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2000 Fiscal Year Final Research Report Summary

Asymptotic estimates of oscillatory integrals on abstract Wiener space

Research Project

Project/Area Number 10440043
Research Category

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

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionOsaka University

Principal Investigator

MANABE Shojiro  Osaka University, Dept.Math.Associate Prof., 大学院・理学研究科, 助教授 (20028260)

Co-Investigator(Kenkyū-buntansha) ATSUJI Atsushi  Osaka University, Dept.Math.Lecturer, 大学院・理学研究科, 講師 (00221044)
KOISO Norihito  Osaka University, Dept.Math.Prof, 大学院・理学研究科, 教授 (70116028)
KOTANI Shinichi  Osaka University, Dept.Math.Prof, 大学院・理学研究科, 教授 (10025463)
MITOMA Itaru  Saga University, Dept.Math.Associate Prof., 理工学部, 教授 (40112289)
ISOZAKI Yasuki  Osaka University, Dept.Math.Assistant, 大学院・理学研究科, 助手 (90273573)
Project Period (FY) 1998 – 2000
KeywordsWiener space / stochastic analysis / stochastic oscillatory integral
Research Abstract

On the subject of stochastic oscillatory integrals, Manabe has studied the expectation of Feynman-Kac type having quadratic Brownian functional as its phase function and calculated its exact form (joint work with Ikeda and Kusuoka). Kotani has studied random media extensively. In his study, there appears the expectation of Feynman-Kac type as probabilistic representation of Green function. we found almost one-to-one correspondence between them. This correspondence will promise further progress.
Concerning another fields of interests related with stochastic analysis of Wiener space, we mention precise study of Brownian motion, relation with gauge theory and value distribution theory of holomorphic mapping, following results are obtained : Kotani-Isozaki have a result concerning probability distribution of some Brownian functional. Mitoma and Shigekaw obtained some results in the fields of gauge theory and loop group. Atsuji obtained some results concerning holomorphic mapping and holomourphic diffusion on Kaehler manifold.
Other activities : We invited professors J.Bertoin and B.Ryabko for discussing related topics. We have formed exchange program between our Math.department and the probability group of University of Pais 6.

  • Research Products

    (12 results)

All Other

All Publications (12 results)

  • [Publications] Y.Isozaki and S.Kotani: "Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion"Seminaire de Protabilite's 34 (Lecture Notes in Mathematics). 374-387 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N.Koiso: "Convergence towards an elastica in a riemannian manifold"Osaka J.Math. 37. 467-487 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] A.Atsuji: "A Casorati-Weierstrass theorem for holomorphic maps and invariants-fields of holomorphic diffusions"Bull.Sci.math.. 123. 371-383 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] A.Atsuji: "Remarks on harmonic maps into a cone from stochastically complete manifolds"Proc.Japan.Acad.. 75. 105-108 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Isozaki: "A cluster of sets of exceptional times of linear Brownian motion"Osaka J.Math.. (2001)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] I.Mitoma: "Infinite level asymptotics of a perturvative"Stochastics in finite and infinite dimensions. 303-319 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Isozaki and S.Kotani: "Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion"Seminaire de Probabilites 34 (Lecture Notes in Mathematics). 374-387 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N.Koiso: "Convergence towards an elastica in a riemannian manifold"Osaka J.Math.. 37. 467-487 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] A.Atsuji: "A Casorati-Weierstrass theorem for holomorphic maps and invariant fields of holomorphic diffusions."Bull.Sci.math.. 123. 371-383 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] A.Atsuji: "Remarks on harmonic maps into a cone from stochastically complete manifolds."Proc.Japan Acad.. 75. 105-108 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y.Isozaki: "A Cluster of sets of exceptional times of linear Brownian motion"Osaka J Math.. (to appear). (2001)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] I.Mitoma: "In finite level asymptotics of a perturbative Chern-Simons integral"Stochastics in Finite and Infinite Dimensions, Birkhauser. 303-319 (2000)

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

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Published: 2002-03-26  

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