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Functional analysis for weighted Markov processes and its applications

Research Project

Project/Area Number 26400143
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Basic analysis
Research InstitutionKumamoto University

Principal Investigator

Kim Daehong  熊本大学, 大学院先端科学研究部(工), 教授 (50336202)

Co-Investigator(Kenkyū-buntansha) 桑江 一洋  福岡大学, 理学部, 教授 (80243814)
Co-Investigator(Renkei-kenkyūsha) UEMURA Toshihiro  関西大学, 理工学部, 教授 (30285332)
SHIOZAWA Yuichi  大阪大学, 理学部, 准教授 (60454518)
Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2016: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2015: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2014: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywords確率論 / 確率解析 / 確率過程論 / ディリクレ形式論 / 一般化ファインマン・カッツ汎関数 / 熱核の安定性 / ゲージ関数 / ランダム媒質中の多次元拡散過程 / p-独立性 / Feynman-Kac functionals / gaugeability / heat kernel / stability / Markov process / Green-tight Kato class / Penalization
Outline of Final Research Achievements

In this research, we were able to investigate several properties of weighted stochastic processes induced by generalized Feynman-Kac functionals with continuous additive functionals of zero energy which is not necessarily of zero quadratic variation, using the theory of weighted Markov processes and their analytic counterparts.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (28 results)

All 2017 2016 2015 2014

All Journal Article (13 results) (of which Peer Reviewed: 9 results,  Acknowledgement Compliant: 4 results,  Open Access: 1 results) Presentation (15 results) (of which Int'l Joint Research: 2 results,  Invited: 13 results)

  • [Journal Article] On doubly Feller property of resolvent2017

    • Author(s)
      Mila Kurniawaty, Kazuhiro Kuwae and Kaneharu Tsuchida
    • Journal Title

      Kyoto Journal of Mathematics

      Volume: 印刷中

    • Related Report
      2016 Annual Research Report
  • [Journal Article] General analytic characterization of gaugeability for Feynman-Kac functionals2017

    • Author(s)
      Daehong Kim and Kazuhiro Kuwae
    • Journal Title

      Mathematische Annalen

      Volume: 印刷中

    • Related Report
      2016 Annual Research Report
  • [Journal Article] A refinement of analytic characterizations of gaugeability for generalized Feynman-Kac functionals2016

    • Author(s)
      Daehong Kim, Mila Kurniawaty and Kazuhiro Kuwae
    • Journal Title

      Illinois Journal of Mathematics

      Volume: 59

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Large deviation principles for generalized Feynman-Kac functionals and its applications2016

    • Author(s)
      Daehong Kim, Kazuhiro Kuwae and Yoshihiro Tawara
    • Journal Title

      Tohoku Mathematical Journal

      Volume: 68

    • NAID

      130008106073

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Convergence of measures penalized by generalized Feynman-Kac transforms2016

    • Author(s)
      Daehong Kim and Masakuni Matsuura
    • Journal Title

      Tohoku Mathematical Journal

      Volume: 68

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] On a stability of heat kernel estimates under Feynman-Kac perturbations for diffusion processes2015

    • Author(s)
      Daehong Kim and Kazuhiro Kuwae
    • Journal Title

      数理解析研究所講究録

      Volume: 1952 Pages: 46-54

    • Related Report
      2015 Research-status Report
  • [Journal Article] Stochastic calculus over symmetric Markov processes with time reversal2015

    • Author(s)
      Kazuhiro Kuwae
    • Journal Title

      Nagoya Mathematical Journal

      Volume: 220 Pages: 91-148

    • DOI

      10.1017/s0027763000009624

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Journal Article] On a stability of heat kernel estimates under generalized non-local Feynman-Kac perturbations for stable-like processes2015

    • Author(s)
      Daehong Kim and Kazuhiro Kuwae
    • Journal Title

      Festschrift Masatoshi Fukushima, Interdisciplinary Mathematical Sciences, World Scientific

      Volume: 17 Pages: 287-305

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Resolvent Flows for Convex Functionals and p-Harmonic Maps2015

    • Author(s)
      Kuwae, Kazuhiro
    • Journal Title

      Analysis and Geometry in Metric Spaces

      Volume: 3 Issue: 1 Pages: 46-72

    • DOI

      10.1515/agms-2015-0004

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] A remark on uniqueness of Silverstein extensions of symmetric Dirichlet forms2014

    • Author(s)
      Kazuhiro Kuwae and Yuichi Shiozawa
    • Journal Title

      Mathematische Nachrichten

      Volume: 287 Issue: 4 Pages: 1-13

    • DOI

      10.1002/mana.201300322

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] On spectral bounds for symmetric Markov chains with coarse Ricci curvatures2014

    • Author(s)
      Eiki Kokubo and Kazuhiro Kuwae
    • Journal Title

      Revue Roumaine de Mathématiques Pures et Appliquées

      Volume: 59 Pages: 123-155

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] Jensen's inequality on convex spaces2014

