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Research of stochastic processes on fractals.

Research Project

Project/Area Number 08454040
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionNagoya University

Principal Investigator

KUMAGAI Takashi  Nagoya Univ.Graduate School of Math., Associate Professor, 大学院多元数理科学研究科, 助教授 (90234509)

Co-Investigator(Kenkyū-buntansha) SUGIURA Makoto  Nagoya University, Graduate School of Math., Research Assistant, 大学院多元数理科学研究科, 助手 (70252228)
CHIYONOBU Taizo  Nagoya University, Graduate School of Math., Research Assistant, 大学院多元数理科学研究科, 助手 (50197638)
OBATA Nobuaki  Nagoya University, Graduate School of Math., Associate Professor, 大学院多元数理科学研究科, 助教授 (10169360)
ICHIHARA Kanji  Nagoya University, Graduate School of Math., Associate Professor, 大学院多元数理科学研究科, 助教授 (00112293)
Project Period (FY) 1996 – 1997
Project Status Completed (Fiscal Year 1997)
Budget Amount *help
¥1,800,000 (Direct Cost: ¥1,800,000)
Fiscal Year 1997: ¥1,800,000 (Direct Cost: ¥1,800,000)
Keywordsfractal / stochastic process / self-similar set / heat kernel / sierpinski carpet / Harnack ineguality / homogenization / 拡散過程 / ランダムウォーク / ハウスドルク次元 / 固有値分布
Research Abstract

1. We have obtained sharp estimates on the transition densities (heat kernels) for diffusion processes on p.c.f. self-similar sets, which correspond to finitely ramified self-similar fractals. It was known that if the fractal had a strong symmetry, then the heat kernel of the Brownian motion had Aronson type estimates. In our result, we show that the Aronson type estimates do not hold in general. This work will appear in J.London Math.Soc.
2. On infinitely ramified fractals, we have studied the heat kernel estimates for diffusion processes on random Sierpinski carpets. We obtained sharp esimates for each sample carpets (each environments). Further, we obtained almost sure estimates assuming strong ergodicity for the randomness of the carpets. One of the key idea was to obtain uniform Harnack inequality of the approximate processes using the coupling arguments due to Barlow-Bass. This work is now a preprint.
3. On the relations between fractals and Euclidean spaces, we studied homogenization problems. Since the joint work of the head investigator with Prof.Kusuoka, it was known that the stability of fixed points of the renormalization map was essential. In our research, we discussed with researchers of the same fields when we attended interational workshops and learned several new ideas and methods to search for the problem. But so far we could not apply the methods to our cases. This is the problem we should pursue in a near future.

Report

(3 results)
  • 1997 Annual Research Report   Final Research Report Summary
  • 1996 Annual Research Report
  • Research Products

    (25 results)

All Other

All Publications (25 results)

  • [Publications] 熊谷 隆: "Short time asymptotic beharidr and large deviations for Brownian motion on some affine nested fractals" Publ.RIMS Kyoto Univ.33. 223-240 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] 熊谷 隆: "フラクタル上の確率過程とその周辺" 数学(岩波書店). 49・2. 158-172 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] (B.M.Hambly), 熊谷 隆: "Transition density estimates for diffnsion processes on p.c.f. self-similar fractals." J.London Math.Soc.(発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] 市原 完治: "A Liouville property for deifference operators" Japanese J.Math.(発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] 尾畑 伸明: "Quantum stochastic differential equations in terms of quantum white noise" Nonlinear Analysis,Theory,Methods and Applications. 30. 279-290 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] 尾畑 伸明: "Wick product of white noise operators and quantum stochastic differential equations." J.Math.Soc.Japan. 51(発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] T.Kumagai: "Short time asymptotic behavior and large deviations for Brownian motion on some affine nested fractals." Pulbl.RIMS.Kyoto Univ.33. 223-240 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] T.Kumagai: "Stochactic processes on fractals and their related fields." Sugaku. 49-2 (in Japanese). 158-172 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] B.M.Hambly and T.Kumagai: "Transition density estimates for diffusion processes on p.c.f. self-similar fractals." J.London Math.Soc.(to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] K.Ichihara: "A Liouville property for difference operators." Japanese J.Math.(to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] N.obata: "Quantum stochastic differential equations in terms of quantum white noise." Nonlinear Analysis, Theory, Methods and Applications. 30. 279-290 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] N.obata: "Wick product of white noise operators and quantum stochastic differential equations." J.Math.Soc.Japan. 51 (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] M.Sugiura: "Exponential asymptotics in the small parameter exit problem." Nagoya.Math.J.144. 137-154 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] 熊谷隆: "Short time asymptotic behavior and large deviations for Brownian motion on some affine nested fractals" Publ.RIMS Kyoto Univ.33. 223-240 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 熊谷隆: "フラクタル上の確率過程とその周辺" 数学(岩波書店). 49・2. 158-172 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] (B.M.Hambly), 熊谷隆: "Transition density estimates for diffusion processes on p.c.f.self-similar fractals." J.London Math.Soc.(発表予定).

    • Related Report
      1997 Annual Research Report
  • [Publications] 市原完治: "A Liouville property for difference operators" Japanese J.Math.(発表予定).

    • Related Report
      1997 Annual Research Report
  • [Publications] 尾畑伸明: "Quantum stochastic differential equations in terms of quantum white noise" Nonlinear Analysis,Theory,Methods and Applications. 30. 279-290 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 尾畑伸明: "Wick product of white noise operators and quantum stochastic differential equations." J.Math.Soc.Japan. 51(発表予定).

    • Related Report
      1997 Annual Research Report
  • [Publications] T.Kumagai: "Heat Kernel estimates and homogenization for asymptotically lower dimensional processes on some nested fractals." Potential Analysis. (発表予定).

    • Related Report
      1996 Annual Research Report
  • [Publications] T.Kumagai: "Short time asymptoic behavior and large deviations for Brownian motion on some affine nested fractals." Publ.Res.Inst.Math.Sci.(発表予定).

    • Related Report
      1996 Annual Research Report
  • [Publications] 熊谷隆: "フラクタル上の確率過程とその周辺" 「数学」(岩波書店). (発表予定). (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] N.Obata: "White noise approach to quantum martingales." In“Probability theory and mathematical statistics"(S.Watanabe et al(eds.). 379-386 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] 尾畑伸明: "Towards a hon-linear extension of stochastic calculus." 京都大学数理解析研究所講究録. 957. 1-15 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] M,Sugiura: "Exponential asymptotics in the small parameter exit problem." Nagoya Math.Journal. 144. 137-154 (1996)

    • Related Report
      1996 Annual Research Report

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Published: 1997-04-01   Modified: 2016-04-21  

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