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

Integrated research of Probability Theory

Research Project

Project/Area Number 14204008
Research Category

Grant-in-Aid for Scientific Research (A)

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

Principal Investigator

SHIGEKAWA Ichiro  Kyoto University, Graduate School of Science, Department of mathematics, Professor, 大学院・理学研究科, 教授 (00127234)

Co-Investigator(Kenkyū-buntansha) KUMAGAI Takashi  Kyoto University, Research Institute of Mathematical Science, Associate Professor, 数理解析研究所, 助教授 (90234509)
HINO Masanori  Kyoto University, Graduate School of Informatics, Associate Professor, 大学院・情報学研究科, 助教授 (40303888)
AIDA Shigeki  Osaka University, Graduate School of Fundamental Engineering, Professor, 大学院・基礎工学研究科, 教授 (90222455)
OGURA Yukio  Saga University, Faculty of Science, Professor, 理工学部, 教授 (00037847)
SHIRAI Tomoyuki  Kyushu University, Graduate School of Science, Associate Professor, 大学院・理学研究院, 助教授 (70302932)
盛田 健彦  広島大学, 大学院・理学研究科, 教授 (00192782)
吉田 伸生  京都大学, 大学院・理学研究科, 講師 (40240303)
Project Period (FY) 2002 – 2004
Project Status Completed (Fiscal Year 2004)
Budget Amount *help
¥40,040,000 (Direct Cost: ¥30,800,000、Indirect Cost: ¥9,240,000)
Fiscal Year 2004: ¥12,220,000 (Direct Cost: ¥9,400,000、Indirect Cost: ¥2,820,000)
Fiscal Year 2003: ¥11,960,000 (Direct Cost: ¥9,200,000、Indirect Cost: ¥2,760,000)
Fiscal Year 2002: ¥15,860,000 (Direct Cost: ¥12,200,000、Indirect Cost: ¥3,660,000)
KeywordsStochastic analysis / Brownian motion / Wiener space / logarithmic Sobolev inequality / spectral gap / Schrodinger operator / Littlewood-Paley inequality / Riemannian manifold / 半群の優評価 / Witten Laplacian / 格子スピン系 / 確立解析 / エントロピー / 交叉関係 / スカラーポテンシャル
Research Abstract

The main research area of the head investigator is diffusions in infinite dimension. At the same time, a research of diffusions on a Riemannian manifold is accomplished because geometric point of view is important in our research. We gave a probabilistic proof of the Littlewood-Paley inequality, the L^P norm equivalence between the gradient and the square of the generator, essential self-adjointness of a Schrodinger operator, and the spectral gap. The essential matter we used is the intertwining property between gradient and the generator. The use of Functional Analysis is crucial because it is irrelevant of the geometry of the space. In our general framework, we assume the logarithmic Sobolev inequality and the exponential integrability of the remaining term of the intertwining property. We also discussed the similar problem in a setting of Riemannian manifold with convex boundary.
Further we considered a Schrodinger operator on the Wiener space of the form L+V,L beging the Ornstein-Uh … More lenbeck operator. We gave a characterization of the generator domain and proved the essential self-adjointness and the spectral gap of the Schrodinger operator under a suitable condition of the potiential V.
We also showed the Littlewood-Paley inequality for the the Schrodinger operator. Since we have a potential term, we need a modification of the standard proof. This method works for a Hodge-Kodaira operator on a Riemannian manifold with a potential.
In this project, we have held several symposiums and gave financial support for participants. One of them is "Stochastic Analysis and related fields" that was a research project of the Research Institute of Mathematical Sciences in 2002. We invited Professors McKean, Ustunel, Rockner, etc., from abroad. The others are "Probability Summer School" in 2003,2004. We gave introductory lectures of frontier of recent research for graduated students. We could accomplish stimulating discussions. We also held every year "Stochastic Processes and related fields", which gave fruitful communication between researchers in Japan. As a sum, we held 24 symposiums during three years and invited 14 foreign researchers and produced many results. Less

Report

(4 results)
  • 2004 Annual Research Report   Final Research Report Summary
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • Research Products

    (25 results)

All 2005 2004 2003 2002 Other

All Journal Article (11 results) Book (2 results) Publications (12 results)

  • [Journal Article] L^p multiplier theorem for the Hodge-Kodaira operator2005

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      Seminaire de Probabilite 38

