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2009 Fiscal Year Annual Research Report

無限次元確率解析の新展開とその応用

Research Project

Project/Area Number 21244009
Research InstitutionOsaka University

Principal Investigator

会田 茂樹  Osaka University, 基礎工学研究科, 教授 (90222455)

Co-Investigator(Kenkyū-buntansha) 重川 一郎  京都大学, 理学研究科, 教授 (00127234)
半田 賢司  佐賀大学, 理工学部, 准教授 (10238214)
矢野 孝次  神戸大学, 理学研究科, 准教授 (80467646)
稲浜 譲  名古屋大学, 多元数理科学研究科, 准教授 (80431998)
河備 浩司  岡山大学, 自然科学研究科, 准教授 (80432904)
Keywords場の量子論 / ラフパス解析 / 準古典極限 / 最適輸送写像 / 超縮小性 / アレクサンドロフ空間 / 新古典不等式 / 処罰問題
Research Abstract

会田はラフパス解析の意味での開球上で1-微分形式に関して,ポアンカレ型の消滅定理を示した.この応用として,単連結コンパクトリー群のループ空間上の1次元L^2コホモロジーの消滅を証明した.稲浜はハーストパラメータが(1/3,1/4)にあるときの分数べきブラウン運動の汎関数積分に関するラプラス近似をラフパス解析を用いて解析した.河備はBerlin工科大学のPeter Friz氏を訪問し,ラフパス理論を用いたLaplace型汎関数積分の漸近挙動に関する稲浜氏との共同研究に基づいた講演を行い,それを元に振動型汎関数積分への応用に関する議論を行った.日野,原がその共同研究で,ラフパス理論の基本定理の証明に用いられる新古典不等式の,最良係数に関する予想を肯定的に解決したのは,特筆すべき結果である.
太田は,確率測度の空間の幾何学について研究し,その結果の1つとして,曲率が負定数以上のアレクサンドロフ空間上の確率測度のなす空間での第一変分公式を得た.応用として,凸関数の勾配流の収縮性などを得た.三上は最適輸送問題の応用として、最大従属確率変数の満たす関係式を求めた.さらに,Knothe-Rosenblatt rearrangementの確率過程版をある種の確率制御問題旨の最小解として定義し,その特徴付けを与えた.矢野は一次元対称安定レヴィ過程に対する処罰問題(極限定理の一種)をYor氏・矢野裕子氏と共同で研究し,局所時間の関数及びカッツ消滅の場合において,ブラウン運動の場合の既知の結果を見通しよく拡張することに成功した.重川は,非対称Dirichlet形式に対する解析を進め,半群の超縮小性などが非対称な場合にも同様に議論できることを示した.
また,会田はP(φ)_2ハミルトニアンのスペクトルの最小固有値の準古典極限を決定した.

  • Research Products

    (32 results)

All 2010 2009

All Journal Article (16 results) (of which Peer Reviewed: 16 results) Presentation (16 results)

  • [Journal Article] Semi-classical limit of the lowest eigenvalue of a Schrodinger operator on a Wiener space : I. Unbounded one particle Hamiltonians2010

    • Author(s)
      Shigeki Aida
    • Journal Title

      Asterisque (In press)

    • Peer Reviewed
  • [Journal Article] Rough path analysis, An introduction2010

    • Author(s)
      Shigeki Aida
    • Journal Title

      Advanced studies in pure mathematics (In press)

    • Peer Reviewed
  • [Journal Article] Sets of finite perimeter and the Hausdorff-Gauss measure on the Wiener space2010

    • Author(s)
      Masanori Hino
    • Journal Title

      Journal of Functional Analysis 258

      Pages: 1656-1681

    • Peer Reviewed
  • [Journal Article] Fractional order Taylor's series and the neo-classical inequality2010

    • Author(s)
      Keisuke Hara, Masanori Hino
    • Journal Title

      Bulletin of the London Mathematical Society (In press)

    • Peer Reviewed
  • [Journal Article] Non-symmetric diffusions on a Riemannian manifold2010

    • Author(s)
      I.Shigekawa
    • Journal Title

      Advanced Studies in Pure Mathematics (In press)

    • Peer Reviewed
  • [Journal Article] A note on rough differential equation with unbounded coefficients2010

    • Author(s)
      Y.Inahama
    • Journal Title

      Advanced Studies in Pure Mathematics (In press)

    • Peer Reviewed
  • [Journal Article] Semi-classical limit of the lowest eigenvalue of a Schrodinger operator on a Wiener space : II. P(φ)_2-model on a finite volume2009

    • Author(s)
      Shigeki Aida
    • Journal Title

      Journal of Functional Analysis 256

      Pages: 3342-3367

    • Peer Reviewed
  • [Journal Article] A Wiener integral approach to non-commutative harmonic oscillators2009

    • Author(s)
      Setsuo Taniguchi
    • Journal Title

      Kyushu Jour.Math. 63-2

      Pages: 347-352

    • Peer Reviewed
  • [Journal Article] On the laws of first hitting times of points for one-dimensional symmetric stable L\'evy processes2009

    • Author(s)
      K.Yano, Y.Yano, M.Yor
    • Journal Title

      S\' eminaire de Probabilit\'es 42

      Pages: 187-227

    • Peer Reviewed
  • [Journal Article] Penalising symmetric stable L\'evy paths2009

    • Author(s)
      K.Yano, Y.Yano, M.Yor
    • Journal Title

      J.Math.Soc.Japan 61

      Pages: 757-798

    • Peer Reviewed
  • [Journal Article] Gradient flows on Wasserstein spaces over compact Alexandrov spaces2009

    • Author(s)
      Shin-ichi Ohta
    • Journal Title

      Amer.J.Math. 131

      Pages: 475-516

    • Peer Reviewed
  • [Journal Article] Uniform convexity and smoothness, and their applications in Finsler geometry2009

    • Author(s)
      Shin-ichi Ohta
    • Journal Title

      Math.Ann. 343

      Pages: 669-699

    • Peer Reviewed
  • [Journal Article] Tree structured independence for exponential Brownian functionals2009

    • Author(s)
      Hiroyuki Matsumoto, J.Weso\lowski, P.Witkowski
    • Journal Title

      Stoch.Proc.Appl. 119

      Pages: 3798-3815

    • Peer Reviewed
  • [Journal Article] The two-parameter Poisson-Dirichlet point process2009

    • Author(s)
      Kenji Handa
    • Journal Title

      Bernoulli 15

      Pages: 1082-1116

    • Peer Reviewed
  • [Journal Article] Estimating Multidimensional Density Functions using the Malliavin-Thalmaier Formula2009

    • Author(s)
      A.Kohatsu-Higa, K.Yasuda
    • Journal Title

      SIAM Journal on Numerical Analysis 47

      Pages: 1546-1575

    • Peer Reviewed
  • [Journal Article] Central limit theorem for a class of linear systems2009

    • Author(s)
      Y.Nagahata, N.Yoshida
    • Journal Title

      Electronic Journal of Probability 14

      Pages: 960-977

    • Peer Reviewed
  • [Presentation] On Dirichlet operators of exp(φ)_1-quantum fields in infinite volume2010

    • Author(s)
      Hiroshi Kawabi
    • Organizer
      First CIRM-HCM Joint Meeting : Stochastic Analysis, SPDEs, Particle Systems, Optimal Transport
    • Place of Presentation
      Levico Terme(イタリア)
    • Year and Date
      2010-01-26
  • [Presentation] Ricci curvature, entropy and optimal transport2009

    • Author(s)
      Shin-ichi Ohta
    • Organizer
      Optimal Transportation : Theory and Applications
    • Place of Presentation
      Universite Joseph Fourier, Grenoble (France)
    • Year and Date
      20090622-20090626
  • [Presentation] Vanishing of one dimensional L^2-cohomologies of loop groups2009

