• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Stochastic Calculus for symmetric diffusion processes and its applications

Research Project

Project/Area Number 13640143
Research Category

Grant-in-Aid for Scientific Research (C)

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

Principal Investigator

FUKUSHIMA Masatoshi  Kansai Univ., Faculty of Engineering, Prof., 工学部, 教授 (90015503)

Co-Investigator(Kenkyū-buntansha) UEMURA Toshihiro  Kobe Univ. of Commerce, Faculty of Commerce and economy, Lecturer, 商経学部, 講師 (30285332)
KUSUDA Masaharu  Kansai Univ., Faculty of Engineering, Prof., 工学部, 教授 (80195437)
KURISU Tadashi  Kansai Univ., Faculty of Engineering, Prof., 工学部, 教授 (00029159)
MAEDA Tooru  Kansai Univ., Faculty of Engineering, Associate Prof., 工学部, 助教授 (20199623)
HIRASHIMA Yasumasa  Kansai Univ., Faculty of Engineering, Associate Prof., 工学部, 助教授 (80047399)
Project Period (FY) 2001 – 2002
Project Status Completed (Fiscal Year 2002)
Budget Amount *help
¥2,700,000 (Direct Cost: ¥2,700,000)
Fiscal Year 2002: ¥1,300,000 (Direct Cost: ¥1,300,000)
Fiscal Year 2001: ¥1,400,000 (Direct Cost: ¥1,400,000)
Keywordssymmetric diffusion / abstract Wiener space / stochastic stopping game / isoperimetric inequality / ultracontractivity / time changed process / d-set / Besov space / 対称マルコフ過程 / 強容量不等式 / 対称安定過程 / α-集合 / Wiener空間 / BV関数 / ディリクレ空間 / ソボトフ不等式 / 極集合 / 正則部分空間
Research Abstract

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.

Report

(3 results)
  • 2002 Annual Research Report   Final Research Report Summary
  • 2001 Annual Research Report
  • Research Products

    (20 results)

All Other

All Publications (20 results)

  • [Publications] 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)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M.Fukushima, M.Taksar: "Dyinkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions"SIAMJ.on Control and Optimization. 41. 682-699 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M.Fukushima, T.Uemura: "On Sobolev and Capacitary Inequalities for Contractive Besov Spaces over d-sets"Potential Analysis. 18. 59-77 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M.Fukushima, J.Ying: "A note on regular Dirichlet subspaces"Proc.Amer.Math.Soc.. 131. 1607-1610 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M.Fukushima, T.Uemura: "Capacitary bounds for measures and ultracontractivity of time changed processes"J.Math.Pures et Appl.. (印刷中). (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M.Fukushima, T.Uemura: "On Spectral Synthesis for Contractive p-Norms and Besov Spaces"Potential Analysis. (印刷中). (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M. Fukushima and M. Hino: "On the space of BV functions and a related stochastic calculus in infinite dimensions"J. of Functional Analysis. 183. 245-261 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M. Fukushima and M. Taksar: "Dyikin games via Dirichlet forms and singular control of one-dimensional diffusions"SIAM J. on Control and Optimization. 41. 682-699 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M. Fukushima and T. Uemura: "On Sobolev and capacitary inequalities for contractive Besov spaces over d-sets"Potential Analysis. 18. 59-77 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M. Fukushima and J. Ying: "A note on regular Dirichlet subspaces"Proc. Amer. Math. Soc.. 131. 1607-1610 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M. Fukushima and T. Uemura: "Capacitary bounds for measures and ultracontractivity of time changed processes"J. Math. Pures et Appl.. In Press. (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M. Fukushima and T. Uemura: "On spectral synthesis for contractive p-norms and Besov spaces"Potential Analysis. In Press. (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] M.Fukushima, M.Taksar: "Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions"SIAM J. on Control and Optimization. 41. 682-699 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] M.Fukushima, U.Uemura: "On Sobolev and capacitary inequalities for contractive Besov spaces over d-sets"Potential Analysis. 18. 59-77 (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] M.Fukushima, J.Ying: "A note on regular Dirichlet subspaces"Proc. Amer. Math. Soc.. 131. 1607-1610 (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] M.Fukushima, T.Uemura: "Capacitory bounds for measures and ultracontractivity of time changes processes"J. Math. Pures et Appl.. (印刷中).

    • Related Report
      2002 Annual Research Report
  • [Publications] T.Uemura: "On some path properties of symmetric stable-like processes for one dimension"Potential Analysis. 16. 79-91 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 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)

    • Related Report
      2001 Annual Research Report
  • [Publications] M.Fukushima, T.Uemura: "On Soboleo and capacitary in equaliteds for contrative Besov spaces over d-sets"Potential Analysis. (印刷中). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] M.Fukushima, J.Ying: "A note on regular Dirichlet subspaces"Proc. Amer. Math. Soc.. (印刷中). (2002)

    • Related Report
      2001 Annual Research Report

URL: 

Published: 2001-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi