1994 Fiscal Year Annual Research Report

確率論の総合的研究

Research Project

Project/Area Number	05302012
Research Institution	TOKYO INSTITUTE OF TECHNOLOGY
Principal Investigator	志賀徳造東京工業大学, 理学部, 教授 (60025418)
Co-Investigator(Kenkyū-buntansha)	服部哲弥宇都宮大学, 工学部, 助教授 (10180902) 長井英生名古屋大学, 情報文化学部, 助教授 (70110848) 久保泉広島大学, 理学部, 教授 (70022621) 小倉幸雄佐賀大学, 理工学部, 教授 (00037847) 小谷眞一大阪大学, 理学部, 教授 (10025463)
Keywords	確率論 / 確率解析 / マルコフ過程 / エルゴード理論 / 無限粒子系 / 流体力学極限 / 数理物理 / 数理生物
Research Abstract	申請書に記載した本年度の研究計画に基づいて、研究分担者の組織する次の研究集会を実施した。 1.「サマースクール」1994年8月3日(水)〜7日(日)(信州大学) テーマ:Log Sobolev Inequalityを中心として組織者:小倉幸雄、小谷真一、熊谷隆、松本裕行、長井英生、井上和行 A)Ising modelにおける解析的諸条件と相転移(樋口、吉田) b)ループ群上の確率解析(重川) 2.「Gauss過程,安定過程とその応用」1994年7月25日(月)〜27日(水)(名古屋大学) 組織者:〓田倍之,久保泉,山里眞 3.「確率解析」1994年10月12日(木)〜15日(日)(金沢大学) 組織者:竹田雅好,高信敏,真鍋昭治郎,大島洋一 4.「数理物理、数理生物における確率解析」1994年10月26日(水)〜28日(金)(統計数理研究所) 組織者:伊藤栄明,服部哲弥,岩田耕一郎,内山耕平,志賀徳造 5.「確率解析の応用」1994年12月2日(金)〜12月4日(日)(名古屋大学) 組織者:国田寛,長井英生 6.「確率過程とその周辺」1994年12月20日(火)〜12月23日(金)(大阪大学) 組織者:松本裕行,熊谷隆,真鍋昭治郎,竹田雅好 7.「エルゴード理論とその周辺」1994年12月23日(金)-12月26日(月)(愛知県労働者研修センター) 組織者:久保泉,仲田均,盛田健彦「無限粒子系、流体力学極限とその周辺」1995年1月23日(月)〜24日(火)(名古屋大学) 組織者:舟木直久,内山耕平上記いずれの研究集会も盛況であった。中でも1.は確率論と統計物理、幾何学という異なる分野との境界領域で注目されてきた対数ソボレフ不等式を軸に最近の諸問題についての連続講演と討論を、特に若手研究者を対象に企画したもので成功であった。また、4.では物理や生物における数理科学者との研究交流をめざし、その他の研究集会も活発な研究発表および討論で溢れ、参加者の研究にも大きな刺激を与えるものとなった。

Research Products

(18 results)

All Other

All Publications (18 results)

