亘 ・ 白旗慎吾 ・後藤昌司, M. Fukushima]
通讯作者: M. Fukushima
DOI: 10.1016/j.spa.2010.01.010
发表时间: 2010-05
期刊: Stochastic Processes and their Applications
影响因子: 1.4
作者: [M. Fukushima]
通讯作者: M. Fukushima
Boundary problem of Markov processes and point processes
  • 批准号:
    19540125
  • 项目类别:
    Grant-in-Aid for Scientific Research (C)
  • 资助金额:
    $1.33万
  • 财政年份:
    2007
  • 负责人:
    FUKUSHIMA Masatoshi
  • 依托单位:
Quantitative analysis of reversible Markov processes and the theory of stochastic stopping game
  • 批准号:
    15540142
  • 项目类别:
    Grant-in-Aid for Scientific Research (C)
  • 资助金额:
    $1.79万
  • 财政年份:
    2003
  • 负责人:
    FUKUSHIMA Masatoshi
  • 依托单位:
Stochastic Calculus for symmetric diffusion processes and its applications
  • 批准号:
    13640143
  • 项目类别:
    Grant-in-Aid for Scientific Research (C)
  • 资助金额:
    $1.73万
  • 财政年份:
    2001
  • 负责人:
    FUKUSHIMA Masatoshi
  • 依托单位:
Stochastic analysis and stochastic control for symmetric Markov processes
  • 批准号:
    11640142
  • 项目类别:
    Grant-in-Aid for Scientific Research (C)
  • 资助金额:
    $1.86万
  • 财政年份:
    1999
  • 负责人:
    FUKUSHIMA Masatoshi
  • 依托单位: