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Studies on additive furctinnals of multidimensional Brownian motions

Research Project

Project/Area Number 18540170
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionAichi University of Education

Principal Investigator

UEMURA Hideaki  Aichi University of Education, Fuculty of Education, 教授 (30203483)

Project Period (FY) 2006 – 2007
Project Status Completed (Fiscal Year 2007)
Budget Amount *help
¥1,250,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥150,000)
Fiscal Year 2007: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2006: ¥600,000 (Direct Cost: ¥600,000)
KeywordsStochastic Analvsis / Positive Continuous Additive Function / Brownian Motion / Local Time / Revuz measure / Riesz kernel / 極限定理 / 多次元ブラウン運動 / マリアヴァン解析
Research Abstract

We studied positive continuous additive functionals (PCAF in abbr.) of multidimensional Brownian motions in the framework of generalized Wiener functionals.
1. We defined a PCAF of multidimensional Brownian motions in the framework of generalized Wiener functionals. We clarified the structure of PCAF through the corresponding characteristic and Revuz measure, which are well-defined also in our cases.
(1) We defined a PCAF of multidimensional Brownian motions in the framework of generalized Wiener functionals, mod obtained the representation by the Brownian local line and the Revuz measure associated to PCAE
(2) We obtained that the Revue measure associated to the PCAF constructed by a Radon measure is identical with the original Radon measure, and that the PCAF constructed by the Revuz measure of a PCAF is identical with the original PCAF.
(3) We obtained the integrability condition on a Radon measure to identify the Sobolev space to which the PCAF constructed by a Radon measure belongs. As a result we showed that the PCAF constricted by the uniform measure on two or three dimensional Sierpinski gasket is square itegrable.
2. We studied the PCAF corresponding to the Riesz kernel.
(1) We constructed the PCAF corresponding to the Riesz kernel (Riesz PCAF in abbr) and obtained the occupation time formula. We also obtained the continuity of the Riesz PCAF with respect to space parameter in the sense of mean convergence of order 1.
(2) We obtained the limit theorem in which the Riesz PCAF appears, which has been done by T.Yamada in one dimensional Brownian motion case.
(3) We obtained the relation between the Biesz, PCAF and the Brewnian heal time

Report

(3 results)
  • 2007 Annual Research Report   Final Research Report Summary
  • 2006 Annual Research Report
  • Research Products

    (13 results)

All 2008 2007 2006 Other

All Journal Article (9 results) (of which Peer Reviewed: 6 results) Presentation (4 results)

  • [Journal Article] On the weighted local time and the Tanaka formula for the multidim ensional fractional Brownian motion2008

    • Author(s)
      Hideaki Uemura
    • Journal Title

      Stoch. Anal. Appl. 26-1

      Pages: 136-168

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] On the weighted local time and the Tanaka formula for the multidimensional fractional Brownian motion2008

    • Author(s)
      Hideaki, Uemura
    • Journal Title

      Stoch. Anal. Appl 26-1

      Pages: 136-168

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] On the weighted local time and the Tanaka formula for the multidimensional fractional Brownian motion2008

    • Author(s)
      Hideaki Uemura
    • Journal Title

      Stoch.Anal.Appl. 26-1

      Pages: 136-168

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Positive continuous additive functionals of multidimensional Brownian motion and the Brownian local time2007

    • Author(s)
      Hideaki Uemttra
    • Journal Title

      J. Math. Kyoto Univ 47-2

      Pages: 371-390

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Positive continuous additive functionals of multidimensional Brownian motion and the Brownian local time2007

    • Author(s)
      Hideaki, Uemura
    • Journal Title

      J. Math. Kyoto Univ 47-2

      Pages: 371-390

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Positive continuous additive functionals of multidimensional Brownian motion and the Brownian local time2007

    • Author(s)
      Hideaki Uemura
    • Journal Title

      J.Math.Kyoto Univ 47-2

      Pages: 371-390

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Generalized positive continuous additive functionals of multidimensional Brownianmotion and their associated Revuz measures

    • Author(s)
      Hideaki Uemura
    • Journal Title

      Stochastic Process. Appl. (印刷中)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures

    • Author(s)
      Hideaki, Uemura
    • Journal Title

      Stochastic Process. Appl (in press)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Generalized positive continuous additive functionals of muitidimensional Brownian motion and their associated Revuz measures

    • Author(s)
      Hideaki Uemura
    • Journal Title

      Stochastic Process.Appl. (印刷中)

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Presentation] 多次元Brown運動の一般化された正値連続加法的汎関数とそのRevuz測度について2006

    • Author(s)
      植村英明
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      九州大学
    • Year and Date
      2006-12-20
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Generalized Positive Continuous Additive Functionals of Multidimensional Brownian Motion and their Associated Revuz Measure2006

    • Author(s)
      Hideaki, Uemura
    • Organizer
      Probability Symposium
    • Place of Presentation
      Kyushu University
    • Year and Date
      2006-12-20
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Generalized Positive Continuous Additive Functionals of Multidimensional Brownian Motion and their Associated Revuz Measure2006

    • Author(s)
      植村英明
    • Organizer
      確率解析とその周辺
    • Place of Presentation
      京都大学
    • Year and Date
      2006-10-26
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Generalizzd Positive Continuous Additive Functionals of Multidimensional Brownian Motion and their Associated Revuz Measure2006

    • Author(s)
      Hideaki, Uemura
    • Organizer
      Stochasti Analysis and Related Fields
    • Place of Presentation
      Kyoto University
    • Year and Date
      2006-10-26
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary

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Published: 2006-04-01   Modified: 2016-04-21  

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