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On global properties and its stability of the paths of Markov processes and their additive functionals

Research Project

Project/Area Number 19K03552
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 12010:Basic analysis-related
Research InstitutionKansai University

Principal Investigator

Uemura Toshihiro  関西大学, システム理工学部, 教授 (30285332)

Co-Investigator(Kenkyū-buntansha) 富崎 松代  奈良女子大学, その他部局等, 名誉教授 (50093977)
Project Period (FY) 2019-04-01 – 2024-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2023: ¥520,000 (Direct Cost: ¥400,000、Indirect Cost: ¥120,000)
Fiscal Year 2022: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2021: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2020: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2019: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywordsディリクレ形式 / 飛躍拡散過程 / 非局所作用素 / マルコフ過程 / ソボレフ空間 / 飛躍型マルコフ過程 / Dirichlet 形式 / Hardy 不等式 / Homogenization / 対称安定過程 / 対称ジャンプ拡散過程 / 2-scale 収束 / 均質化問題 / Mosco収束 / 均質化法 / Mosco 収束 / Dirichlet 形式気 / ジャンプ拡散過程 / 特異な Levy 測度 / 退化する Levy 測度 / Markov 過程 / 加法汎関数
Outline of Research at the Start

本研究は,Dirichlet 形式に付随する Markov 過程から駆動される加法汎関数の収束とその安定性を Dirichlet 形式の収束論を通して研究することである.特に,変分不等式論の研究に際して用いられる様々な収束の概念(Gamma-収束,H-収束,G-収束及びMosco 収束等)について,Markov 過程の汎関数の系列の収束性及び加法汎関数の経路の性質の安定性について適用可能かどうかを検討し,偏微分方程式に対応する拡散過程に止まらず,飛躍を持つ Markov 過程に対する均質化問題への接近を試みる,

Outline of Final Research Achievements

In our research, the Dirichlet form technique have been widely used to study the path properties of Markov processes we are dealing with. One of our main results is that, under appropriate conditions on the Levy densities for which the densities are allowed to degenerate or to diverge at 0, the jump-diffusion processes are constructed by using the Dirichlet form theory. Moreover the polarity of 0 is also investigated.
We have also consider the homogenization of the jump-diffusion processes via a 2-scale convergence method. In particular, the method is firstly used for the jump processes in our research, which have been considered in the diffusion processes case so far. Because of the method, we have had to assume that the diffusion coefficients are continuous, but the unfolding method, instead, will handle this restriction and the result could be relaxed to the case when the diffusion processes having drift term.

Academic Significance and Societal Importance of the Research Achievements

飛躍をもつマルコフ過程論の研究は,マルコフ過程論の研究そのものに対する理論的重要性もさることながら,領域に穴や隙間があり,それらの領域へ粒子が流れ込まないための条件や,逆にそこへ集約させるようにするためにどのような制御が必要かという現実的な観点から見ても重要だと思われる. また,均質化法は,偏微分方程式論や確率論だけにとどまらず,マクロな法則からミクロな法則へ変化するときの極限状況を知る上でも非常に有効な理論であり,確率過程論の収束と関連付けることで,より具体的な変化を理解することができる.

Report

(6 results)
  • 2023 Annual Research Report   Final Research Report ( PDF )
  • 2022 Research-status Report
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • Research Products

    (22 results)

All 2024 2023 2022 2021 2020 2019 Other

All Int'l Joint Research (1 results) Journal Article (4 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 4 results) Presentation (15 results) (of which Int'l Joint Research: 5 results,  Invited: 6 results) Funded Workshop (2 results)

  • [Int'l Joint Research] Institute of Mathematical Stochastics/TU Dresden(ドイツ)

    • Related Report
      2020 Research-status Report
  • [Journal Article] Criticality of Schrodinger forms and recurrence of Dirichlet forms2023

    • Author(s)
      Takeda Masayoshi、Uemura Toshihiro
    • Journal Title

      Transactions of the American Mathematical Society

      Volume: 376 Issue: 6 Pages: 4145-4171

    • DOI

      10.1090/tran/8865

    • Related Report
      2022 Research-status Report
    • Peer Reviewed
  • [Journal Article] Homogenization of symmetric Dirichlet forms2022

    • Author(s)
      TOMISAKI Matsuyo、UEMURA Toshihiro
    • Journal Title

      Journal of the Mathematical Society of Japan

      Volume: 74 Issue: 1 Pages: 247-283

    • DOI

      10.2969/jmsj/85268526

    • NAID

      130008144260

    • ISSN
      0025-5645, 1881-1167, 1881-2333
    • Related Report
      2021 Research-status Report
    • Peer Reviewed
  • [Journal Article] On Symmetric Stable-Type Processes with Degenerate/Singular Levy Densities2021

