Stochastic analysis of jump-type Markov processes and jump-diffusion processes
Project/Area Number |
23540172
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Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Multi-year Fund |
Section | 一般 |
Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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Research Institution | Kansai University |
Principal Investigator |
|
Project Period (FY) |
2011-04-28 – 2015-03-31
|
Project Status |
Completed (Fiscal Year 2014)
|
Budget Amount *help |
¥4,940,000 (Direct Cost: ¥3,800,000、Indirect Cost: ¥1,140,000)
Fiscal Year 2014: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
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: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
|
Keywords | Dirichlet 形式 / マルコフ過程 / 保存性 / ジャンプ拡散過程 / 飛躍型マルコフ過程 / レヴィ過程 / 飛躍型 Dircihlet 形式 / 再帰性 |
Outline of Final Research Achievements |
We succeeded to construct a stochastic process, in particular, a jump-diffusion Markov process by using a lower bounded semi-Dirichlet form theory. Moreover a conservative condition is derived in terms of diffusion data, jump rate and the volume growth of balls with respect to the basic measure. Futher the existence of adjoint Markov process of the jump process is revealed under suitable conditions on the jump kernel.
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Report
(5 results)
Research Products
(16 results)