    • Author(s)
      Kazuhiro Kuwae
    • Journal Title

      Calc. Var. Partial Differential Equations

      Volume: 49 Issue: 3-4 Pages: 1359-1378

    • DOI

      10.1007/s00526-013-0625-5

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] On a stability for generalized Feynman-Kac semigroups of stable-like processes2014

    • Author(s)
      金大弘・桑江一洋
    • Journal Title

      数理解析研究所講究録

      Volume: 1903 Pages: 90-96

    • Related Report
      2014 Research-status Report
  • [Presentation] Unavoidable sets of some time inhomogeneous diffusions in ergodic random environments2017

    • Author(s)
      Daehong Kim
    • Organizer
      Markov processes and related fields
    • Place of Presentation
      Tokushima Workshop
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Absolute continuity and relative entropy for probability measures induced by a certain Girsanov transform2016

    • Author(s)
      Daehong Kim
    • Organizer
      Markov processe and related fields
    • Place of Presentation
      ヴェルクよこすか
    • Year and Date
      2016-01-09
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] Liouville property for harmonic maps between metric spaces2016

    • Author(s)
      Kazuhiro Kuwae
    • Organizer
      Markov processe and related fields
    • Place of Presentation
      ヴェルクよこすか
    • Year and Date
      2016-01-09
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] Absolute continuity and relative entropy for probability measures induced by a certain Girsanov transform2016

    • Author(s)
      Daehong Kim
    • Organizer
      Seminar on Probability Theory
    • Place of Presentation
      Seoul National University, Korea
    • Related Report
      2016 Annual Research Report
    • Invited
  • [Presentation] Remark on unavoidable sets of some time inhomogeneous diffusions in random media2016

    • Author(s)
      Daehong Kim
    • Organizer
      International Conference for Korean Mathematical Society 70th Anniversary
    • Place of Presentation
      Seoul National University, Korea
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] General analytic characterization of gaugeability for Feynman-Kac functionals2016

    • Author(s)
      Daehong Kim
    • Organizer
      3rd Workshop on Probability Theory and its Applications
    • Place of Presentation
      KIAS, Korea
    • Related Report
      2016 Annual Research Report
    • Invited
  • [Presentation] A refinement of analytic characterizations of gaugeability for generalized Feynman-Kac functionals2015

    • Author(s)
      Kazuhiro Kuwae
    • Organizer
      Probability Symposium
    • Place of Presentation
      岡山大学理学部
    • Year and Date
      2015-12-15
    • Related Report
      2015 Research-status Report
  • [Presentation] On gaugeability for generalized Feynman-Kac functionals and its applications2015

    • Author(s)
      Kazuhiro Kuwae
    • Organizer
      German-Japanese conference on Stochastic Analysis and Applications
    • Place of Presentation
      東北大学さくらホール
    • Year and Date
      2015-08-31
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] Stability of heat kernel estimates under Feynman-Kac perturbations for symmetric Markov processes2015

    • Author(s)
      Daehong Kim
    • Organizer
      Summer School on Dirichlet forms and Stochastic Analysis
    • Place of Presentation
      関西大学理工学部
    • Year and Date
      2015-08-24
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] General analytic characterization of gaugeability for Feynman-Kac functionals2015

    • Author(s)
      Daehong Kim
    • Organizer
      Workshop on Probability at Kansai University
    • Place of Presentation
      Kansai University
    • Year and Date
      2015-01-31
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] Liouville property of harmonic functions of finite energy II2015

    • Author(s)
      Kazuhiro Kuwae
    • Organizer
      Workshop on Probability at Kansai University
    • Place of Presentation
      Kansai University
    • Year and Date
      2015-01-31
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] Gaugeability and conditional gaugeability of generalized Feynman-Kac functionals2014

    • Author(s)
      Kazuhiro Kuwae
    • Organizer
      International Conference on Stochastic Processes, Analysis and Mathematical Physics
    • Place of Presentation
      Kansai University
    • Year and Date
      2014-08-29
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] Convergence of measures penalized by generalized Feynman-Kac transforms2014

    • Author(s)
      Daehong Kim
    • Organizer
      International Conference on Stochastic Processes, Analysis and Mathematical Physics
    • Place of Presentation
      Kansai University
    • Year and Date
      2014-08-27
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] Convergence of measures penalized by generalized Feynman-Kac transforms2014

    • Author(s)
      Daehong Kim
    • Organizer
      7th International Conference on Stochastic Analysis and Applications
    • Place of Presentation
      Seoul National University, Korea
    • Year and Date
      2014-08-11
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] On a stability for generalized Feynman-Kac semigroups of stable-like processes2014

    • Author(s)
      Kazuhiro Kuwae
    • Organizer
      7th International Conference on Stochastic Analysis and Applications
    • Place of Presentation
      Seoul National University, Korea
    • Year and Date
      2014-08-11
    • Related Report
      2014 Research-status Report
    • Invited

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Published: 2014-04-04   Modified: 2018-03-22  

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