• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to project page

1997 Fiscal Year Final Research Report Summary

Research of stochastic processes on fractals.

Research Project

Project/Area Number 08454040
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionNagoya University

Principal Investigator

KUMAGAI Takashi  Nagoya Univ.Graduate School of Math., Associate Professor, 大学院多元数理科学研究科, 助教授 (90234509)

Co-Investigator(Kenkyū-buntansha) SUGIURA Makoto  Nagoya University, Graduate School of Math., Research Assistant, 大学院多元数理科学研究科, 助手 (70252228)
CHIYONOBU Taizo  Nagoya University, Graduate School of Math., Research Assistant, 大学院多元数理科学研究科, 助手 (50197638)
OBATA Nobuaki  Nagoya University, Graduate School of Math., Associate Professor, 大学院多元数理科学研究科, 助教授 (10169360)
ICHIHARA Kanji  Nagoya University, Graduate School of Math., Associate Professor, 大学院多元数理科学研究科, 助教授 (00112293)
Project Period (FY) 1996 – 1997
Keywordsfractal / stochastic process / self-similar set / heat kernel / sierpinski carpet / Harnack ineguality / homogenization
Research Abstract

1. We have obtained sharp estimates on the transition densities (heat kernels) for diffusion processes on p.c.f. self-similar sets, which correspond to finitely ramified self-similar fractals. It was known that if the fractal had a strong symmetry, then the heat kernel of the Brownian motion had Aronson type estimates. In our result, we show that the Aronson type estimates do not hold in general. This work will appear in J.London Math.Soc.
2. On infinitely ramified fractals, we have studied the heat kernel estimates for diffusion processes on random Sierpinski carpets. We obtained sharp esimates for each sample carpets (each environments). Further, we obtained almost sure estimates assuming strong ergodicity for the randomness of the carpets. One of the key idea was to obtain uniform Harnack inequality of the approximate processes using the coupling arguments due to Barlow-Bass. This work is now a preprint.
3. On the relations between fractals and Euclidean spaces, we studied homogenization problems. Since the joint work of the head investigator with Prof.Kusuoka, it was known that the stability of fixed points of the renormalization map was essential. In our research, we discussed with researchers of the same fields when we attended interational workshops and learned several new ideas and methods to search for the problem. But so far we could not apply the methods to our cases. This is the problem we should pursue in a near future.

  • Research Products

    (13 results)

All Other

All Publications (13 results)

  • [Publications] 熊谷 隆: "Short time asymptotic beharidr and large deviations for Brownian motion on some affine nested fractals" Publ.RIMS Kyoto Univ.33. 223-240 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 熊谷 隆: "フラクタル上の確率過程とその周辺" 数学(岩波書店). 49・2. 158-172 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] (B.M.Hambly), 熊谷 隆: "Transition density estimates for diffnsion processes on p.c.f. self-similar fractals." J.London Math.Soc.(発表予定).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 市原 完治: "A Liouville property for deifference operators" Japanese J.Math.(発表予定).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 尾畑 伸明: "Quantum stochastic differential equations in terms of quantum white noise" Nonlinear Analysis,Theory,Methods and Applications. 30. 279-290 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 尾畑 伸明: "Wick product of white noise operators and quantum stochastic differential equations." J.Math.Soc.Japan. 51(発表予定).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] T.Kumagai: "Short time asymptotic behavior and large deviations for Brownian motion on some affine nested fractals." Pulbl.RIMS.Kyoto Univ.33. 223-240 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] T.Kumagai: "Stochactic processes on fractals and their related fields." Sugaku. 49-2 (in Japanese). 158-172 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] B.M.Hambly and T.Kumagai: "Transition density estimates for diffusion processes on p.c.f. self-similar fractals." J.London Math.Soc.(to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K.Ichihara: "A Liouville property for difference operators." Japanese J.Math.(to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N.obata: "Quantum stochastic differential equations in terms of quantum white noise." Nonlinear Analysis, Theory, Methods and Applications. 30. 279-290 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N.obata: "Wick product of white noise operators and quantum stochastic differential equations." J.Math.Soc.Japan. 51 (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Sugiura: "Exponential asymptotics in the small parameter exit problem." Nagoya.Math.J.144. 137-154 (1996)

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

URL: 

Published: 1999-03-16  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi