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2009 Fiscal Year Final Research Report

Dirichlet Forms and Stochastic Analysis of Symmetric Markov Processes

Research Project

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Project/Area Number 18340033
Research Category

Grant-in-Aid for Scientific Research (B)

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

Principal Investigator

TAKEDA Masayoshi  Tohoku University, 大学院・理学研究科, 教授 (30179650)

Co-Investigator(Renkei-kenkyūsha) HATTORI Tetstuya  慶応大学, 経済学部, 教授 (10180902)
HATTORI Tetstuya  広島大学, 大学院・工学研究科, 教授 (70229657)
KUWAE Kazuhiro  熊本大学, 工学部, 教授 (80243814)
Project Period (FY) 2006 – 2009
Keywordsディリクレ形式 / マルコフ過程 / 大偏差原理
Research Abstract

The theory of Dirichlet forms is an L^2-theory, while the theory of Markov processes is, in a sense, an L^1-theory. To bridge this gap, we study the L^p-independence of growth bounds of Markov semigroups, more generally, of generalized Feynman-Kac (Schroedinger) semigroups. A key idea for the proof of the L^p-independence is to employ arguments in the Donsker-Varadhan large deviation theory. The L^p-independence enables us to control L^∞-properties of the symmetric Markov process ; in fact, we can state, in terms of the bottom of L^2-spectrum, a necessary and sufficient conditions for the integrability of Feynman-Kac functionals and for the stability of Gaussian both side estimates of Schroedinger heat kernels.

  • Research Products

    (39 results)

All 2010 2009 2008 2007 2006 Other

All Journal Article (20 results) (of which Peer Reviewed: 20 results) Presentation (18 results) Book (1 results)

  • [Journal Article] Feynman-Kac penalisations of symmetric stable processes2010

    • Author(s)
      M. Takeda
    • Journal Title

      Electron.Comm.Probab. 15

      Pages: 32-43

    • Peer Reviewed
  • [Journal Article] A formula on scattering length of positive smooth measures2010

    • Author(s)
      M. Takeda
    • Journal Title

      Proc.Amer.Math.Soc. 138

      Pages: 1491-1494

    • Peer Reviewed
  • [Journal Article] L^p-independence of spectral bounds of non-local Feynman-Kac semigroups2009

    • Author(s)
      M. Takeda, Y. Tawara
    • Journal Title

      Forum Math. 21

      Pages: 1067-1080

    • Peer Reviewed
  • [Journal Article] Equation of motion for incompressible mixed fluid drivend by evaporation and its application to online rankings2009

    • Author(s)
      K. Hattori, T. Hattori
    • Journal Title

      Funkcialaj Ekvacioj. 52

      Pages: 301-319

    • Peer Reviewed
  • [Journal Article] Existence of an infinite particle limit of stochastic ranking process2009

    • Author(s)
      K. Hattori, T. Hattori
    • Journal Title

      Stochastic Processes and their Applications 119

      Pages: 966-978

    • Peer Reviewed
  • [Journal Article] Large deviations for additive functionals of symmetric stable processes2008

    • Author(s)
      M. takeda
    • Journal Title

      J.Theoret.Probab. 21

      Pages: 336-355

    • Peer Reviewed
  • [Journal Article] Optimal transportation problem by stochastic optimal control2008

    • Author(s)
      T. Mikami, M. Thieullen
    • Journal Title

      SIAM J.Control Optim. 47

      Pages: 1127-1139

    • Peer Reviewed
  • [Journal Article] Maximum principles for subharmonic functions via local semi-Dirichlet forms2008

    • Author(s)
      K. Kuwae
    • Journal Title

      Canad.J.Math. 60

      Pages: 822-874

    • Peer Reviewed
  • [Journal Article] Stochastic calculus for symmetric Markov processes2008

    • Author(s)
      Z. Q. Chen, P. F. itzsimmons, K. Kuwae, T. S. Zhang
    • Journal Title

      Ann.Probab. 36

      Pages: 931-970

    • Peer Reviewed
  • [Journal Article] Perturbation of symmetric Markov processes2008

    • Author(s)
      Z. Q. Chen, P. F. itzsimmons, K. Kuwae, T. S. Zhang
    • Journal Title

      Probab.Theory Related Fields 140

      Pages: 239-275

    • Peer Reviewed
  • [Journal Article] Gaussian bounds of heat kernels of Schrodinger operators on Riemannian manifolds2007

    • Author(s)
      M. Takeda
    • Journal Title

      Bull.London Math.Soc. 39

      Pages: 85-94

    • Peer Reviewed
  • [Journal Article] Differentiability of spectral functions for symmetric α-stable processes2007

    • Author(s)
      M. Takeda, K. Tsuchida
    • Journal Title

      Trans.Amer.Math.Soc. 359

      Pages: 4031-4054

    • Peer Reviewed
  • [Journal Article] Branching Brownian motions on Riemannian manifolds : Expectation of the number of branches hitting closed sets2007

    • Author(s)
      M. Takeda
    • Journal Title

      Potential Analysis 27

      Pages: 61-72

    • Peer Reviewed
  • [Journal Article] Lp-independence of spectral bounds of Schroedinger type semigroup2007

    • Author(s)
      M. Takeda
    • Journal Title

      J.Funct.Anal. 252

      Pages: 550-565

    • Peer Reviewed
  • [Journal Article] Some topics connected with gaugeability for Feynman-Kac functionals2007

    • Author(s)
      M. Takeda
    • Journal Title

      Kokyuroku Bessatsu B6

      Pages: 221-236

    • Peer Reviewed
  • [Journal Article] The fixed point of a generalization of the renormalization group maps for self-avoiding paths on gaskets2007

    • Author(s)
      T. Hattori
    • Journal Title

      J.of Statistical Physics 127

      Pages: 609-627

    • Peer Reviewed
  • [Journal Article] Gaugeability for Feynman-Kac functionals with applications to symmetric α-stable processes2006

    • Author(s)
      M. Takeda
    • Journal Title

      Proc.Amer.Math.Soc. 134

      Pages: 2719-2728

    • Peer Reviewed
  • [Journal Article] Scaling limit of successive approximations for w'=-w^22006

    • Author(s)
      T. Hattori, H. Ochiai
    • Journal Title

      Funkcialaj Ekvacioj 49

      Pages: 291-319

    • Peer Reviewed
  • [Journal Article] Duality theorem for the stochastic optimal control problem2006

    • Author(s)
      T. Mikami, M. Thieullen
    • Journal Title

      Stchastic Process.Appl. 116

      Pages: 1815-1835

    • Peer Reviewed
  • [Journal Article] Large deviations for discontinuous additive functionals of symmetric stable processes

    • Author(s)
      M. Takeda
    • Journal Title

      Math.Nachr (to appear)

    • Peer Reviewed
  • [Presentation] L^p-indepenedence of spectral bounds of Feynman-Kac semigroups2009

    • Author(s)
      竹田雅好
    • Organizer
      33rd Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      ベルリン, ドイツ
    • Year and Date
      2009-07-27
  • [Presentation] A formula on scattering length of positive smooth measures2009

    • Author(s)
      竹田雅好
    • Organizer
      Stochastic Analysis of Jump Processes and Related Topics
    • Place of Presentation
      数理解析研究所
    • Year and Date
      2009-07-08
  • [Presentation] On doubly Feller property2008

    • Author(s)
      桑江一洋
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      東京大
    • Year and Date
      2008-12-19
  • [Presentation] On general perturbations of symmetric Markov processes2008

    • Author(s)
      桑江一洋
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      東京大
    • Year and Date
      2008-12-19
  • [Presentation] A large deviation principle for symmetric Markov processes with Feynman-Kac functional2008

    • Author(s)
      竹田雅好
    • Organizer
      Stochastic Analysis and Applications
    • Place of Presentation
      西新プラザ, 福岡市, 日本
    • Year and Date
      2008-09-08
  • [Presentation] L^p-indepenedence of spectral bounds of Schroedinger semigroups2008

    • Author(s)
      竹田雅好
    • Organizer
      2nd International Conference on Stochastic Analysis and Its Applications
    • Place of Presentation
      Seoul National University, ソウル, 韓国
    • Year and Date
      2008-05-28
  • [Presentation] Amazon.co.jp のランキングを記述する偏微分方程式2008

    • Author(s)
      服部哲弥
    • Organizer
      数理解析セミナー
    • Place of Presentation
      大阪大学
    • Year and Date
      2008-05-22
  • [Presentation] Amazon.co.jp のランキングを記述する偏微分方程式2008

    • Author(s)
      服部哲弥
    • Organizer
      日本数学会2007年度年会応用数学分科会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-26
  • [Presentation] Stochastic ranking process の査読無限粒子極限と Amazon.co.jp のランキング2008

    • Author(s)
      服部哲弥
    • Organizer
      数理ファイナンスとその周辺
    • Place of Presentation
      東京大学
    • Year and Date
      2008-01-24
  • [Presentation] Stochastic ranking process の流体力学極限と2ch.net2007

    • Author(s)
      服部哲弥
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      熊本大学
    • Year and Date
      2007-12-11
  • [Presentation] 蒸発を動因とする流体の運動のオンラインデータの分析への応用2007

    • Author(s)
      服部哲弥
    • Organizer
      数理学談話会
    • Place of Presentation
      金沢大学
    • Year and Date
      2007-11-29
  • [Presentation] Amazon.co.jp のランキングを記述する偏微分方程式2007

    • Author(s)
      服部哲弥
    • Organizer
      数理解析セミナー
    • Place of Presentation
      首都大学東京
    • Year and Date
      2007-11-22
  • [Presentation] d次元ガスケット上の自己回避経路のくりこみ群解析2007

    • Author(s)
      服部哲弥
    • Organizer
      日本数学会2007年度秋季応用数学分科会特別講演
    • Place of Presentation
      東北大学
    • Year and Date
      2007-09-22
  • [Presentation] 双対問題による与えられた周辺分布を持つ確率過程の構成2007

    • Author(s)
      三上敏夫
    • Organizer
      日本数学会
    • Place of Presentation
      東北大
    • Year and Date
      2007-09-21
  • [Presentation] Marginal problem for semimartingales via duality2007

    • Author(s)
      三上敏夫
    • Organizer
      nternational Conference for the 25^<th> Anniversary of Viscosity Solutions
    • Place of Presentation
      東京大学
    • Year and Date
      2007-06-04
  • [Presentation] Some topic connected to integrability of Feynman-Kac functionals2006

    • Author(s)
      竹田雅好
    • Organizer
      ポテンシャル論とその周辺
    • Place of Presentation
      京都大学
    • Year and Date
      2006-12-18
  • [Presentation] Large deviations for additive functionals of symmetric stable processes2006

    • Author(s)
      竹田雅好
    • Organizer
      Stochastic Analysis and its Applications
    • Place of Presentation
      京都大学
    • Year and Date
      2006-09-11
  • [Presentation] Large deviations for additive functionals of symmetric stable processes2006

    • Author(s)
      竹田雅好
    • Organizer
      確率論と幾何学
    • Place of Presentation
      ワシントン大学, シアトル, アメリカ合衆国
    • Year and Date
      2006-08-07
  • [Book] マルコフ過程2008

    • Author(s)
      福島正俊, 竹田雅好
    • Total Pages
      304
    • Publisher
      培風館

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Published: 2011-06-18   Modified: 2016-04-21  

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