Diffusion Process in Random Environment
| Project/Area Number |
17540119
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Yamaguchi University |
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Principal Investigator |
KAWAZU Kiyoshi Yamaguchi University, Faculty of Education, Professor, 教育学部, 教授 (70037258)
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| Co-Investigator(Kenkyū-buntansha) |
KASAI Shinichi Yamaguchi University, Faculty of Education, A.Professor, 教育学部, 助教授 (40224373)
KASHIWAGI Yoshimi Yamaguchi University, Faculty of Economy, Professor, 経済学部, 教授 (00152637)
SATO Yoshihisa Yamaguchi University, Faculty of Education, A.Professor, 教育学部, 助教授 (90231349)
KITAMOTO Takuya Yamaguchi University, Faculty of Education, A.Professor, 教育学部, 助教授 (30241780)
KURIYAMA Ken Yamaguchi University, Graduate school of Science and Engineering, Professor, 大学院理工学研究科, 教授 (10116717)
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| Project Period (FY) |
2005 – 2006
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| Project Status |
Completed (Fiscal Year 2006)
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| Budget Amount *help |
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2006: ¥1,600,000 (Direct Cost: ¥1,600,000)
Fiscal Year 2005: ¥1,700,000 (Direct Cost: ¥1,700,000)
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| Keywords | stochastic process / limit theorems / Brownian motion / random environment / recurrent / stochastic differential equation / ランダム環境 / 確率微分方程式 / 指数ブラウン運動の積分 |
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| Research Abstract |
Limit theorems of one-dimensional diffusion process in random environment were obtained,
Especially limit theorems of one-dimensional diffusion process in one-sided Brownian potential were obtained in deep research.
We obtained the recurrent property of any diffusion process in random environment whose problem was expected to solve for 30years.
The diffusion process in Brownian environment is recurrent in any dimensional space.
Accompanying with this result we studied the important integral of Brownian functional was researched.
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Report
(3 results)
Research Products
(4 results)
