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Study on global properties of local martingales and martingales on manifolds.

Research Project

Project/Area Number 13640170
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionKeio University

Principal Investigator

ATSUJI Atsushi  Keio Univ., Fac. Economics, Professor, 経済学部, 教授 (00221044)

Co-Investigator(Kenkyū-buntansha) KOTANI Shinichi  Osaka Univ., Grad. School Science, Professor, 大学院・理学研究科, 教授 (10025463)
SUZUKI Yuki  Keio Univ., Fac. Medicine, Lecturer, 医学部, 講師 (30286645)
TOMURA Yozo  Keio Univ., Fac. Science and Technology, Associate Prof., 理工学部, 助教授 (50171905)
TAKEGOSHI Kensho  Osaka Univ., Grad. School Science, Associate Prof., 大学院・理学研究科, 助教授 (20188171)
Project Period (FY) 2001 – 2003
Project Status Completed (Fiscal Year 2003)
Budget Amount *help
¥3,500,000 (Direct Cost: ¥3,500,000)
Fiscal Year 2003: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2002: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2001: ¥1,500,000 (Direct Cost: ¥1,500,000)
KeywordsBrownian motion / local martingale / T-Martingale / δ-subharmonic function / Liouville theorem / missional surface / Nevanlinna theory / subharmonic functions / Brownian motion / δ-sabharmonic function / Lienville theorem / マルチンゲール / ブラウン運動 / 劣調和関数 / ネヴァンリンナ理論 / リュービル型定理 / 調和写像
Research Abstract

Head investigator A.Atsuji obtained the following main three results.
1. For a minimal surface which may not be properly immersed, its total curvature is finite if its projective volume is finite. In this result we used some properties of Brownian motion on the surfaces which is martingale on the ambient spaces. Lemma for logarithmic derivative of δ-subharmonic functions which is proved by using properties of 1-dimensional local martingale works well.
2. Parabolicity is characterized by δ-subharmonic functions. Using this characterization we showed some Liouville type theorems for harmonic maps of finite energy from parabolic manifolds to Hadamard manifolds. We used some properties of martingales given as images of Brownian motion by harmonic maps.
3. A Nevanlinna theory for meromorphic functions on complex submanifolds in C^n is obtained. S.Kotani gave a necessarily and sufficient condition for 1 dimensional diffusions to be true martingales. K.Takegoshi gave some criteria for complete Riemannian manifolds to be parabolic, Liouville type theorems for harmonic maps and some results on isometry of conformal metric of positive scalar curvature. Y.Suzuki same results on long time behavior of diffusion processes in random environment with one-sided Brownian potential.

Report

(4 results)
  • 2003 Annual Research Report   Final Research Report Summary
  • 2002 Annual Research Report
  • 2001 Annual Research Report
  • Research Products

    (21 results)

All Other

All Publications (21 results)

  • [Publications] Atsushi Atsuji: "A lemma of logarimic derivative for some S-subharmonic functions"Complex variables. 46. 195-206 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Atsushi Atsuji: "Parabolicity, projective volume and finiteness of total curvature of minimal surfaces"Kodai Mathematical Journal.. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 厚地 淳: "ブラウン運動と調和写像・正則写像の値分布論"数学. 54. 235-248 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Yozo Tamura: "On a fluctuation identity for multidimensional Levy processes"Tokyo Journals Mathematics. 25. 363-380 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Shinichi Kotani: "On a condition that one dimensional diffusion processes are martingales"Seminaire de Probabilites. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Kensho Takegoshi: "A note on divergence L^p-integrals of subharmonic functions and its applications"Proc.Amer.Math.Soc.. 131. 2849-2858 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Atsushi Atsuji: "A lemma of logarithmic derivative for some delta-subharmonic functions."Complex variables. vol.46. 195-206 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Atsushi Atsuji: "Parabolicity, projective volume and finiteness of total curvature of minimal surfaces."Kodai Mathematical Journal. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Atsushi Atsuji: "Brownian motion and value distribution theory of Holomorphic maps and Harmonic maps"Sugaku (Eng.trans.) (AMS). (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Yozo Tamara, Hiroshi Tanaka: "On a fluctuation identity for multidimensional Levy processes."Tokyo J.Math. vol.25. 363-380 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Shinichi Kotani: "On a condition that one-dimensional diffusion processes are martingales."Seminaire de Probabilites. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Kensho Takegoshi: "A note on divergence of Lp-integrals of subharmonic functions and its applications."Proc.Amer.Math.Soc.. vol.131,no.9. 2849-2858 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Atsushi Atsuji: "Parabolicity, projective volume and finiteness of total curvature of minimal surfaces"Kodai Mathematical Journal. to appear.

    • Related Report
      2003 Annual Research Report
  • [Publications] Shinichi Kotani: "Thermodynamic limit of relative Fredholm determinant of Green operators for random Schrodinger operators."Proc.of Aspects Mathematiques des Systemes Aleatoires et la Mecanique. to appear.

    • Related Report
      2003 Annual Research Report
  • [Publications] Shinichi Kotani: "On a condition that one-dimensional diffusion process are martingales"Seminare de Probabilities. to appear.

    • Related Report
      2003 Annual Research Report
  • [Publications] Kensho Takegoshi: "A note on divergence of L^p-integrals of sub harmonic functions and its applications"Proc.of American Mathematical Society. 131. 2849-2858 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Atsushi Atsuji: "A lemna of logatrithmic derivative for some f-subharmonic functions"Complex Variables. 46. 195-206 (2001)

    • Related Report
      2002 Annual Research Report
  • [Publications] Yozo Tamura: "On a flucturation identity for multidimensional Lery processes"Tokyo J. Math. 25. 363-380 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Atsushi Atsuji: "Alemma of logarithmic derivative for some f-subharmonic fuction"Complex Variables. 46. 195-206 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Yozo Tamura: "On a theorem of Pechenicii-Rogozin for multiclimensionral Levy proces"統計数理研究所共同研究レポート. 146. 20-25 (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] Yuki Suzuki: "A diffasion process witha one-sided Brownian potential"Tokyo Journal of Math. 24. 211-229 (2001)

    • Related Report
      2001 Annual Research Report

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

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