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1995 Fiscal Year Final Research Report Summary

Research on differential operators in infinite dimensional spaces with symmetry

Research Project

Project/Area Number 06452014
Research Category

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

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

Principal Investigator

KUSUOKA Shigeo  Professor, Graduate School of Mathematical Sciences, The University of Tokyo, 大学院・数理科学研究科, 教授 (00114463)

Co-Investigator(Kenkyū-buntansha) TSUTSUMI Yoshio  Assistant Professor, Graduate School of Mathematical Sciences, The University of, 大学院・数理科学研究科, 助教授 (10180027)
OSADA Hirofumi  Assistant Professor, Graduate School of Mathematical Sciences, The University of, 大学院・数理科学研究科, 助教授 (20177207)
KATAOKA Kiyoomi  Professor, Graduate School of Mathematical Sciences, The University of Tokyo, 大学院・数理科学研究科, 教授 (60107688)
MATSUMOTO Yukio  Professor, Graduate School of Mathematical Sciences, The University of Tokyo, 大学院・数理科学研究科, 教授 (20011637)
MATANO Hiroshi  Professor, Graduate School of Mathematical Sciences, The University of Tokyo, 大学院・数理科学研究科, 教授 (40126165)
Project Period (FY) 1994 – 1995
KeywordsWiener Measure / Stochastic Analysis / Skelton / Dolbealt Cohomology / Horomorphic Function / Infinite Dimensional Analysis / Complex Wiener Space
Research Abstract

The object of this research was differential operators in infinite dimensional spaces, especially ones with symmetry. We had a progess in the research on holomorphic functions on complex Wiener spaces from viewpoint of stochastic analysis and in the research on asymptotics of fundamental solutions of heat equations with boundary conditions.
There have been some works on holomorphic functions in complex Wiener spaces. But all of them handled holomorphic functions defined in the whole space only. So these works did not make clear the holomorphicity as a local property. Since the aim of this research is to establish analysis on Wiener manifolds, we really need the localization of the concepts. We had a big progress in the localization of the notion of holomorphicity and skelton. The skelton of holomorphic functions is holomorphic functions in the Cameron-Martin space associated the original holomorphic functions. The existence of the skelton for holomorphic functions defined on the whole c … More omplex Wiener space was shown by Prof.Sugita in Kyushu University. But nothing is known about the skelton for holomorphic functions defined in subdomains. In this research we showed that if the subdomain is given by a positive domain of a good function, then there exists the skelton of holomorphic functions defined in the domain and the corespondance of skelton and holomorphic functions is one-to-one. Combining this result with known results, we can see that the Dolbeault cohomology coincides with the Cech cohomology of the sheaf of holomorphic functions in the domain. We hope that this result plays an important role in complex analysis in infinite dimensional spaces.
We also obtained the precise estimates on the asymptotic behavior of the fundamental solution for the heat equation with Dirichlet or Neumann conditions in the outside of strictly convex domains with smooth boundaries. We obtained this result by representing the fundamental solutions by the Wiener measure and by using the symmetry. We did not expect such a result, but we obtained it as a by-product. Less

  • Research Products

    (13 results)

All Other

All Publications (13 results)

  • [Publications] S. Kusuoka: "A basic estimate for two-dimensional holonomy" Journal of Functional Analysis. 127. 132-154 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S. Kusuoka: "Limit theorem on option replication with transaction costs" Annals of Applied Probability. 5. 198-221 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S. Kusuoka(N. Ikeda): "Short time asymptotics for fundamental solutions of heat equations" Proc. Taniguchi Conf.(発表予定).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H. Osada: "An invariance principle for non-symmetric Markor process and reflecting diffusions in random domains" Prob. Theory and Related Fields. 101. 45-63 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H. Osada: "Self-similar diffusions on a class of infinite ramified fractals" J. of Mathematical Society Japan. 47. 591-616 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y. Tsutsumi: "Global existence and uniqueness of energy solutions for the Maxwell Srodinger equations" Hokkaido Mathematical Journal. 24. 617-639 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 楠岡成雄: "確率・統計" 森北出版, 102 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S.KUSUOKA: "A basic estimate for two-dimensional holonomy" Journal of Functional Analysis. 127. 132-154 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.KUSUOKA: "Limit theorem on option replication with transaction costs" Annals of Applied Probability. 5. 198-221 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N.IKEDA and S.KUSUOKA: "Short time asymptotics for fundamental solutions of heat equations" Proceedings of Taniguchi Conference. (to appear). (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.OSADA: "An invariance principle for non-symmetric Markov process and reflectig diffusions in random domains" Probability Theory and Related Fields. 101. 45-63 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.OSADA: "Selp-similar diffusions on a class of infinite ramified farctals" Journal of Mathematical Society of Japan. 47. 591-616 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y.TSUTSUMI: "Global existence and uniqueness of energy solutions for the Maxwell Scrodinger equations" Hokkaido Mathematical Journal. 24. 617-639 (1995)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 1997-03-04  

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