• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to project page

2009 Fiscal Year Final Research Report

Stochastic Analysis on nonlinear sets

Research Project

  • PDF
Project/Area Number 19740047
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionShinshu University

Principal Investigator

OTOBE Yoshiki  Shinshu University, 理学部, 講師 (30334882)

Project Period (FY) 2007 – 2009
Keywordsマリアバン解析 / 確率偏微分方程式
Research Abstract

We have formulated a divergence formula on convex sets in the Gaussian space which include usual Wiener spaces. We found that a certain regularity of the maximal of the processes under the Gaussian measure plays an essential role rather than Markov properties which was believed. We also succeeded in recovering known formulae using Markov properties then, which is a concrete expression of our divergence formulae. We have also obtained a critical probability for a percolation on a fractal set. We have succeeded in visualizing a motion of interacting particles, solutions to stochastic partial differential equations driven by Levy type noises.

  • Research Products

    (12 results)

All 2010 2009 2008 2007 Other

All Journal Article (1 results) Presentation (9 results) Book (1 results) Remarks (1 results)

  • [Journal Article] A type of Gauss' divergence formula on Wiener space2009

    • Author(s)
      Y. Otobe
    • Journal Title

      Electron. Commun. Probab 14

      Pages: 457-463

  • [Presentation] Recurrence Properties for Quantum Dynamics2010

    • Author(s)
      Y. Otobe
    • Organizer
      Stochastic Partial Differential Equations seminar, Isaac Newton Institute for Mathematical Sciences
    • Place of Presentation
      University of Cambridge
    • Year and Date
      20100000
  • [Presentation] Recurrence Theorem and Ergodicity of Quantum Dynamics2009

    • Author(s)
      Y. Otobe
    • Organizer
      VIIIth workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      東京大学
    • Year and Date
      20090000
  • [Presentation] SLEs and free fields2009

    • Author(s)
      Y. Otobe
    • Organizer
      Workshop on SLE and related topics
    • Place of Presentation
      九州大学
    • Year and Date
      20090000
  • [Presentation] TeX in Japan and Professor Oshima2009

    • Author(s)
      Y. Otobe
    • Organizer
      Differential Equations and Symmetric Spaces
    • Place of Presentation
      東京大学
    • Year and Date
      20090000
  • [Presentation] Divergence formulae on the space of continuous functions and applications to stochastic PDEs2008

    • Author(s)
      Y. Otobe
    • Organizer
      Mathematical Finance and Stochastic Analysis Seminars
    • Place of Presentation
      University of York
    • Year and Date
      20080000
  • [Presentation] Divergence formulae on the space of continuous functions and Malliavin calculus2008

    • Author(s)
      Y. Otobe
    • Organizer
      東大数理確率論特別セミナー
    • Place of Presentation
      東京大学
    • Year and Date
      20080000
  • [Presentation] A type of Gauss' divergence formula on the Wiener space2007

    • Author(s)
      Y. Otobe
    • Organizer
      Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      九州大学
    • Year and Date
      20070000
  • [Presentation] Numerical Behavior of Electromagnetic Waves Penetrating through Pre-Cantor Dielectric Mediums2007

    • Author(s)
      Y. Otobe
    • Organizer
      International Workshop on Photonic Fractals
    • Place of Presentation
      大阪大学
    • Year and Date
      20070000
  • [Presentation] The critical probability of bond percolation on the Sierpi\'nski carpet lattice2007

    • Author(s)
      Y. Otobe
    • Organizer
      無限粒子系、確率場の諸問題II
    • Place of Presentation
      奈良女子大学
    • Year and Date
      20070000
  • [Book] 理工系学生のための情報科学概論2009

    • Author(s)
      乙部厳己
    • Total Pages
      978-4903814223
    • Publisher
      プレアデス出版
  • [Remarks]

    • URL

      http://argent.shinshu-u.ac.jp/lab/

URL: 

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

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi