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Quantitative analysis of reversible Markov processes and the theory of stochastic stopping game

Research Project

Project/Area Number 15540142
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 Engineering, Prof., 工学部, 教授 (90015503)

Co-Investigator(Kenkyū-buntansha) ICHIHARA Kanji  Kansai Univ., Faculty Engineering, Prof., 工学部, 教授 (00112293)
KUSUDA Masaharu  Kansai Univ., Faculty Engineering, Prof., 工学部, 教授 (80195437)
KURISU Tadashi  Kansai Univ., Faculty Engineering, Prof., 工学部, 教授 (00029159)
OSHIMA Youichi  Kumamoto Univ., Faculty Engineering, Prof., 工学部, 教授 (20040404)
UEMURA Toshihiro  Kobe Pref. Univ., Faculty Business, Associate Prof., 経営学部, 助教授 (30285332)
Project Period (FY) 2003 – 2004
Project Status Completed (Fiscal Year 2004)
Budget Amount *help
¥2,800,000 (Direct Cost: ¥2,800,000)
Fiscal Year 2004: ¥1,300,000 (Direct Cost: ¥1,300,000)
Fiscal Year 2003: ¥1,500,000 (Direct Cost: ¥1,500,000)
Keywordssymmetric Markov process / Dirichlet form / time changed process / Feller measures / scale function / excursion / Poisson point process / stopping game / ダグラス積分 / 定量解析 / 対称安定過程 / スペクトル総合 / 確率停止ゲーム理論
Research Abstract

The head investigator collaborated with J. Ying and X. Fang to characterize all regular Dirichlet subspaces of a one-dimensional Sobolev space in terms of a family of scale functions in the joint paper from Osaka J. Math. He also successfully collaborated with J. Ying and P. He and then with J. Ying and Z.Q.Chen to characterize the jumping measure of the time changed processes of a symmetric diffusion and a most general symmetric Markov process in terms of the Feller measure determined by the minimal process, and the results are being published in two papers from Annales of Probability in USA. He further collaborates with H. Tanaka to extend an old result of K. Ito by construction a symmetric diffusion by piecing together excursions away from a point in a joint paper being published in a famous French journal.

Report

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

    (19 results)

All 2005 2004 2003 Other

All Journal Article (15 results) Publications (4 results)

  • [Journal Article] On regular Dirichlet subspaces of H^1(I) and associated linear diffusions2005

    • Author(s)
      X.Fang, M.Fukushima, J.Ying
    • Journal Title

      Osaka J.Math. 42

      Pages: 1-15

    • NAID

      120004840470

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Poisson point processes attached to symmetric diffusions2005

    • Author(s)
      M.Fukushima, H.Tanaka
    • Journal Title

      Ann.Inst.H.Poincare, Probab.Statist. 41

      Pages: 419-459

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] On regular Dirichlet subspaces of H^1(I) and associated linear diffusions2005

    • Author(s)
      X.Fang, M.Fukushima, J.Ying
    • Journal Title

      Osaka J. Math. 42

      Pages: 1-15

    • NAID

      120004840470

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Poisson point processes attached to symmetric diffusions2005

    • Author(s)
      M.Fukushima, H.Tanaka
    • Journal Title

      Ann.Inst.H.Poincare Probab.Statist. 41

      Pages: 419-459

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] On regular Dirichlet subspaces of H^1(I) and associated linear diffusions2005

    • Author(s)
      X.Fang, M.Fukusihama, J.Ying
    • Journal Title

      Osaka Journal of Mathematics 42

      Pages: 1-15

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Poisson point processes attached to symmetric diffusions2005

    • Author(s)
      M.Fukusihama, H.Tahara
    • Journal Title

      Ann.Inst.H.Poincare, Probab.Statist. (印刷中)

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Trace of symmetric Marcov processes and their characterizations2005

    • Author(s)
      Z.Q.Chen, M.Fukusihama, J.Ying
    • Journal Title

      Annales of Probability (印刷中)

    • Related Report
      2004 Annual Research Report
  • [Journal Article] On spectral synthesis for contractive p-norms and Besov spaces2004

    • Author(s)
      M.Fukushima, T.Uemura
    • Journal Title

      Potential Analysis 20

      Pages: 195-206

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Time changes of symmetric diffusions and Feller measures2004

    • Author(s)
      M.Fukushima, P.He, J.Ying
    • Journal Title

      Annals Probability 32

      Pages: 3138-3166

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Time dependent Dirichlet forms and related stochastic calculus2004

    • Author(s)
      Y.Oshima
    • Journal Title

      Infinite dimensional analysis, quantum probability and related topics 7

      Pages: 281-316

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Time changes of symmetric diffusions and Feller measures2004

    • Author(s)
      M.Fukushima, P.He, J.Ying
    • Journal Title

      Ann. Probab. 32

      Pages: 3138-3166

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Time dependent Dirichlet forms and related stochastic calculus2004

    • Author(s)
      Y.Oshima
    • Journal Title

      Infinite Dimensional Analysis, Quantum Probability and Related Topics 7

      Pages: 281-316

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Annual Research Report 2004 Final Research Report Summary
  • [Journal Article] Time changes of symmetric diffusions and Feller measures2004

    • Author(s)
      M.Fukusihama, P.He, J.Ying
    • Journal Title

      Annales of Probability 32

      Pages: 3138-3166

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Capacitary bounds of measures and ultracontractivity of time changed processes2003

    • Author(s)
      M.Fukushima, T.Uemura
    • Journal Title

      J.Math.Pures Appl. 82

      Pages: 553-572

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Capacitary bounds of measures and ultracontractivity of time changed processes2003

    • Author(s)
      M.Fukushima, T.Uemura
    • Journal Title

      J. Math. Pures. Appl 82

      Pages: 553-572

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Publications] M.Fukushima, T.Uemura: "Capacitory bounds of measures and ultracontractivity of time changed processes"J.Math.Pures Appl.. 82. 553-572 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] M.Fukushima, T.Uemura: "On spectral synthesis for contractive p-norms and Besov spaces"Potential Analysis. 20. 195-206 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] M.Fukushima, P.He, J.Ying: "Time changes of symmetric diffusions and Feller measures"Annales Probability. (印刷中). (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] X.Fang, M.Fukushima, J.Ying: "On regular Dorichlet subspaces of H^1(I) and associated linear diffusions"Osaka J.Math. (印刷中). (2004)

    • Related Report
      2003 Annual Research Report

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Published: 2003-04-01   Modified: 2016-04-21  

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