Stochastic analysis of Markov processes in terms of Dirichlet forms
| Project/Area Number |
20540130
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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 | University of Hyogo |
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Principal Investigator |
UEMURA Toshihiro University of Hyogo, システム理工学部, 教授 (30285332)
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| Project Period (FY) |
2008 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
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| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2010: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Fiscal Year 2009: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Keywords | ディリクレ形式 / 飛躍型マルコフ過程 / フェラー半群 / 対称マルコフ過程 / ジャンプ型確率過程 / 保存性 / 非局所型作用素 / マルコフ連鎖の収束 / フェラー性 / マルコフ過程 / 平行場作用素 / ハルナック不等式 / 脱出時刻 / 安定型過程 / ジャンプ過程 |
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| Research Abstract |
We succeeded to construct a stochastic process, namely, a jump-type Markov process, for which is known as a mathematical model of"unknown phenomena", by using a symmetric Dirichlet form theory. Moreover an exact form of the infinitesimal generator is given and some global path properties also are obtained; the conservativeness and the mean of the exit time from a ball.
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Report
(4 results)
Research Products
(21 results)
