| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2008: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
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| Research Abstract |
I have made new developments of excursion theory for Markov processes from the following four viewpoints.(1) The penalisation problems, i. e., the limit problems of Markov processes transformed by weight and normalization.(2) Extension of diffusion process on intervals which involves jumps from the boundaries.(3) Extremality of excursion measures and the sigma-finite measures unifying penalisation problems.(4) Generalized problems of discrete Tsirelson equations, in particular, those taking values in compact groups, and those of Markov chains evolving according to a road coloring.
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