1998 Fiscal Year Final Research Report Summary
Infinite Dimensional Analysis and its Applications
Project/Area Number 
09640300

Research Category 
GrantinAid for Scientific Research (C)

Allocation Type  Singleyear Grants 
Section  一般 
Research Field 
General mathematics (including Probability theory/Statistical mathematics)

Research Institution  Meijo University 
Principal Investigator 
SAITO Kimiaki Meijo Univ., Dep.of Math., Associate Prof., 理工学部, 助教授 (90195983)

CoInvestigator(Kenkyūbuntansha) 
MIMACHI Yuko Meijo Univ., Dep.of Math., Lecturer, 理工学部, 講師 (00218629)
NISHI Kenjiro Meijo Univ., Dep.of Math., Lecturer, 理工学部, 講師 (30076616)
HARA Masaru Meijo Univ., Dep.of Math., Prof., 理工学部, 教授 (30023295)
MATSUZAWA Tadato Meijo Univ., Dep.of Math., Prof., 理工学部, 教授 (20022618)
HIDA Takeyuki Meijo Univ., Dep.of Math., Prof., 理工学部, 教授 (90022508)

Project Period (FY) 
1997 – 1998

Keywords  Infinite Dimensional Analysis / White Noise Analysis / The Levy Laplacian / Infinite Dimensional Stochastic Process / Poisson Noise Analysis 
Research Abstract 
We have researched the infinite dimensional stochastic analysis based on the white noise on the theme 'Infinite Dimensional Analysis and its Applications' from April 1997 to March 1998. We organized several symposiums and seminars, and discussed with coresearchers each other. In this research, we obtained fundamental progress on infinite dimensional Laplacians, in particular the Levy Laplacian. The selfadjoint operator is very important in Quantum theory. So far the Levy Laplacian has been considered as non selfadjoint operator. But in this research we succeeded in extending the Levy Laplacian to a selfadjoint operator densely defined on some Hilbert space in the space of generalized white noise functionals. Based on this result we expect to get many applications to describe phenomena. As applications we have already obtained a relation between the Levy Laplacian and the number operator and also a relation between a semigroup generated by the Laplacian and an infinite dimensional OrnsteinUhlenbeck process. Moreover if we consider the Levy Laplacian acting on Poisson noise functionals, then more fruitful results can be obtained and those results are closely related to the mathematical finance. Those are also developments on Hida calculus and can be applied to Matsuzawa's researches on partial differential equations in terms of the infnite dimensional method. An analogue to the padic white noise analysis can be easily obtained by those results. Poisson noise analysis is useful to find many examples in Nishi's researches. The Levy Laplacian can be characterized by the ergodic property. This is closely related to Mimachi's researches on the ergodic theory. The selfadjointness of the Levy Laplacian made joint projects between coresearchers.

Research Products
(12 results)