2010 Fiscal Year Final Research Report
Stochastic analysis of Markov processes in terms of Dirichlet forms
| Project/Area Number |
20540130
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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 | University of Hyogo |
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Principal Investigator |
UEMURA Toshihiro University of Hyogo, システム理工学部, 教授 (30285332)
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| Project Period (FY) |
2008 – 2010
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| Keywords | ディリクレ形式 / 飛躍型マルコフ過程 / フェラー半群 |
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| Research Abstract |
We succeeded to construct a stochastic process, namely, a jump-type Markov process, for which is known as a mathematical model of"unknown phenomena", by using a symmetric Dirichlet form theory. Moreover an exact form of the infinitesimal generator is given and some global path properties also are obtained; the conservativeness and the mean of the exit time from a ball.
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