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Functional analytic study on asymptotic properties of Markov processes

Research Project

Project/Area Number 22340024
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionTohoku University

Principal Investigator

TAKEDA Masayoshi  東北大学, 理学(系)研究科(研究院), 教授 (30179650)

Co-Investigator(Renkei-kenkyūsha) KUWAE Kazuhiro  熊本大学, 大学院・自然科学研究科, 教授 (80243814)
SHIOZAWA Yuichi  岡山大学, 大学院・自然科学研究科, 准教授 (60454518)
TSUCHIDA Kameharu  防衛大学校, 数学教育室, 講師 (80466523)
TAWARA Yoshihiro  長岡工業高等専門学校, 一般教育科, 准教授 (00567901)
Project Period (FY) 2010-04-01 – 2014-03-31
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥13,520,000 (Direct Cost: ¥10,400,000、Indirect Cost: ¥3,120,000)
Fiscal Year 2013: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2012: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2011: ¥2,990,000 (Direct Cost: ¥2,300,000、Indirect Cost: ¥690,000)
Fiscal Year 2010: ¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Keywordsディリクレ形式 / 対称マルコフ過程 / 大偏差原理 / 加法汎関数 / スペクトル下限 / シュレディンガー作用素 / 臨界性 / ファインマン・カッツ汎関数 / ファインマンカッツ汎関数
Research Abstract

The theory of Dirichlet forms has been developed as a useful tool for studying symmetric Markov processes. The theory of Dirichlet forms is an L-2-theory, and which is a reason why the theory is suitable for treating singular Markov processes. However, the theory of Markov processes is, in a sense, an L-1-theory. To bridge this gap, we prove the L-p-independence of growth bounds of Markov semi-groups under the conditions for the Markov processes to be strong Feller and to be tight. By applying the L-p-independence to time changed Markov processes, we show the exponential integrability of positive continuous additive functionals (PCAF's in short) and the large deviation principle of PCAF's. Moreover, we give a necessary and sufficient condition for heat kernel estimates being stable by perturbation of potential terms.

Report

(5 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (34 results)

All 2014 2013 2012 2011 2010 Other

All Journal Article (19 results) (of which Peer Reviewed: 19 results,  Open Access: 1 results) Presentation (14 results) Book (1 results)

  • [Journal Article] A variational formula for Dirichlet forms and existence of ground states2014

    • Author(s)
      竹田雅好
    • Journal Title

      J. Funct. Anal

      Volume: 266 Issue: 2 Pages: 660-675

    • DOI

      10.1016/j.jfa.2013.10.024

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Upper escape rate of Markov chains on weighted graphs2014

    • Author(s)
      X. Huang, 塩沢裕一
    • Journal Title

      Stochastic Process. Appl

      Volume: 124 Issue: 1 Pages: 317-347

    • DOI

      10.1016/j.spa.2013.08.004

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A tightness property of a symmetric Markov process and the uniform large deviation principle2013

    • Author(s)
      竹田雅好
    • Journal Title

      Proc. Amer. Math. Soc

      Volume: 141 Issue: 12 Pages: 4371-4383

    • DOI

      10.1090/s0002-9939-2013-11696-5

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals2013

    • Author(s)
      竹田雅好, 田原 喜宏
    • Journal Title

      Osaka J. Math

      Volume: 50 Pages: 287-307

    • NAID

      120005294078

    • URL

      http://projecteuclid.org/Euclid.ojm/1371833486

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A large deviation principle for symmetric Markov processes2013

    • Author(s)
      竹田 雅好
    • Journal Title

      Osaka J. Math.

      Volume: 印刷中

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A tightness property of a symmetric Markov processes and the uniform large deviation principle2013

    • Author(s)
      竹田 雅好
    • Journal Title

      Proc. Amer. Math. Soc.

