Stochastic least action principle and its application

2009 Fiscal Year Self-evaluation Report

• Project/Area Number: 19540157
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: Basic analysis
• Research Institution: Hiroshima University
• Principal Investigator: MIKAMI Toshio Hiroshima University, 大学院・工学研究科, 教授 (70229657)
• Project Period (FY): 2007 – 2010
• Keywords: 最適輸送問題 / 変分問題 / 確率最適制御 / 粘性解

Research Abstract

様々な確率過程に対する確率最小作用の原理とその応用について研究する。

Research Products

• [Journal Article] Optimal transportation problem as stochastic mechanics (2009)
  • Author(s): T. Mikami
  • Journal Title: In Selected Papers on Probability and Statistics Vol. 227 Pages: 75-94
• [Journal Article] Marginal problem for semimartingales via duality (2008)
  • Author(s): T. Mikami
  • Journal Title: International Conference for the 25th Anniversary of Viscosity Solutions, Gakuto International Series. Mathematical Sciences and Applications Vol. 30 Pages: 133-152
• [Journal Article] Optimal Transportation Problem by Stochastic Optimal Control (2008)
  • Author(s): T. Mikami, M. Thieullen
  • Journal Title: SICON. 47 Pages: 1127-1139
• [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: 日本数学会秋季総合分科会
  • Place of Presentation: 東北大学
  • Year and Date: 20070921-20070924