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Siochastic Analysis on loop spaces

Research Project

Project/Area Number 10640147
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionOsaka University (1999)
Tohoku University (1998)

Principal Investigator

AIDA Shigeki  Graduate School of Engineering Science, Osaka University, Associate Professor, 大学院・基礎工学研究科, 助教授 (90222455)

Co-Investigator(Kenkyū-buntansha) KUWAE Kazuhiro  横浜市立大学, 理学部, 助教授 (80243814)
SEKIME Jun  大阪大学, 大学院・基礎工学研究科, 講師 (50314399)
NAGAI Hideo  大阪大学, 大学院・基礎工学研究科, 教授 (70110848)
TOSHIDA Noluo  京都大学, 大学院・理学研究科, 講師 (40240303)
KAZUM Tetsuya  大阪府立大学, 総合科学部, 講師 (40224422)
古畑 仁  東北大学, 大学院情報科学研究科, 助手 (80282036)
岡田 正巳  東北大学, 大学院情報科学研究科, 教授 (00152314)
浦川 肇  東北大学, 大学院情報科学研究科, 教授 (50022679)
Project Period (FY) 1998 – 1999
Project Status Completed (Fiscal Year 1999)
Budget Amount *help
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 1999: ¥1,500,000 (Direct Cost: ¥1,500,000)
Fiscal Year 1998: ¥1,800,000 (Direct Cost: ¥1,800,000)
KeywordsLogarithmic Soboles inequality / Spectral Gap / Loop Space / 対数リボレフ不等式 / ディソクレ形式 / ギッブス測度 / ハルナック不等式
Research Abstract

The results obtained for 1998-1999 are as follows :
1. We proved a Varadhan type asymptotics of diffusion processes in Wiener spaces
2. We gave an irreducibility criterion of diffusion processes on a subset in an Wiener space in terms of a certain connectivity of the subset.
3. We proved a Clark-Ocone formula for pinned Brownian motion.
The following are explanations of the aboves.
1. : This is a generalization of the Fang's results for Ornstein-Uhlenbeck processes to more general diffusion coefficients.
2. : The head investigator proved an irreducibility theorem for diffusion processes on loop spaces using Kusuoka's theorem. In this work, the head investigator proved the generalization.
3. : As an application, the head investigator proved a logarithmic Sobolev inequality on loop space over hyperbolic spaces.

Report

(3 results)
  • 1999 Annual Research Report   Final Research Report Summary
  • 1998 Annual Research Report
  • Research Products

    (24 results)

All Other

All Publications (24 results)

  • [Publications] Shigeki Aida: "Differential Caleulasion Path and Joop Spacer, II, Irreduciliniility of Dirichlet forms on Joop Spaces"Bulletin der Sciencer Mathematiques. 122・8. 635-666 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigeki Aida: "Uniform positimity improving property, Sobolar inequality and Spectral Gepa"Journal of Functional Analysis. 158・1. 152-185 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigeki Aida: "On the irreducility of Dirichlet forms on domains in infinite crimersional spaces"Osaka Journal of Mathematic.

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] S. Aida and H. Kawabe: "Short time asymitotic of certain infinit chimansional diffusion processor"7-th Workshop on stochastic nalaysis and related field. (出版予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] S. Aida and T-S Zhang: "On the small time asymitotic of diffusion process on path groups"Potential Analysis. (出版予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] S. Aida: "Logarithmic derivatinn of heat hernilr and logarithmic Soboles inequalitic with unbounded diffusion coefficient on loy spacer"Journal of Functional Analysis. (出版予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigk Aida: "Diffemticl Celculus on Paht and Zoop Spaces, II Irreducibility of diffusion forms on loop spaces"Bull. Sci. Math. Vol.122 No.81. 685-666 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigak Aida: "Uniform positraty improving property , Soboler inequality and Spactral Gap"Funat. Anal.. Vol.158. 152-1851 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigeki Aida: "On the irredueibility of Diribbt forms on domeins in inbinite dimensional spaces"Osaka J Math. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigk Aida and Hirshe Kawabi: "Short time Asymptotics of certain infinte dimensional differsion processe"Procecding of 7-th Workshop on stoches analysis and related field. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigeki Aida and T. S. Zhang: "On the smell time asymptotics of differsion processes on path groups"Potemtial Analysis. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigeki Aida: "Logarithmic desivative of heat hunls and logarithmic Soboli inequality with unbounded diffusion coefficient on loop space"J. Funct. Anal.. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Shigeki Aida: "On the irreducibility of Dirichlet forms on domains in infinite dimensional spaces"Osaka Journal of Math.. (出版予定).

    • Related Report
      1999 Annual Research Report
  • [Publications] S.Aida and Hiroshi Kawai: "Short time asymptotics of certain infinite dimensional diffusion pocesses"7-th Workshop on stochastic analysis and related fields, proceeding. (出版予定).

    • Related Report
      1999 Annual Research Report
  • [Publications] S.Aida and T-S.Zhang: "On the small time asymptotics of diffusion processes on path groups"Potential Analysin. (出版予定).

    • Related Report
      1999 Annual Research Report
  • [Publications] S.Aida: "Logarithmic derivaitive of heat kernels, and logarithmic Soboler inequalities with unbounded diffusion coefficient on loop spaces"Journal of Functional Analysis. (出版予定).

    • Related Report
      1999 Annual Research Report
  • [Publications] H.Kaise and H.Nagai: "Ergodic type Bellman equations of risk-sensitive control with large parameters and their singular limits"Asymytotic Analysis. 20. 279-299 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] K.Kuwae,Y.Machigashira,T.Shioya: "Soboler spaces,Laylaian and Heat kernel on Alexandrar Spaces"Mathematische Zeitrchrift. (出版予定).

    • Related Report
      1999 Annual Research Report
  • [Publications] 会田茂樹: "ループ空間上の確率解析" 数学. 50巻・3号. 265-281 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 会田茂樹: "Uniform positivirity improving property, Sobolev inequalities, and spectral gaps" Journal of Functional Analysis. 158・1. 152-185 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 会田茂樹: "Differential Calombus on path and loop spaces II Irrediacibility of Dirichlet forms on loop spacer" Bullentin des Sciencer Mathematiques. 122・8. 635-666 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 吉田伸生: "Finite volume Glauler dynamics in a small magnetic fiate" Jornal of Siatistical physics. 90・3. 1015-1035 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 桑江一洋: "Functional calculun for Diricllet form" Osaka Jornal of Mathematics. 35・3. 683-715 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 浦川肇 鈴木裕一: "Eigenvalue prinaling theorems on compact spometion spaces" Proceeding of American Mathioneted Society. 126・10. 3065-3069 (1998)

    • Related Report
      1998 Annual Research Report

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Published: 1998-04-01   Modified: 2016-04-21  

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