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A study of Levy type processes via Dirichlet forms

Research Project

Project/Area Number 17K05309
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Basic analysis
Research Institution防衛大学校(総合教育学群、人文社会科学群、応用科学群、電気情報学群及びシステム工学群)

Principal Investigator

TSUCHIDA Kaneharu  防衛大学校(総合教育学群、人文社会科学群、応用科学群、電気情報学群及びシステム工学群), 総合教育学群, 准教授 (80466523)

Project Period (FY) 2017-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
Fiscal Year 2019: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2018: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2017: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords対称レヴィ型確率過程 / 対称マルコフ過程 / ディリクレ形式 / 大偏差原理 / 加法汎関数 / レヴィ型過程 / 測度値マルコフ過程 / スペクトル関数 / レヴィ型確率過程 / マルコフ過程 / レヴィ過程 / シュレディンガー作用素 / 臨界性 / 相対論的安定過程 / 加法的汎関数 / 解析学 / 確率論 / マルコフ過程論
Outline of Final Research Achievements

We study L\'evy type processes using the theory of Dirichlet forms. We proved the large deviation principle for the pair of continuous and jump-type additive functionals for a wide class of Markov processes, including L\'evy-type processes, which was published in an international journal of Mathematics.
Next, we discussed the criticality of the Schr\"odinger operator for recurrent relativistic stable processes, constructed the ground state, and proved its boundedness and continuity. We also proved the point recurrence of one-dimensional relativistic stable processes.
Finally, we proved the large deviation principle for symmetric Markov processes with tightness property by proving the differentiability of spectral functions.

Academic Significance and Societal Importance of the Research Achievements

対称マルコフ過程に関する加法汎関数は、そのマルコフ過程の挙動を反映する重要な確率過程のクラスである。本研究において、連続型とジャンプ型の両方の加法汎関数を対にもつ確率過程に対する大偏差原理を得ることができた。これにより、加法汎関数の極限挙動を把握することができ、この結果を特に対称レヴィ型過程に適用して、より具体的な問題に応用するための理論的裏付けを確立できた。
次に、対称マルコフ過程の解析学的な側面でもあるフェラー性や強フェラー性、対応するDirichlet空間の埋め込みコンパクト性などにおける結果を得て、シュレディンガー作用素の調和関数の構成に応用できた。

Report

(7 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • 2017 Research-status Report
  • Research Products

    (13 results)

All 2023 2020 2019 2018 2017 Other

All Int'l Joint Research (1 results) Journal Article (4 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 4 results,  Open Access: 1 results) Presentation (8 results) (of which Int'l Joint Research: 2 results)

  • [Int'l Joint Research] University of Washington(米国)

    • Related Report
      2017 Research-status Report
  • [Journal Article] On a construction of harmonic function for recurrent relativistic $\alpha$-stable processes2020

    • Author(s)
      Tsuchida Kaneharu
    • Journal Title

      Tohoku Mathematical Journal

      Volume: 72 Issue: 2 Pages: 299-315

    • DOI

      10.2748/tmj/1593136823

    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] Large deviation for additive functionals of symmetric Markov processes2020

    • Author(s)
      Chen Zhen-Qing、Tsuchida Kaneharu
    • Journal Title

      Transactions of the American Mathematical Society

      Volume: 373 Issue: 4 Pages: 2981-3005

    • DOI

      10.1090/tran/8039

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Compactness of Markov and Schroedinger semi-groups: a probabilistic approach2017

    • Author(s)
      Takeda Masayoshi、Tawara Yoshihiro、Tsuchida Kaneharu
    • Journal Title

      Osaka Journal of Mathematics

      Volume: 54 Pages: 517-532

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] On the doubly Feller property of resolvent2017

    • Author(s)
      Kurniawaty Mila、Kuwae Kazuhiro、Tsuchida Kaneharu
    • Journal Title

      Kyoto Journal of Mathematics

      Volume: 57 Issue: 3 Pages: 637-654

    • DOI

      10.1215/21562261-2017-0009

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Presentation] On convergence of positive continuous additive functionals2023

    • Author(s)
      Kaneharu Tsuchida
    • Organizer
      Kansai Seminar at Kansai University
    • Related Report
      2022 Annual Research Report
  • [Presentation] 正値加法汎関数の収束2023

    • Author(s)
      土田兼治
    • Organizer
      マルコフ過程とその周辺
    • Related Report
      2022 Annual Research Report
  • [Presentation] 正値加法汎関数の収束2023

    • Author(s)
      土田兼治
    • Organizer
      7th camp on homogenization and its related topics
    • Related Report
      2022 Annual Research Report
  • [Presentation] Compact embedding theorem for symmetric Markov processes2020

    • Author(s)
      Kaneharu Tsuchida
    • Organizer
      Workshop on Probability at Kansai University
    • Related Report
      2019 Research-status Report
  • [Presentation] Green-tight measures of Kato class and compact embedding theorem for symmetric Markov processes2019

    • Author(s)
      Kaneharu Tsuchida
    • Organizer
      Japanese-German Open Conference on Stochastic Analysis 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] Green-tight measures of Kato class and compact embedding theorem for symmetric Markov processes2019

    • Author(s)
      Kaneharu Tsuchida
    • Organizer
      2019年度 確率解析シンポジウム
    • Related Report
      2019 Research-status Report
  • [Presentation] Criticality of Schroedinger operators for relativistic stable processes2018

    • Author(s)
      Kaneharu Tsuchida
    • Organizer
      The tenth meeting on Probability and PDE
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] 対称マルコフ過程における加法的汎関数の大偏差原理2018

    • Author(s)
      土田兼治
    • Organizer
      日本数学会秋季総合分科会 特別講演
    • Related Report
      2018 Research-status Report

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Published: 2017-04-28   Modified: 2024-01-30  

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