    • Author(s)
      Shigeki Aida
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      愛媛大学
    • Year and Date
      2009-12-15
  • [Presentation] Semi-classical limit of the lowest eigenvalue of P(φ)_2 Hamiltonian on a finite interval2009

    • Author(s)
      Shigeki Aida
    • Organizer
      数学的場の量子論とくりこみ理論
    • Place of Presentation
      九州大学西新プラザ
    • Year and Date
      2009-11-28
  • [Presentation] Vanishing of one dimensional L^2-cohomologies of loop groups2009

    • Author(s)
      Shigeki Aida
    • Organizer
      確率解析とその周辺
    • Place of Presentation
      東北大学
    • Year and Date
      2009-11-06
  • [Presentation] A rough path as a simple object and the problems, I and II2009

    • Author(s)
      Keisuke Hara
    • Organizer
      確率解析とその周辺
    • Place of Presentation
      東北大学
    • Year and Date
      2009-11-05
  • [Presentation] Log-Sobolev inequalities and semi-classical limit of P(φ)_2-Hamiltonians2009

    • Author(s)
      Shigeki Aida
    • Organizer
      International workshop on : "Concentration, functional inequalities and isoperimtry"
    • Place of Presentation
      Florida Atlantic University, Boca Raton, Florida (USA)
    • Year and Date
      2009-10-31
  • [Presentation] プラウン処罸を統一するシグマ有限測度について2009

    • Author(s)
      矢野孝次
    • Organizer
      マルコフ過程と確率解析
    • Place of Presentation
      岡山大学
    • Year and Date
      2009-10-12
  • [Presentation] 新古典不等式について2009

    • Author(s)
      Masanori Hino
    • Organizer
      マルコフ過程と確率解析
    • Place of Presentation
      岡山大学
    • Year and Date
      2009-10-11
  • [Presentation] Spectral gap for multi-species exclusion processes2009

    • Author(s)
      Yukio Nagahata
    • Organizer
      VIIIth workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      東京大学
    • Year and Date
      2009-10-09
  • [Presentation] Non-symmetric Diffusion on a Riemannian manifold2009

    • Author(s)
      Ichiro Shigekawa
    • Organizer
      33rd Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      TU Berlin, Berlin (GERMANY)
    • Year and Date
      2009-07-31
  • [Presentation] Vanishing of one dimensional L^2-cohomologies of loop groups2009

    • Author(s)
      Shigeki Aida
    • Organizer
      33rd Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      ベルリン工科大(ドイツ)
    • Year and Date
      2009-07-30
  • [Presentation] 移入を伴う分枝過程の定常分布について2009

    • Author(s)
      Kenji Handa
    • Organizer
      確率解析の理論と応用-さよなら箱崎
    • Place of Presentation
      九州大学
    • Year and Date
      2009-07-25
  • [Presentation] Rough path analysis for an infinite dimensional diffusion2009

    • Author(s)
      Yuzuru Inahama
    • Organizer
      The first IMS-APRM (Institute of Mathematical Statistics, Asia-Pacific Rim Meeting)
    • Place of Presentation
      Seoul University(韓国)
    • Year and Date
      2009-06-29
  • [Presentation] Semi-classical limit of P(φ)_2-Hamiltonian2009

    • Author(s)
      Shigeki Aida
    • Organizer
      保存則と幾何学的偏微分方程式とその応用
    • Place of Presentation
      京大会館
    • Year and Date
      2009-06-12
  • [Presentation] Approximations for SDE's drieven by Levy processes2009

    • Author(s)
      A.Kohatsu-Higa
    • Organizer
      Third Conference on Numerical Methods in Finance
    • Place of Presentation
      ENPC, Paris (France)
    • Year and Date
      2009-04-15

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Published: 2011-06-16   Modified: 2016-04-21  

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