Stochastic Calculus for symmetric diffusion processes and its applications
Stochastic Calculus for symmetric diffusion processes and its applications
批准号:
13640143
负责人:
FUKUSHIMA Masatoshi
金额:
$1.73万
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:
2001
资助国家:
日本
项目状态:
已结题
起止时间:
2001 至 2002
中文摘要
首席研究员成功地将对称扩散的随机微积分应用于不同国家的研究人员的不同主题,结果已发表在三个国际期刊上。首席研究员与研究人员合作开发具有压缩p-范数的一般函数空间的势理论,并将其应用于d-集和相关跳跃型马尔可夫过程的Besov空间的研究。对一般对称马氏过程,证明了测度的容性等周不等式等价于测度支撑下的时变过程的超压缩性.研究结果作为三篇论文发表在国际期刊上。
英文摘要
The head investigator has succeeded to apply the stochastic calculus of symmetric diffusions to different subjects with researchers in different countries, and the results have been published in three international journals. The head investigator collaborates with investigators to develop potential theory for a general function space with contractive p-norm and apply it to the study of Besov spaces on d-sets and associated jump type Markov processes. Furthermore, for a general symmetric Markov process, a capacitary isoperimetric inequality of a measure is shown to be equivalent to the ultracontractivity of the time changed process on the support of measure. The results are being published as three papers in international journals.
期刊论文(20)
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M. Fukushima and T. Uemura: "On Sobolev and capacitary inequalities for contractive Besov spaces over d-sets"Potential Analysis. 18. 59-77 (2003)
M. Fukushima 和 T. Uemura:“关于 d 集上收缩贝索夫空间的 Sobolev 和电容不等式”潜在分析。
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T.Uemura: "On some path properties of symmetric stable-like processes for one dimension"Potential Analysis. 16. 79-91 (2002)
T.Uemura:“关于一维对称稳定类过程的某些路径性质”的潜力分析。
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M.Fukushima, M.Hino: "On the space of BV functions and a related stochastic calculus in infinite dimensions"J. Functional Analysis. 183. 245-261 (2001)
M.Fukushima,M.Hino:“关于 BV 函数的空间和相关的无限维随机微积分”J。
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M.Fukushima, M.Hino: "On the space of BV functions and a related stochastic calculus in infinite dimensions"J.Functional Analysis. 183. 245-261 (2001)
M.Fukushima,M.Hino:“关于 BV 函数的空间和无限维中的相关随机微积分”J.Functional Analysis。
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M. Fukushima and J. Ying: "A note on regular Dirichlet subspaces"Proc. Amer. Math. Soc.. 131. 1607-1610 (2003)
M. Fukushima 和 J. Ying:“关于正则狄利克雷子空间的注释”Proc。
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共 20 条
Extensions of reflecting Markov processes on unbounded domains
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批准号:22540125
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$1.08万
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财政年份:2010
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负责人:FUKUSHIMA Masatoshi
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依托单位:
Boundary problem of Markov processes and point processes
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批准号:19540125
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$1.33万
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财政年份:2007
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负责人:FUKUSHIMA Masatoshi
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依托单位:
Quantitative analysis of reversible Markov processes and the theory of stochastic stopping game
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批准号:15540142
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$1.79万
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财政年份:2003
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负责人:FUKUSHIMA Masatoshi
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依托单位:
Stochastic analysis and stochastic control for symmetric Markov processes
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批准号:11640142
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$1.86万
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财政年份:1999
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负责人:FUKUSHIMA Masatoshi
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依托单位:
Co-operative Research of Probability Theory
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批准号:03302010
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项目类别:Grant-in-Aid for Co-operative Research (A)
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资助金额:$11.07万
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财政年份:1991
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负责人:FUKUSHIMA Masatoshi
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依托单位:
海外基金