| Budget Amount *help |
¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2011: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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| Research Abstract |
I have studied rough path theory for these four years. This theory is a "de-randomization" of Ito's theory of stochastic differential equation and looks like real analysis, rather than probability theory. I studied probabilistic aspects of this rapidly growing research area, in particular, asymptotic theorems
such as large deviation principle and Laplace-type asymptotic expansions.
Using Malliavin calculus as a tool, I write a few papers on this topic.
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