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Stochastic Differential Equations and Their Applications

Research Project

Project/Area Number 62540150
Research Category

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

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionNagoya Institute of Technology

Principal Investigator

SHIMIZU Akinobu  Nagoya Institute of Technology, 工学部, 助教授 (10015547)

Co-Investigator(Kenkyū-buntansha) KATO Akikuni  Nagoya Institute of Technology, 工学部, 助教授 (20024226)
MIWA Megumu  Nagoya Institute of Technology, 工学部, 教授 (30011521)
YAMADA Hiroshi  Nagoya Institute of Technology, 工学部, 教授 (20022551)
HASEGAWA Yosihei  Nagoya Institute of Technology, 工学部, 助教授 (10022675)
YAMAZATO Makoto  Nagoya Institute of Technology, 工学部, 助教授 (00015900)
印南 信宏  名古屋工業大学, 工学部, 講師 (20160145)
Project Period (FY) 1987 – 1988
Project Status Completed (Fiscal Year 1988)
Budget Amount *help
¥2,500,000 (Direct Cost: ¥2,500,000)
Fiscal Year 1988: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 1987: ¥1,500,000 (Direct Cost: ¥1,500,000)
KeywordsMeasure Valued Diffusion / Infinite Allele Model / Multigene Family / Average Identity Probability / ユーンズのサンプリング公式 / 無限次元拡散過程 / 遺伝モデル / ライト・フィシャーモデル / ユーエンズのサンプリング公式
Research Abstract

The aim of this research project is to investigate measure valued diffusion processes related to population genetics theory. The process describing the so-called infinite allele model in population genetics has been rather investigated by S.N.Ethier,T.S.Kurtz and others. Here, we are concerned with the measure valued diffusion describing the n-locus model which was introduced by T.Ohta in 1982.
Our results can be summarized as follows.
1. The measure valued diffusion mentioned above is constructed.
2. The system of ordinary differential equations which the three average identity probabilities satisfy is derived. This is a mathematical justification of the Ohta's results obtained in 1982.
3. A kind of fEens' sampling formula is obtained which enables us to count the number of alleles in a randomly chosen chromosome at stationarity.

Report

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

    (14 results)

All Other

All Publications (14 results)

  • [Publications] A.Shimizu: "Nagoya Mathematical Journal".

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] M.Yamazato: Journal of the Mathematical Society of Japan. 40. 477-499 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Y.Hasegawa: "Probability Theory and Related Fields".

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] M.Yamazato: "Nagoya Mathematical Journal".

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] A.Shimizu: "Measure valued diffusion process describing an n locus model incorporating gene conversion" "Nagoya Mathematical Journal".

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] A.Shimizu: "The averaged acutual number of alleles that can be found in a multi-gene family"

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] M.Yamazato: "Characterization of the class of upward first passage time distributions of birth and death processes and related results" Journal of the Mathematical Society of Japan. 40. 477-499 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] M.Yamazato: "Hitting time distributions of single points for l-dimensional generalized diffusion processes" "Nagoya Mathematical Journal".

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Y.Hasegawa: "Brownian motions on infinite dimensional quadratic hypersurfaces" To appear in "Probability Theory and Related Fields".

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] A.Shimizu: Nagoya Mathematical Journal.

    • Related Report
      1988 Annual Research Report
  • [Publications] M.Yamazato: Nagoya Mathematical Journal.

    • Related Report
      1988 Annual Research Report
  • [Publications] Y.Hasegawa: Theory and Related fields.

    • Related Report
      1988 Annual Research Report
  • [Publications] A. Shimizu: Lecture Notes in Mathematical Biology. 70. 100-114 (1987)

    • Related Report
      1987 Annual Research Report
  • [Publications] M. Yamazato: J. Math. Soc. Japan. 40. (1988)

    • Related Report
      1987 Annual Research Report

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

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