      Pages: 226-246

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Orlicz norm equivalence for the Ornstein-Uhlenbeck operator2004

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      Advanced Studies in Pure Mathematics 41

      Pages: 301-317

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Heat kernel estimates and parabolic Harnack inequalities on graphs and resistance forms2004

    • Author(s)
      Takashi Kumagai
    • Journal Title

      Publ.RIMS, Kyoto Univ. 40

      Pages: 793-818

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Weak Poincare inequalities on domains defined by Brownian rough paths2004

    • Author(s)
      Shigeki Aida
    • Journal Title

      Annals of Probability 32

      Pages: 3116-3137

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space2004

    • Author(s)
      Masanori Hino
    • Journal Title

      Advanced Studies in Pure Mathematic 41

      Pages: 121-140

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space2004

    • Author(s)
      Masanori Hino
    • Journal Title

      41

      Pages: 121-140

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Heat kernel estimates and parabolic Harnack inequalities on graphs and resistance forms2004

    • Author(s)
      Takashi Kunagai
    • Journal Title

      Publ.RIMS, Kyoto Univ. 40

      Pages: 793-818

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space2004

    • Author(s)
      Masanori Hino
    • Journal Title

      Advanced Studies in Pure Mathematics 41

      Pages: 121-140

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Some spectral and geometric properties for infinite graphs2004

    • Author(s)
      T.Shirai, Yu.Higuchi
    • Journal Title

      Contemp.Math. 347

      Pages: 39-56

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Vanishing theorem of the Hodge-Kodaira operator for differential forms on a convex domain of the Wiener space2003

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      Infin.Dimens.Anal.Quantum Probab.Relat.Top. 6

      Pages: 53-63

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Littlewood-Paley inequality for a diffusion satisfying the logarithmic Sobolev inequality and for the Brownian motion Riemannian manifold with boundary2002

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      Osaka J.Math. 39

      Pages: 897-930

    • NAID

      120004844281

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] Stochastic analysis2004

    • Author(s)
      Ichiro Shigkeawa
    • Total Pages
      182
    • Publisher
      American Mathematical Society
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] Stochastic analysis2004

    • Author(s)
      Ichiro Shigekawa
    • Total Pages
      182
    • Publisher
      American Mathematical Society
    • Related Report
      2004 Annual Research Report
  • [Publications] Ichiro Shigekawa: "Vanishing theorem of the Hodge-Kodaira operator for differential forms on a convex domain of the Wiener space"Infin. Dimens. Anal. Quantum Probab. Relat. Top. 6. 53-63 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Z.Q.Chen, T.Kumagai: "Heat kernel estimates for stable-1ike processes on d-sets"Stoch. Proc. Their Appl.. 108. 27-62 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] T.Morita: "Piecewise C^2 perturbation of Lasota-Yorke maps and their ergodic properties"Osaka J. Math.. 40. 207-233 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Ogura Yukio, Shoumei Li: "A convergence theorem of fuzzy-valued martingales in the extended Hausdorff metric H^∞"Fuzzy Sets and System. 40. 391-399 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Shigeki Aida: "On a certain semiclassical problem on Wiener spaces"Publ. Res. Inst. Math. Sci.. 39. 365-392 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] M.Hino, J.A.Ramirez: "Small-time Gaussian behavior of symmetric diffusion semigroups"Annals of Probability. 31. 1254-1295 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Ichiro Shigekawa: "Littlewood-Paley inequality for a diffusion satisfying the logarithmic Sobolev inequality and for the Brownian motion Riemannian manifold with boundary,"Osaka J. Math.. 39. 897-930 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Masanori Hino: "On short time asymptotic behavior of some symmetric diffusions on general state spaces,"Potential Analysis. 16. 249-269 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Masanori Hino: "On Dirichiet spaces over convex sets in infinite dimensions"Contemporary Mathematics. 317. (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] Takashi Kumagai, B.M.Hambly: "Asymptotics for the spectral and walk dimension as fractals approach Euclidean space"Fractals. 10. 403-412 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] R.F.Bass, Takashi Kumagai: "Laws of the iterated logarithm for the range of random walks in two and three dimensions"Ann. Probab.. 30. 1369-1396 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 熊谷 隆: "確率論"共立出版. 207 (2003)

    • Related Report
      2002 Annual Research Report

URL: 

Published: 2002-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi