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Mathematical Study on Stochastic Models

Research Project

Project/Area Number 62460007
Research Category

Grant-in-Aid for General Scientific Research (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKyoto University

Principal Investigator

WATANABE Shinzo  Faculty of Science, Kyoto University, 理学部, 教授 (90025297)

Co-Investigator(Kenkyū-buntansha) TANIGUCHI Masahiko  Faculty of Science, Kyoto University, 理学部, 助教授 (50108974)
NISHIDA Takaaki  Faculty of Science, Kyoto University, 理学部, 教授 (70026110)
HIRAI Takeshi  Faculty of Science, Kyoto University, 理学部, 教授 (70025310)
IKEBE Teruo  Faculty of Science, Kyoto University, 理学部, 教授 (00025280)
KUSUNOKI Yukio  Faculty of Science, Kyoto University, 理学部, 教授 (90025221)
小谷 眞一  京都大学, 理学部, 助教授 (10025463)
足立 正久  京都大学, 理学部, 助教授 (50025285)
Project Period (FY) 1987 – 1988
Project Status Completed (Fiscal Year 1988)
Budget Amount *help
¥5,300,000 (Direct Cost: ¥5,300,000)
Fiscal Year 1988: ¥2,400,000 (Direct Cost: ¥2,400,000)
Fiscal Year 1987: ¥2,900,000 (Direct Cost: ¥2,900,000)
KeywordsStochastic analysis / Malliavin calculus / Generalized Wiener functionals / Asymptotic problems of heat kernels / Lie superalgebra / Periodic solutions of Duffing equations / Fractals / 双曲的変換の離散部分群 / 熱方程式の基本解の漸近理論 / Duffing方程式 / 周期解 / 双曲的変換 / 離散部分群 / Wiener空間上の解析学 / 熱方程式の基本解 / 指数定理 / ラングラケポテンシャルを持つSchrodinger方程式 / 木村モデル / 確率微分方程式
Research Abstract

An analysis on the Wiener space (Malliavin calculus) has been studied as an analogy of Schwartz distribution theory. In this framework, the pull-back of Schwartz distributions under a non-degenerate Wiener map can be defined as generalized Wiener functionals and by using this, the regularity and the asymptotics with respect to parameters of the law of Winer functionals can be discussed. This method has been applied to obtain asymptotic results for heat kernels (the fundamental solutions of heat equations). Furthermore, by taking a finite measure space as the parameter space, we can discuss the case of geat kernels with boundary conditions. As an application, a probabilistic proof was obtained for the Gauss-Bonnet-Chern therorem in the case of manifolds with boundaries. Also, this method has been applied to asymptotic problems of degenerate heat kernels.
The method of Poisson point processes with values in function spaces has been applied effectively to the study of diffusion processes with boundary conditions. By using this method in the construction problem of diffusions with Wentzell's boundary conditions, we could show the existence and uniqueness of diffusions in certain cases which could not be obtained before by other methods.
A new general method has been established for the construction of irreducible unitary representations of Lie superalgebras.
New results have been obtained for the existence of periodic solutions of Duffing equations. Also, the theory of interval dynamical systems and self-similar sets has been applied to obtain interesting results for the classical nowhere differentiable functions of Weierstrass and Besicovitch. This kind of research on fractals will be an important contact point of probability theory and analysis in future.
Interesting examples have been obtained for discrete groups of hyperbolic motions.

Report

(3 results)
  • 1988 Annual Research Report   Final Research Report Summary
  • 1987 Annual Research Report
  • Research Products

    (23 results)

All Other

All Publications (23 results)

  • [Publications] Shinzo,Watanabe: Annals of Probab. 15. 1-39 (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Satoshi,Takanobu;Shinzo,Watanabe: J.Math.Kyoto Univ.28. 71-80 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Hideaki,Uemura;Shinzo,Watanabe: Lecture Notes in Mathematics Proc.French-Japanese Seminar(ed.M.Metivier,S.Watanabe). 1322. 173-197 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Hirotoshi,Furutsu;Takeshi,Hirai: J.Math.Kyoto Univ.28. 695-749 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Masaya,Yamaguchi;Takaaki,Nishida;Hideaki,Yoshihara: RIMS Kokyuroku. 673. 80-95 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Masahiko,Taniguchi: Ergod.Th.& Dynam.Sys.8. 633-636 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Shinzo Watanabe: "Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels" Annals of Probab.15. 1-39 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Satoshi Takanobu and Shinzo Watanabe: "On the existence and uniqueness of diffusion processes with Wentzell's boundary conditions" J. Math. Kyoto Univ.28. 71-80 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Hirotoshi Furutsu and Takeshi Hirai: "Representations of Lie superalgebras, I. Extension of representations of the even part" J. Math. Kyoto Univ.28. 695-749 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Masaya Yamaguchi, Takaaki Nishida and Hideaki Yoshihara: "Periodic solutions of Duffing equation - a computer proof" RIMS Kokyuroku. 673. 80-95 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Masahiko Tanaiguchi: "Examples of discrete groups of hyperbolic motions conservative but not ergodic at infinity" Ergod. Th. & Dynam. Sys.8. 633-636 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Shinzo,Watanabe: Lecture Notes in Mathematics Proc.5-th Japan-USSR Symp.(ed.S.Watanabe,Yu.V.Prokhorov). 1299. 541-548 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] Hideaki,Uemura,Shinzo,Watanabe: Lecture Notes in Mathematics Proc.French-Japanese Seminar(ed.M.Metivier,S.Watanabe). 1322. 173-197 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] Hirotoshi,Furutsu,Takeshi,Hirai: J.Math.Kyoto Univ.28. 695-749 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] Masaya,Yamaguchi,Takaaki,Nishida,Hideaki,Yoshihara: RIMS Kokyuroku. 673. 80-95 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] Akitaka,Matsumura,Takaaki,Nishida: Recent Topics in Nonlinear PDE IV. (1989)

    • Related Report
      1988 Annual Research Report
  • [Publications] Masahiko,Taniguchi: Ergod.Th.& Dynam.Sys.8. 633-636 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] Shinzo Watanabe: The Annals of Probability. 15. 1-39 (1987)

    • Related Report
      1987 Annual Research Report
  • [Publications] Shinzo Watanabe: Ann.Inst.Henri Poincare. 23. 297-320 (1987)

    • Related Report
      1987 Annual Research Report
  • [Publications] Satoshi Takanobu;Shinzo Watanabe: J.Math.Kyoto Univ.28. 71-80 (1988)

    • Related Report
      1987 Annual Research Report
  • [Publications] Shinichi Kotani: Probability Theory and Mathematical Statistics,Proceedings Fefth Japan-USSR Symosium,Lecture Notes in Math.1299. 195-205 (1988)

    • Related Report
      1987 Annual Research Report
  • [Publications] Yukio Ogura;Norio Shimakura: J.Math.Kyoto Univ.27. 305-347 (1987)

    • Related Report
      1987 Annual Research Report
  • [Publications] Masahiko Taniguchi: J.Math.Kyoto Univ.27. 507-530 (1987)

    • Related Report
      1987 Annual Research Report

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Published: 1987-04-01   Modified: 2016-04-21  

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