Stochastic analysis of infinite particle systems in nonequilibruim
Project/Area Number |
23540122
|
Research Category |
Grant-in-Aid for Scientific Research (C)
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Allocation Type | Multi-year Fund |
Section | 一般 |
Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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Research Institution | Chiba University |
Principal Investigator |
TANEMURA Hideki 千葉大学, 理学(系)研究科(研究院), 教授 (40217162)
|
Co-Investigator(Renkei-kenkyūsha) |
KATORI Makoto 中央大学, 理工学部, 教授 (60202016)
SASAMOTO Tomohiro 東京工業大学, 大学院理工学研究科, 准教授 (70332640)
|
Project Period (FY) |
2011-04-28 – 2015-03-31
|
Project Status |
Completed (Fiscal Year 2014)
|
Budget Amount *help |
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2014: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2013: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
|
Keywords | 行列式過程 / 確率微分方程式 / ダイソン模型 / エアリー過程 / ランダム行列 / ディリクレ形式 / 末尾シグマ加法族 / 非平衡系 / 無限粒子系 / 強マルコフ性 / エアリー点過程 / 相関関数 / 行列値過程 / マルコフ性 / 特殊関数 / 行列式点過程 / 無限次元確率微分方程式 / 多時刻相関関数 |
Outline of Final Research Achievements |
We study existence and uniqueness of infinite dimensional stochastic differential equations (ISDEs). We clarified the relation between the uniqueness of solutions and the triviality of tail sigma fields. Applying the result, we obtained the uniqueness of strong solutions of ISDEs describing the systems of Brownian motions with long range interaction including logarithmic potential, and determined the Dirichlet forms associated with the systems.
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Report
(5 results)
Research Products
(15 results)