[Publications] 志賀徳造: "Two contrasting properties for solutios of one-dimensional stochastic partial differentialequation" Canadian J.Math.46. 415-437 (1994)
[Publications] S.N.Ethier,志賀徳造: "Neutral allelic geneology" CMR Rroceedings and Lecture Notes. 5. 87-98 (1994)
[Publications] 志賀徳造: "Stationary distrbution problem for interacting diffusion systems" CMR Rroceedings and Lecutre Notes. 5. 199-212 (1994)
[Publications] 志賀徳造,T.Cox,A.Greven: "Finite and infinite systems for interacting diffusions" PTRF. (掲載予定). (1995)
[Publications] 小倉幸雄、半田賢司,P.Kalukottege: "A Probabilistic interpretation of the degree of fuzziness" J.Appl.Prob.Decsmber. (掲載予定). (1994)
[Publications] 久保泉、H.-H.Kuo: "Finite dimensional Hida distributions" J.Func.Anal. (掲載予定). (1995)
[Publications] 久保泉: "A direct setting of white noise calculus,Stochastic Analysis on Infinite Dimensional Spaces" Longman. 152-166 (1994)
[Publications] 舟木直久、長井英生: "Degenerative convergence of diffusion process towards a submanifold by strong drift" Stochastics and Stochastics Reports. 44. 1-25 (1993)
[Publications] 長井英生: "Extremal Holomorphic Diffusion Processes" Potential Analysis. 2. 371-386 (1993)
[Publications] 長井英生: "Bellman Equations of Risk Sensitive Control" SIAM J.Control and Optimization. (掲載予定). (1995)
[Publications] 服部久美子、服部哲弥,渡辺浩: "Asymptotically one-dimensional diffusions on the Sierpinski gasket and the abc-gaskets" Probad.Theory Relat.Fields. 100. 85-116 (1994)
[Publications] 服部哲弥: "Asymptotically one-dimensional diffusions on scale-irregular gasket" Preprint. (1994)
[Publications] 河野敬雄、N.R.Shieh.: "Local times and related sample path properties of certain self-similar processes" J.Math.Kyoto Univ. 33. 51-64 (1993)
[Publications] 熊谷隆: "Estimates of transition densities for Brownian motion on nested fractals" Probab.Theory Relat.Fields. 96. 205-224 (1993)
[Publications] 国田寛: "Stochastic flows acting on Schwartz distributions" J.Theoretical Probab. 7. 247-278 (1994)
[Publications] 真鍋昭治郎、池田信行,楠岡成雄: "Levy′s stochastic area Formula for Gaussian Processes" Comm.Pure and Appl.Math.47. 329-360 (1994)
[Publications] 松本裕行: "Semiclassical asympotics of eigenvalue distributions for Schrodinger operators with magnetic fields" Comm.PDE. 19. 719-759 (1994)
[Publications] 盛田健彦: "Local limit theorem and distribution of periodic orbits of Lasota Yorke transformations with infinite Markov partition" J.Math.Soc.Japan. 46. 309-343 (1994)

1994 Fiscal Year Annual Research Report

確率論の総合的研究

Principal Investigator

志賀 徳造 東京工業大学, 理学部, 教授 (60025418)

Research Products

[Publications] 志賀 徳造: "Two contrasting properties for solutios of one-dimensional stochastic partial differentialequation" Canadian J.Math.46. 415-437 (1994)

[Publications] S.N.Ethier,志賀 徳造: "Neutral allelic geneology" CMR Rroceedings and Lecture Notes. 5. 87-98 (1994)

[Publications] 志賀 徳造: "Stationary distrbution problem for interacting diffusion systems" CMR Rroceedings and Lecutre Notes. 5. 199-212 (1994)

[Publications] 志賀 徳造,T.Cox,A.Greven: "Finite and infinite systems for interacting diffusions" PTRF. (掲載予定). (1995)

[Publications] 小倉 幸雄、半田 賢司,P.Kalukottege: "A Probabilistic interpretation of the degree of fuzziness" J.Appl.Prob.Decsmber. (掲載予定). (1994)

[Publications] 久保 泉、H.-H.Kuo: "Finite dimensional Hida distributions" J.Func.Anal. (掲載予定). (1995)

[Publications] 久保 泉: "A direct setting of white noise calculus,Stochastic Analysis on Infinite Dimensional Spaces" Longman. 152-166 (1994)

[Publications] 舟木 直久、長井 英生: "Degenerative convergence of diffusion process towards a submanifold by strong drift" Stochastics and Stochastics Reports. 44. 1-25 (1993)

[Publications] 長井 英生: "Extremal Holomorphic Diffusion Processes" Potential Analysis. 2. 371-386 (1993)

[Publications] 長井 英生: "Bellman Equations of Risk Sensitive Control" SIAM J.Control and Optimization. (掲載予定). (1995)

[Publications] 服部 久美子、服部 哲弥,渡辺 浩: "Asymptotically one-dimensional diffusions on the Sierpinski gasket and the abc-gaskets" Probad.Theory Relat.Fields. 100. 85-116 (1994)

[Publications] 服部 哲弥: "Asymptotically one-dimensional diffusions on scale-irregular gasket" Preprint. (1994)

[Publications] 河野 敬雄、N.R.Shieh.: "Local times and related sample path properties of certain self-similar processes" J.Math.Kyoto Univ. 33. 51-64 (1993)

[Publications] 熊谷 隆: "Estimates of transition densities for Brownian motion on nested fractals" Probab.Theory Relat.Fields. 96. 205-224 (1993)

[Publications] 国田 寛: "Stochastic flows acting on Schwartz distributions" J.Theoretical Probab. 7. 247-278 (1994)

[Publications] 真鍋 昭治郎、池田 信行,楠岡 成雄: "Levy′s stochastic area Formula for Gaussian Processes" Comm.Pure and Appl.Math.47. 329-360 (1994)

[Publications] 松本 裕行: "Semiclassical asympotics of eigenvalue distributions for Schrodinger operators with magnetic fields" Comm.PDE. 19. 719-759 (1994)

[Publications] 盛田 健彦: "Local limit theorem and distribution of periodic orbits of Lasota Yorke transformations with infinite Markov partition" J.Math.Soc.Japan. 46. 309-343 (1994)

志賀徳造東京工業大学, 理学部, 教授 (60025418)

[Publications] 志賀徳造: "Two contrasting properties for solutios of one-dimensional stochastic partial differentialequation" Canadian J.Math.46. 415-437 (1994)

[Publications] S.N.Ethier,志賀徳造: "Neutral allelic geneology" CMR Rroceedings and Lecture Notes. 5. 87-98 (1994)

[Publications] 志賀徳造: "Stationary distrbution problem for interacting diffusion systems" CMR Rroceedings and Lecutre Notes. 5. 199-212 (1994)

[Publications] 志賀徳造,T.Cox,A.Greven: "Finite and infinite systems for interacting diffusions" PTRF. (掲載予定). (1995)

[Publications] 小倉幸雄、半田賢司,P.Kalukottege: "A Probabilistic interpretation of the degree of fuzziness" J.Appl.Prob.Decsmber. (掲載予定). (1994)

[Publications] 久保泉、H.-H.Kuo: "Finite dimensional Hida distributions" J.Func.Anal. (掲載予定). (1995)

[Publications] 久保泉: "A direct setting of white noise calculus,Stochastic Analysis on Infinite Dimensional Spaces" Longman. 152-166 (1994)

[Publications] 舟木直久、長井英生: "Degenerative convergence of diffusion process towards a submanifold by strong drift" Stochastics and Stochastics Reports. 44. 1-25 (1993)

[Publications] 長井英生: "Extremal Holomorphic Diffusion Processes" Potential Analysis. 2. 371-386 (1993)

[Publications] 長井英生: "Bellman Equations of Risk Sensitive Control" SIAM J.Control and Optimization. (掲載予定). (1995)

[Publications] 服部久美子、服部哲弥,渡辺浩: "Asymptotically one-dimensional diffusions on the Sierpinski gasket and the abc-gaskets" Probad.Theory Relat.Fields. 100. 85-116 (1994)

[Publications] 服部哲弥: "Asymptotically one-dimensional diffusions on scale-irregular gasket" Preprint. (1994)

[Publications] 河野敬雄、N.R.Shieh.: "Local times and related sample path properties of certain self-similar processes" J.Math.Kyoto Univ. 33. 51-64 (1993)

[Publications] 熊谷隆: "Estimates of transition densities for Brownian motion on nested fractals" Probab.Theory Relat.Fields. 96. 205-224 (1993)

[Publications] 国田寛: "Stochastic flows acting on Schwartz distributions" J.Theoretical Probab. 7. 247-278 (1994)

[Publications] 真鍋昭治郎、池田信行,楠岡成雄: "Levy′s stochastic area Formula for Gaussian Processes" Comm.Pure and Appl.Math.47. 329-360 (1994)

[Publications] 松本裕行: "Semiclassical asympotics of eigenvalue distributions for Schrodinger operators with magnetic fields" Comm.PDE. 19. 719-759 (1994)

[Publications] 盛田健彦: "Local limit theorem and distribution of periodic orbits of Lasota Yorke transformations with infinite Markov partition" J.Math.Soc.Japan. 46. 309-343 (1994)