      Volume: 印刷中

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Explosion of jump-type symmetric Dirichlet form on R^d2012

    • Author(s)
      塩沢裕一, 上村捻大
    • Journal Title

      J. Theoretical Probability

      Volume: 27 Issue: 2 Pages: 1-29

    • DOI

      10.1007/s10959-012-0424-5

    • Related Report
      2013 Final Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Conservativeness of non-symmetric dffusion processes generated by perturbed divergence forms2012

    • Author(s)
      竹田雅好, G Trutnau
    • Journal Title

      Forum Math

      Volume: 24 Issue: 2 Pages: 419-444

    • DOI

      10.1515/form.2011.111

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] On subharmonicity for symmetric Markov processes2012

    • Author(s)
      Z.-Q. Chen, 桑江一洋
    • Journal Title

      Journal of the Mathematical Society of Japan

      Volume: 64 Issue: 4 Pages: 1181-1209

    • DOI

      10.2969/jmsj/06441181

    • NAID

      10031177265

    • ISSN
      0025-5645, 1881-1167, 1881-2333
    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] On Calabi's strong maximum principle via local semi-Dirichlet forms2012

    • Author(s)
      桑江一洋
    • Journal Title

      Potential Anal

      Volume: 37 Issue: 4 Pages: 387-413

    • DOI

      10.1007/s11118-011-9266-5

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A large deviation principle for symmetric Markov processes with Feynman-Kac functional2011

    • Author(s)
      竹田雅好
    • Journal Title

      J. Theoret. Probab

      Volume: 24 Issue: 4 Pages: 1097-1129

    • DOI

      10.1007/s10959-010-0324-5

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Invariant sets and ergodic decomposition of local semi-Dirichlet forms2011

    • Author(s)
      桑江一洋
    • Journal Title

      Forum Math

      Volume: 23 Issue: 6 Pages: 1259-1279

    • DOI

      10.1515/form.2011.046

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A TOPOLOGICAL SPLITTING THEOREM FOR WEIGHTED ALEXANDROV SPACES2011

    • Author(s)
      Kazuhiro Kuwae, Takashi Shioya
    • Journal Title

      Tohoku Mathematical Journal, Second Series

      Volume: 63 Issue: 1 Pages: 59-76

    • DOI

      10.2748/tmj/1303219936

    • NAID

      110008425969

    • ISSN
      0040-8735, 2186-585X
    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Large deviations for discontinuous additive functionals of symmetric stable processes2011

    • Author(s)
      土田兼治、竹田雅好
    • Journal Title

      Mathematiche Nachrichten

      Volume: 284 Issue: 8-9 Pages: 1148-1171

    • DOI

      10.1002/mana.200810843

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A formula on scattering length of positive smooth measures2010

    • Author(s)
      竹田雅好
    • Journal Title

      Proc. Amer. Math. Soc

      Volume: 138 Issue: 4 Pages: 1491-1494

    • DOI

      10.1090/s0002-9939-09-10172-7

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Stability of the Feller property for non-local operators under bounded perturbations2010

    • Author(s)
      塩沢裕一, 上村捻大
    • Journal Title

      Glas.Mat. Ser

      Volume: 45 Issue: 1 Pages: 155-172

    • DOI

      10.3336/gm.45.1.12

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] <i>L<sup>p</sup></i>-independence of spectral bounds of Schr&ouml;dinger-type operators with non-local potentials2010

    • Author(s)
      田原 喜宏
    • Journal Title

      Journal of the Mathematical Society of Japan

      Volume: 62 Issue: 3 Pages: 767-788

    • DOI

      10.2969/jmsj/06230767

    • NAID

      10027870799

    • ISSN
      0025-5645, 1881-1167, 1881-2333
    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A Large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals

    • Author(s)
      竹田雅好、田原喜宏
    • Journal Title

      Osaka J.Math.

      Volume: (未定)(印刷中)

    • NAID

      120005294078

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Tightness property of a symmetric Markov process and the uniform large deviation principle

    • Author(s)
      竹田雅好
    • Journal Title

      Proc.Amer.Math.Soc.

      Volume: (未定)(印刷中)

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Presentation] 調和関数と大偏差原理2013

    • Author(s)
      土田兼治
    • Organizer
      科研費シンポジウム「マルコフ過程とその周辺」
    • Place of Presentation
      仙台
    • Year and Date
      2013-11-15
    • Related Report
      2013 Final Research Report
  • [Presentation] A Large Deviation Principle for Symmetric Markov Processes Normalized by Feynman-Kac Functionals2013

    • Author(s)
      田原喜宏
    • Organizer
      科研費シンポジウム「マルコフ過程とその周辺」
    • Place of Presentation
      仙台
    • Year and Date
      2013-11-14
    • Related Report
      2013 Final Research Report
  • [Presentation] Another analytic characterization of gaugeability for generalized Feynman-Kac Functionals2013

    • Author(s)
      桑江一洋
    • Organizer
      科研費シンポジウム「マルコフ過程とその周辺」
    • Place of Presentation
      仙台
    • Year and Date
      2013-11-14
    • Related Report
      2013 Final Research Report
  • [Presentation] Resolvent flows for convex functionals and p-harmonic maps2013

    • Author(s)
      桑江一洋
    • Organizer
      German-Japanese Open Meeting on Stochastic Analysis
    • Place of Presentation
      ドイツ, ライプチヒ大学
    • Year and Date
      2013-09-11
    • Related Report
      2013 Final Research Report
  • [Presentation] Upper escape rate of Markov chains on weighted graphs2013

    • Author(s)
      塩沢裕一
    • Organizer
      German-Japanese Open Meeting on Stochastic Analysis
    • Place of Presentation
      ドイツ, ライプチヒ大学
    • Year and Date
      2013-09-10
    • Related Report
      2013 Final Research Report
  • [Presentation] A variational formula for Dirichlet forms and Existence of Ground states2013

    • Author(s)
      竹田雅好
    • Organizer
      German-Japanese Open Meeting on Stochastic Analysis
    • Place of Presentation
      ドイツ, ライプチヒ大学
    • Year and Date
      2013-09-09
    • Related Report
      2013 Final Research Report
  • [Presentation] A variational formula for Dirichlet forms and existence of ground states2013

    • Author(s)
      竹田雅好
    • Organizer
      研究集会「マルコフ過程と確率解析」
    • Place of Presentation
      京都
    • Year and Date
      2013-01-13
    • Related Report
      2013 Final Research Report
  • [Presentation] A variational formula for Dirichlet forms and existence of ground states2013

    • Author(s)
      竹田雅好
    • Organizer
      研究集会「マルコフ過程と確率解析」
    • Place of Presentation
      京都大学理学研究科
    • Related Report
      2012 Annual Research Report
  • [Presentation] L^p-independence of growth bounds of symmetric Markov semi-groups and its applications2012

    • Author(s)
      竹田雅好
    • Organizer
      RIMS研究集会
    • Place of Presentation
      京都大学数理解析研究所
    • Related Report
      2012 Annual Research Report
  • [Presentation] Feynman-Kac penalizations of symmetric stable processes2011

    • Author(s)
      竹田雅好
    • Organizer
      the Banff workshop "Foundations of Stochastic Analysis"
    • Place of Presentation
      カナダ, バンフ
    • Year and Date
      2011-09-20
    • Related Report
      2013 Final Research Report
  • [Presentation] A Tightness property of symmetric Markov processes2011

    • Author(s)
      竹田雅好
    • Organizer
      5th International Conference on Stochastic Analysis and its Applications
    • Place of Presentation
      ドイツ, ボン大学
    • Year and Date
      2011-09-05
    • Related Report
      2013 Final Research Report
  • [Presentation] A Tightness property of symmetric Markov processes2011

    • Author(s)
      竹田雅好
    • Organizer
      5th International Conference on Stochastic Analysis and its Applications
    • Place of Presentation
      Hausdorff Center for Mathematics,ドイツ
    • Year and Date
      2011-09-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] A tightness property of a symmetric Markov process and the uniform large deviation principle2011

    • Author(s)
      竹田雅好
    • Organizer
      関西確率論セミナー
    • Place of Presentation
      京都大学理学研究科
    • Year and Date
      2011-06-10
    • Related Report
      2010 Annual Research Report
  • [Presentation] 対称マルコフ過程の加法汎関数に関する話題2011

    • Author(s)
      竹田雅好
    • Organizer
      確率論サマースクール
    • Place of Presentation
      松本
    • Related Report
      2013 Final Research Report
  • [Book] Dirichlet forms and symmetric Markov processes, Second revised and extended edition, de Gruyter Studies in Mathematics 192011

    • Author(s)
      福島正俊, 大島洋一, 竹田雅好
    • Publisher
      Walter de Gruyter
    • Related Report
      2013 Final Research Report

URL: 

Published: 2010-08-23   Modified: 2019-07-29  

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