2006 Fiscal Year Final Research Report Summary
Diffusion Process in Random Environment
| Project/Area Number |
17540119
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Yamaguchi University |
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Principal Investigator |
KAWAZU Kiyoshi Yamaguchi University, Faculty of Education, Professor, 教育学部, 教授 (70037258)
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| Co-Investigator(Kenkyū-buntansha) |
KASAI Shinichi Yamaguchi University, Faculty of Education, A.Professor, 教育学部, 助教授 (40224373)
KASHIWAGI Yoshimi Yamaguchi University, Faculty of Economy, Professor, 経済学部, 教授 (00152637)
SATO Yoshihisa Yamaguchi University, Faculty of Education, A.Professor, 教育学部, 助教授 (90231349)
KITAMOTO Takuya Yamaguchi University, Faculty of Education, A.Professor, 教育学部, 助教授 (30241780)
KURIYAMA Ken Yamaguchi University, Graduate school of Science and Engineering, Professor, 大学院理工学研究科, 教授 (10116717)
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| Project Period (FY) |
2005 – 2006
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| Keywords | stochastic process / limit theorems / Brownian motion / random environment / recurrent / stochastic differential equation |
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| Research Abstract |
Limit theorems of one-dimensional diffusion process in random environment were obtained,
Especially limit theorems of one-dimensional diffusion process in one-sided Brownian potential were obtained in deep research.
We obtained the recurrent property of any diffusion process in random environment whose problem was expected to solve for 30years.
The diffusion process in Brownian environment is recurrent in any dimensional space.
Accompanying with this result we studied the important integral of Brownian functional was researched.
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