Stochastic analysis and its application to differential operators
随机分析及其在微分算子中的应用
基本信息
- 批准号:23540183
- 负责人:
- 金额:$ 3.08万
- 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:2011
- 资助国家:日本
- 起止时间:2011 至 2013
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
The most important result is the result on the first hitting times of Bessel processes which is one of the fundamental stochastic processes. When the starting point is far from the arigin than the terminal point, we have shown fairly simple expressions for the probability densities by means of the zeros of the modified Bessel functions. As applications, we have investigated the asymptotic behavior of the probability densities and the tail probabilities. We have also shown the asymptotics of the expected volume of the tubar neighborhood of Brownian motions. On the other hand, we have found some algebraic equations which are satisfied by the zeros of the Modified Bessel functions.
最重要的结果是关于贝塞尔过程的首次命中时间的结果,贝塞尔过程是基本的随机过程之一。当起点离原点比终点远时,我们用修正贝塞尔函数的零点给出了相当简单的概率密度表达式。作为应用,我们研究了概率密度和尾概率的渐近行为。我们还证明了布朗运动管状邻域的期望体积的渐近性。另一方面,我们找到了一些由修正贝塞尔函数的零点所满足的代数方程。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
Distributions of hitting times of Bessel processes and zeros of modified Bessel functions
贝塞尔过程的命中时间和修正贝塞尔函数的零点分布
- DOI:
- 发表时间:2013
- 期刊:
- 影响因子:0
- 作者:M. Hojo;W. Takahashi;阿部吉弘;松本裕行
- 通讯作者:松本裕行
The probability densities of the first hitting times of Bessel processes
- DOI:
- 发表时间:2012-06
- 期刊:
- 影响因子:0
- 作者:Yuji Hamana;H. Matsumoto
- 通讯作者:Yuji Hamana;H. Matsumoto
First hitting times of Bessel processes and zeros of modified Bessel functions
贝塞尔过程的首次命中时间和修正贝塞尔函数的零点
- DOI:
- 发表时间:2013
- 期刊:
- 影响因子:0
- 作者:H.Matsumoto
- 通讯作者:H.Matsumoto
{{
item.title }}
{{ item.translation_title }}
- DOI:
{{ item.doi }} - 发表时间:
{{ item.publish_year }} - 期刊:
- 影响因子:{{ item.factor }}
- 作者:
{{ item.authors }} - 通讯作者:
{{ item.author }}
数据更新时间:{{ journalArticles.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ monograph.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ sciAawards.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ conferencePapers.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ patent.updateTime }}
MATSUMOTO Hiroyuki其他文献
MATSUMOTO Hiroyuki的其他文献
{{
item.title }}
{{ item.translation_title }}
- DOI:
{{ item.doi }} - 发表时间:
{{ item.publish_year }} - 期刊:
- 影响因子:{{ item.factor }}
- 作者:
{{ item.authors }} - 通讯作者:
{{ item.author }}
{{ truncateString('MATSUMOTO Hiroyuki', 18)}}的其他基金
Pressure standard experiment supporting the interpretation of bottom pressure recorder in-situ observations
支持解释底部压力记录仪现场观测结果的压力标准实验
- 批准号:
16K01323 - 财政年份:2016
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
Tsunami prediction considering dynamic pressure fluctuation in near source area
考虑近源区动态压力波动的海啸预测
- 批准号:
25350501 - 财政年份:2013
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
Relationship between the globalization and the conservation of regional landscape and environment during the modern and present time in the Kii Peninsula, western Japan.
日本西部纪伊半岛现阶段全球化与区域景观和环境保护的关系。
- 批准号:
22520792 - 财政年份:2010
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
Investigating Successful Readers of English: From the Integrated Perspectives of Motivation, Beliefs, and Strategy
调查成功的英语读者:从动机、信念和策略的综合角度
- 批准号:
22520619 - 财政年份:2010
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
Advances of real-time tsunami detection by ocean-bottom pressure gauges
海底压力计实时海啸探测研究进展
- 批准号:
22710175 - 财政年份:2010
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Young Scientists (B)
Fundamental study on the conservation of landscape and environment in and around the Nara Basin, western Japan.
日本西部奈良盆地及其周边景观和环境保护的基础研究。
- 批准号:
19520675 - 财政年份:2007
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
Theory of stochastic analysis and its applications
随机分析理论及其应用
- 批准号:
19204010 - 财政年份:2007
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (A)
Comprehensive use of offshore observatory for tsunami early warning system
综合利用海上观测台海啸预警系统
- 批准号:
19710152 - 财政年份:2007
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Young Scientists (B)
Basic Study of Revaluation of the Landscapes in Nara Basin
奈良盆地景观重估的基础研究
- 批准号:
16320113 - 财政年份:2004
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (B)
Stochastic analysis and its application to analysis of differential operators
随机分析及其在微分算子分析中的应用
- 批准号:
15540116 - 财政年份:2003
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
相似海外基金
拡散過程の到達時刻の確率分布および標本路から定まる筒型集合の体積に関する研究
由样本路径确定的扩散过程到达时间与圆柱体体积的概率分布研究
- 批准号:
24K06772 - 财政年份:2024
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
At the right time and place – identifying epigenetic and molecular determinants of a developmental learning window
在正确的时间和地点 – 识别发育学习窗口的表观遗传和分子决定因素
- 批准号:
10575177 - 财政年份:2023
- 资助金额:
$ 3.08万 - 项目类别:
Precise Treatment for Pediatric Diabetes: Providing the right care, for the right patient, at the right time, over time
儿童糖尿病的精准治疗:长期、在正确的时间为正确的患者提供正确的护理
- 批准号:
467860 - 财政年份:2022
- 资助金额:
$ 3.08万 - 项目类别:
Operating Grants
The right care, for the right patient, at the right time, by the right provider: A value-based comparison of the management of ambulatory respiratory diseases in walk-in clinics, primary care physician practices and emergency departments
由正确的提供者在正确的时间为正确的患者提供正确的护理:对门诊诊所、初级保健医生诊所和急诊科的门诊呼吸系统疾病管理进行基于价值的比较
- 批准号:
447684 - 财政年份:2021
- 资助金额:
$ 3.08万 - 项目类别:
Operating Grants
The right care, for the right patient, at the right time, by the right provider: A value-based comparison of the management of ambulatory respiratory diseases in walk-in clinics, primary care physician practices and emergency departments
由正确的提供者在正确的时间为正确的患者提供正确的护理:对门诊诊所、初级保健医生诊所和急诊科的门诊呼吸系统疾病管理进行基于价值的比较
- 批准号:
444194 - 财政年份:2021
- 资助金额:
$ 3.08万 - 项目类别:
Operating Grants
拡散過程の到達時刻と標本路から定まる筒形集合に関する研究
由扩散过程到达时间和样品路径确定的圆柱组研究
- 批准号:
20K03634 - 财政年份:2020
- 资助金额:
$ 3.08万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
The right care, for the right patient, at the right time, by the right provider: A value-based comparison of the management of ambulatory respiratory diseases in walk-in clinics, primary care physician practices and emergency departments
由正确的提供者在正确的时间为正确的患者提供正确的护理:对门诊诊所、初级保健医生诊所和急诊科的门诊呼吸系统疾病管理进行基于价值的比较
- 批准号:
437772 - 财政年份:2020
- 资助金额:
$ 3.08万 - 项目类别:
Operating Grants
The right care, for the right patient, at the right time, by the right provider: A value-based comparison of the management of ambulatory respiratory diseases in walk-in clinics, primary care physician practices and emergency departments.
由正确的提供者在正确的时间为正确的患者提供正确的护理:对步入式诊所、初级保健医生诊所和急诊科的门诊呼吸系统疾病管理进行基于价值的比较。
- 批准号:
418133 - 财政年份:2019
- 资助金额:
$ 3.08万 - 项目类别:
Operating Grants
Starting Treatment at the Right Time (START)
在正确的时间开始治疗 (START)
- 批准号:
7419266 - 财政年份:2005
- 资助金额:
$ 3.08万 - 项目类别: