Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2013: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2012: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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Outline of Final Research Achievements |
The main sujects are; study on (1) the noncausal stochastic integral, (2) noncausal stochastic integral or differential equations, (3) BPE(Brownian particle equations),(4) SFT(stochastic Fourier transformation). The results are; (1) relation between Ogawa intgeral and the symmetric integral is clarified, (2) Solution by SFT of the stochastic integral equation of Fredholm type. (3) study of solutions of BPE and applications (eg. establishment of a noncausal Girsanov's theorem),(4) study of SFT, the question of its invertibility in various cases.
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