| Project/Area Number |
09044095
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| Research Category |
Grant-in-Aid for international Scientific Research
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| Allocation Type | Single-year Grants |
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| Section | Joint Research |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | KYUSHU UNIVERSITY |
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Principal Investigator |
KUNITA Hiroshi Kyushu Univ., Grad.Sch.Math., Professor, 大学院数理学研究科, 教授 (30022552)
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| Co-Investigator(Kenkyū-buntansha) |
WATANABE Shinzo Kyoto Univ., Dept.Math., Professor, 大学院理学研究科, 教授 (90025297)
OGURA Yukio Saga Univ., Dept.Math., Professor, 理工学部, 教授 (00037847)
SUGITA Hiroshi Kyushu Univ., Grad.Sch.Math., Associate Prof., 大学院数理学研究科, 助教授 (50192125)
TANIGUCHI Setsuo Kyushu Univ., Grad.Sch.Math., Associate Prof., 大学院数理学研究科, 助教授 (70155208)
SATO Hiroshi Kyushu Univ., Grad.Sch.Math., Professor, 大学院数理学研究科, 教授 (30037254)
楠岡 成雄 東京大学, 大学院数理科学研究科, 教授 (00114463)
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| Project Period (FY) |
1997 – 1998
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| Project Status |
Completed (Fiscal Year 1998)
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| Budget Amount *help |
¥5,600,000 (Direct Cost: ¥5,600,000)
Fiscal Year 1998: ¥2,000,000 (Direct Cost: ¥2,000,000)
Fiscal Year 1997: ¥3,600,000 (Direct Cost: ¥3,600,000)
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| Keywords | Stochastic differential equations / Stochstic differential geometry / Stochastic analysis / Malliavin calculus / Harmonic maps / stochastic differeatial equalioes / マリアバン解析 / マリアバン演算 / 調和解析 |
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| Research Abstract |
In September 1997, including 5 foreign investigators, we gathered together at Kyushu Univ.and discussed various problems concerning stochastic differential equations and stochastic analysis and geometry of infinite dimensional spaces.Also in September 1998, with 3 foreign participants, we discussed stochastic partial differential equations and related analysis. We obtained the following results.
1)Stochastic differential equations on a manifold enable us to define a connect ion on the manifolds. Many proeprties of stochastoic flows can be interpreted through the connection (K.D.Elworthy)
2)We studied an ordinary differential equation with rough path without the Lipschits continuity. It enabled us to apply the stochastic differential equations driven by a Brownian motion. (T.Lyons)
3)Geometry of the loop group. As a typical infinite dimensional group, we studied the loop group which is closely related to the Brownian motion. We discussed the possibility of canstructiong the geometry on the loop group, defining a connection on it. (P.Malliavin)
4)We extend the known L(2) theory of stochastic partial differential equations to that of L(p) theory and obtained a sharper result on the smoothmess of the soluti on. (Krylov)
5)By using anticipating integral (Skorohod integral) and Malliavin calculus, we obtained a new result on the fundamental solution of a stochastic partial differential equation (Nualart)
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