    • Author(s)
      Okamura Haruna、Uemura Toshihiro
    • Journal Title

      Journal of Theoretical Probability

      Volume: - Issue: 2 Pages: 809-826

    • DOI

      10.1007/s10959-020-00990-6

    • Related Report
      2021 Research-status Report
    • Peer Reviewed
  • [Journal Article] Homogenization of symmetric Levy processes on R^d2021

    • Author(s)
      Rene L. SCHILLING and Toshihiro UEMURA
    • Journal Title

      REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUES

      Volume: 66 Pages: 243-253

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Presentation] On some estimates of symmetric stable-type processes with singular/degenerate Levy densities2024

    • Author(s)
      上村稔大
    • Organizer
      新潟確率論ワークショップ 2024
    • Related Report
      2023 Annual Research Report
  • [Presentation] 対称 α-安定型過程のいくつかの性質について2024

    • Author(s)
      上村稔大
    • Organizer
      佐賀大学 ワークショップ
    • Related Report
      2023 Annual Research Report
  • [Presentation] On semi-Dirichlet forms of jump-diffusion processes based on Sobolev space2023

    • Author(s)
      上村稔大
    • Organizer
      熊本大学確率論セミナー
    • Related Report
      2023 Annual Research Report
  • [Presentation] On some topics of the Mosco Convergence of Dirichlet forms2023

    • Author(s)
      上村稔大
    • Organizer
      RIMS合宿型セミナー/均質化法と非局所型作用素
    • Related Report
      2023 Annual Research Report
  • [Presentation] Introduction to Periodic Homogenization2023

    • Author(s)
      上村稔大
    • Organizer
      九州大学 IMI/離散微分型式と均質化法の融合による 異方性を持つ場の数値計算手法の開発と産業への応用
    • Related Report
      2023 Annual Research Report
  • [Presentation] Some Remarks on Mosco Convergence of Symmetric Dirichlet Forms2023

    • Author(s)
      上村稔大
    • Organizer
      慶応大学/マルコフ過程と関数論
    • Related Report
      2023 Annual Research Report
  • [Presentation] On H-convergence of elliptic operators with divergence-free drifts2022

    • Author(s)
      Toshihiro Uemura
    • Organizer
      SEMINAR SERIES ON ANALYSIS AND PDE
    • Related Report
      2022 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Some estimates on symmetric stable type processes with singular densities2022

    • Author(s)
      Toshihiro Uemura
    • Organizer
      The MFO-RIMS Tandem Workshop ''Nonlocality in Analysis, Probability and Statistics''
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 特異なLevy 密度を持つ対称Levy型過程について2022

    • Author(s)
      Toshihiro Uemura
    • Organizer
      日本数学会 2022年度年会
    • Related Report
      2021 Research-status Report
  • [Presentation] Homogenization of Diffusion Processes with Drifts via Unfolding2021

    • Author(s)
      Toshihiro Uemura
    • Organizer
      The 10th International Conference on Stochastic Analysis and its Applications
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Some estimates of symmetric stable-type processes with singular or degenerate Levy densities2021

    • Author(s)
      Toshihiro Uemura
    • Organizer
      The 16th International Workshop on Markov Processes and Related Topics
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 対称 Dirichlet 形式の均質化について2021

    • Author(s)
      Toshihiro Uemura
    • Organizer
      日本数学会年会
    • Related Report
      2020 Research-status Report
  • [Presentation] On symmetric stable-type processes with singular/degenerate coefficitents2020

    • Author(s)
      Toshihiro Uemura
    • Organizer
      Theory of Markov Semigroups and Schrodinger Operators, WUT, Poland
    • Related Report
      2020 Research-status Report
    • Invited
  • [Presentation] 特異な,または退化する係数を持つ対称安定過程の大域的性質について2020

    • Author(s)
      上村 稔大
    • Organizer
      日本数学会 年会 2020
    • Related Report
      2019 Research-status Report
  • [Presentation] Homogenization of Symmetric Dirichlet Forms2019

    • Author(s)
      Toshihiro Uemura
    • Organizer
      Japanese-German Open Conference on Stochastic Analysis 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Funded Workshop] International Workshop on Probability at Kansai University2020

    • Related Report
      2019 Research-status Report
  • [Funded Workshop] International Workshop on Stochastic Analysis and Applications2019

    • Related Report
      2019 Research-status Report

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Published: 2019-04-18   Modified: 2025-01-30  

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