Global properties for Markov processes with time dependent perturbations and their applications

具有时间相关扰动的马尔可夫过程的全局性质及其应用

• 批准号: 23540147
• 负责人: KIM Daehong
• 金额: $ 2.75万
• 依托单位: Kumamoto University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2011
• 资助国家: 日本
• 起止时间: 2011 至 2013
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23540147/
• 关键词: 確率論; 確率解析; 確率過程論; additive functional; gaugeability; heat kernel; penalization; large deviation; Monte Carlo method; restrained resampling; sub-diffusivity; diffusion process; large deviation priciple; conditional gaugeability

In this study, we were able to investigate the global properties of Markov processes with time dependent perturbations and applied our results to the surrounding problems such as optimizations in a broad sense. In particular, by making use of potential theory and Dirichlet form theory, we were able to obtain some new analytic perspective in studying the Markov processes with time dependent perturbations.

在这项研究中，我们能够调查与时间相关的扰动马尔可夫过程的全局性质，并将我们的结果应用到周围的问题，如在广义上的优化。特别是利用位势理论和Dirichlet型理论，我们能够获得一些新的分析视角来研究含时扰动的马尔可夫过程。

项目成果

On a stability of heat kernel estimates under generalized non-local Feynman-Kac perturbations

广义非局部 Feynman-Kac 扰动下热核估计的稳定性

• 发表时间: 2013
• 作者: M. Kimura;D. Tagami and S. Yazaki;金大弘
• 通讯作者: 金大弘

On Calabi's strong maximum principle via local semi-Dirichlet forms

通过局部半狄利克雷形式论卡拉比的强极大值原理

• DOI: 10.1007/s11118-011-9266-5
• 发表时间: 2012
• 期刊: Potential Anal
• 影响因子: 1.1
• 作者: Y. Hirata;N. Kemoto and Y. Yajima;Teruya Minamoto;桑江一洋
• 通讯作者: 桑江一洋

A topological splitting theorem for weighted Alexandrov spaces

加权Alexandrov空间的拓扑分裂定理

• 发表时间: 2011
• 期刊: Tohoku Math.J.(2)
• 作者: Kuwae;Kazuhiro; Shioya;Takashi
• 通讯作者: Takashi

Restrained Resampling for Sequen tial Monte Carlo Methods

顺序蒙特卡罗方法的约束重采样

• DOI: 10.2316/p.2012.786-083
• 发表时间: 2012
• 期刊: Proceedings of the IASTED International Conference Signal and Image Processing, (Honolulu, USA)
• 作者: Inpyo Hong;Daeyoung Kim and Daehong Kim
• 通讯作者: Daeyoung Kim and Daehong Kim

Some limit theorems rela ted to multi-dimensional diffusions in a random environment

随机环境中多维扩散的一些极限定理

• DOI: 10.4134/jkms.2011.48.1.147
• 发表时间: 2011
• 期刊: J. Korean Math. Soc
• 作者: Minamoto;T. and Ohura;R;Daehong Kim
• 通讯作者: Daehong Kim