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Stochastic analysis for weighted Markov processes and their applications

Research Project

Project/Area Number 20K03635
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 InstitutionKumamoto University

Principal Investigator

Kim Daehong  熊本大学, 大学院先端科学研究部(工), 教授 (50336202)

Co-Investigator(Kenkyū-buntansha) 桑江 一洋  福岡大学, 理学部, 教授 (80243814)
Project Period (FY) 2020-04-01 – 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 2022: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2021: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2020: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords確率論 / 確率解析 / 確率過程論 / ディリクレ形式論 / シュレディンガー形式 / 散乱長 / 準古典極限問題 / ファインマン・カッツ汎関数 / 一般化ファインマン・カッツ汎関数 / ランダム環境内の拡散過程 / マルコフ過程 / ディリクレ形式 / ファインマン・カッツ変換 / 熱核
Outline of Research at the Start

本研究では、一般化重み汎関数付きの対称マルコフ過程に関する確率論的諸問題およびその応用について、シュレディンガー形式論やポテンシャル論といった関数解析学的取り組みによる確率論と解析学における両分野横断的研究を行う。両分野を結びつける研究はその分野の理論的体系をより豊かにするだけではなく、その周辺問題への応用の範囲も広くする利点がある。特に、その応用分野としては、数理物理や工学分野にへの適用性が広く期待されていることで、新時代の要請である分野横断型の研究にも応じられる意味をもつ。

Outline of Final Research Achievements

In this research, we considered the stochastic analysis for symmetric Markov processes weighted by so-called generalized Feynman-Kac functionals and their applications containing a continuous additive functional of zero quadratic variation. As applications, we obtained some significant results such as the maximum principles of Schrodinger operators, as well as the compactness and independence of the spectral radius of Schrodinger semigroups. In particular, we extended the concepts of scattering amplitude and scattering length for Schrodinger operators perturbed by a non-local operator, which are important quantities in scattering theory, and studied the problem of their semi-classical asymptotic behavior.

Academic Significance and Societal Importance of the Research Achievements

マルコフ過程における確率論的諸問題をディリクレ形式論やポテンシャル論のような解析学的な観点からみると、確率論的概念における数多くの解析的相対概念が上手く対応している。これは、M. Silverstein 氏や福島正俊氏による一連の先駆的な仕事から初めて指摘され、この分野における近年の研究においても引き継がれている。本研究成果は、このようなトレンドを引き継いだものであり、広い視野でみると確率論と解析学の両方に対する分野横断的研究でもある。確率論と解析学を跨ぐ研究は両分野の理論体系をより豊かにするだけではなく、その周辺問題への応用の範囲も広くしたことに意義がある。

Report

(4 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • Research Products

    (13 results)

All 2023 2022 2021 2020

All Journal Article (8 results) (of which Peer Reviewed: 8 results,  Open Access: 2 results) Presentation (5 results) (of which Int'l Joint Research: 1 results,  Invited: 2 results)

  • [Journal Article] Comparison geometry of manifolds with boundary under lower 𝑁-weighted Ricci curvature bounds with 𝜀-range2023

    • Author(s)
      KUWAE Kazuhiro、SAKURAI Yohei
    • Journal Title

      Journal of the Mathematical Society of Japan

      Volume: 75 Issue: 1 Pages: 151-172

    • DOI

      10.2969/jmsj/87278727

    • ISSN
      0025-5645, 1881-1167, 1881-2333
    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Scattering Lengths for Additive Functionals and Their Semi-classical Asymptotics2022

    • Author(s)
      Kim Daehong、Matsuura Masakuni
    • Journal Title

      Springer Proceedings in Mathematics and Statistics

      Volume: 394 Pages: 253-278

    • DOI

      10.1007/978-981-19-4672-1_14

    • ISBN
      9789811946714, 9789811946721
    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Equivalence of the Strong Feller Properties of Analytic Semigroups and Associated Resolvents2022

    • Author(s)
      Kusuoka Seiichiro、Kuwae Kazuhiro、Matsuura Kouhei
    • Journal Title

      Springer Proceedings in Mathematics and Statistics

      Volume: 394 Pages: 279-307

    • DOI

      10.1007/978-981-19-4672-1_15

    • ISBN
      9789811946714, 9789811946721
    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] New Laplacian comparison theorem and its applications to diffusion processes on Riemannian manifolds2022

    • Author(s)
      Kuwae Kazuhiro、Li Xiang‐Dong
    • Journal Title

      Bulletin of the London Mathematical Society

      Volume: 54 Issue: 2 Pages: 404-427

    • DOI

      10.1112/blms.12568

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Laplacian comparison theorem on Riemannian manifolds with modified m-Bakry-Emery Ricci lower bounds for m≦12022

    • Author(s)
      Kazuhiro Kuwae and Toshiki Shukuri
    • Journal Title

      Tohoku Math. J.

      Volume: 74 Issue: 1 Pages: 83-107

    • DOI

      10.2748/tmj.20201028

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Generalized Schrodinger forms with applications to maximum principles2021

    • Author(s)
      Daehong Kim and Kazuhiro Kuwae
    • Journal Title

      Osaka Journal of Mathematics

      Volume: 58(3) Pages: 731-753

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Semi-classical asymptotics for scattering length of symmetric stable processes2020

    • Author(s)
      Daehong Kim and Masakuni Matsuura
    • Journal Title

      Statistics and Probability Letters

      Volume: 167 Pages: 1-7

    • DOI

      10.1016/j.spl.2020.108921

    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] Recurrence of direct products of diffusion processes in random media having zero potentials2020

    • Author(s)
      Daehong Kim and Seiichiro Kusuoka
    • Journal Title

      Electronic Journal of Probability

      Volume: 25 Issue: none Pages: 1-18

    • DOI

      10.1214/20-ejp540

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] On quasi-ergodic theorems for Feynman-Kac semigroups2023

    • Author(s)
      Daehong Kim
    • Organizer
      Markov processes and their related fields 2022
    • Related Report
      2022 Annual Research Report
  • [Presentation] On the upper rate functions of some time inhomogeneous diffusion processes2022

    • Author(s)
      Daehong Kim
    • Organizer
      International Conference on Dirichlet forms and related topics
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Rate functions of certain time inhomogeneous diffusion processes via heat kernel estimates2022

    • Author(s)
      Daehong Kim
    • Organizer
      Markov processes and their related fields 2021
    • Related Report
      2022 Annual Research Report
  • [Presentation] Scattering lengths for positive additive functionals and their related problems2021

    • Author(s)
      Daehong Kim
    • Organizer
      日本数学会秋季総合分科会(特別講演、千葉大学)
    • Related Report
      2021 Research-status Report
    • Invited
  • [Presentation] On the upper rate functions of time inhomogeneous diffusion processes2021

    • Author(s)
      Daehong Kim
    • Organizer
      マルコフ過程とその周辺
    • Related Report
      2021 Research-status Report

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Published: 2020-04-28   Modified: 2024-01-30  

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