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2010 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 InstitutionTohoku University

Principal Investigator

会田 茂樹  東北大学, 大学院・理学研究科, 教授 (90222455)

Co-Investigator(Kenkyū-buntansha) 重川 一郎  京都大学, 大学院・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, 大学院・理学研究科, 准教授 (80467646)
稲浜 譲  名古屋大学, 大学院・多元数理科学研究科, 准教授 (80431998)
河備 浩司  岡山大学, 大学院・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 / 準古典極限 / アレクサンドロ / 確率測度の幾何学 / 処罰問題
Research Abstract

会田はリーマン多様体の連続な道の空間の中の測地線を含む小さな開部分集合上でディリクレラプラシアンを考えその一般化された意味での第二固有値の準古典極限に関して下からの評価を得た.更に投稿中の論文ではこの極限が存在し,道のエネルギー関数の測地線におけるヘッシアンのスペクトル下限と一致することを示した.また,別の投稿中の論文では空間切断の入ったP(φ)_2ハミルトニアンの第一固有値,および第一固有値と第二固有値の間のスペクトルギャップの準古典極限について研究した.
重川はリーマン多体上の非対称な拡散作用素に対する一意性の問題を、L^2の場合とL^pの場合とで十分条件を、ドリフトの発散の有界性と内向き増大度が距離に関して線形という形で与えた。これを利用して、生成作用素の定義域の決定も行った。半田はKawazu-S.Watanabe(1971)の「移入を伴う連続相空間上の分枝過程」を調べ,有限個のガンマ分布の畳み込みの弱収束極限が定常分布となり得ることを示した.矢野は二つの処罰問題が共通のシグマ有限測度によって統合される条件を,対応する調和関数の漸近挙動によって与えた.また,後続マルコフ性を持つ測度のクラスにおける端点性をエルゴード性と関係づけた.稲浜はラフパス理論の観点から確率微分方程式で決まる確率過程から導出される微分過程(ヤコビアン過程)の積分可能性について論じた.太田は,熱流を、確率測度のなす距離空間の幾何の観点から研究し、特にアレクサンドロフ空間上の熱流はエントロピーの勾配流と一致することを示した.これから,然核のリプシッツ連続性などの非常に良い性質が導かれる.日野は,抽象Wiener空間におけるH-convexかつH-openの集合について,1階L^2-Sobolev空間の2種類の定義が同値であることを示した.

  • Research Products

    (33 results)

All 2011 2010 Other

All Journal Article (17 results) (of which Peer Reviewed: 17 results) Presentation (16 results)

  • [Journal Article] COH formula and Dirichlet Laplacians on small domains of pinnedpath spaces2011

    • Author(s)
      Shigeki Aida
    • Journal Title

      Concentration, functional inequalities and isoperi metry (a volume in Contemporary mathematics)

      Volume: 545(In press)

    • Peer Reviewed
  • [Journal Article] On a zero-one law for the norm process of transient random walk2011

    • Author(s)
      A.Matsumoto, K.Yano
    • Journal Title

      Seminaire de Probabilites XLIII

      Volume: 2006 Pages: 757-798

    • Peer Reviewed
  • [Journal Article] Maxima and minima of overall survival functions with fixed marginal distributions and transmission of technology2011

    • Author(s)
      I.Higuchi, Toshio Mikami
    • Journal Title

      Communications in Statistics-Theory and Methods-

      Volume: (未定)(In press)

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

    • Author(s)
      Shigeki Aida
    • Journal Title

      Advanced studies in pure mathematics

      Volume: 57 Pages: 1-28

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

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      Advanced studies in pure mathematics

      Volume: 57 Pages: 437-461

    • 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

      Volume: 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

      Volume: 42 Pages: 467-477

    • Peer Reviewed
  • [Journal Article] The Ito-Nisio theorem, quadratic Wiener functionals, and 1-solitons2010

    • Author(s)
      Nobuyuki Ikeda, Setsuo Taniguchi
    • Journal Title

      Stoch.Proc.Appl.

      Volume: 120 Pages: 605-621

    • Peer Reviewed
  • [Journal Article] Penalisation of a stable Levy process involving its one-sided supremum2010

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

      Ann.Inst.Henri Poincare Probab.Stat.

      Volume: 46 Pages: 1042-1054

    • Peer Reviewed
  • [Journal Article] Optimal transport and Ricci curvature, in Finsler geometry2010

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

      Advanced studies in pure mathematics

      Volume: 57 Pages: 475-516

    • Peer Reviewed
  • [Journal Article] Limiting behaviors of the Brownian motions on hyperbolic spaces2010

    • Author(s)
      Hiroyuki Matsumoto
    • Journal Title

      Colloquim Mathematicum

      Volume: 119 Pages: 193-215

    • Peer Reviewed
  • [Journal Article] A stochastic Taylor-like expansion in the rough path theory2010

    • Author(s)
      Yuzuru Inahama
    • Journal Title

      J.Theoret.Probab.

      Volume: 23 Pages: 671-714

    • Peer Reviewed
  • [Journal Article] Lower bounds for densities of Asian type stochastic differential equations2010

    • Author(s)
      V.Bally, A.Kohatsu-Higa
    • Journal Title

      Journal of Functional Analysis

      Volume: 258 Pages: 3134-3164

    • Peer Reviewed
  • [Journal Article] Localization for a class of linear systems2010

    • Author(s)
      Yukio Nagahata, Nobuo Yoshida
    • Journal Title

      Electronic Journal of Probability

      Volume: 15 Pages: 636-653

    • Peer Reviewed
  • [Journal Article] Spectral gap for zero-range processes with jump rate $g(x)=x^{\gamma}$2010

    • Author(s)
      Yukio Nagahata
    • Journal Title

      Stochastic Processes and their Application

      Volume: 120 Pages: 949-958

    • Peer Reviewed
  • [Journal Article] A moment estimate for the derivative process in rough path theory

    • Author(s)
      Yuzuru Inahama
    • Journal Title

      Proc.Amer.Math.Soc.

      Volume: (未定)(In press)

    • Peer Reviewed
  • [Journal Article] Infrared problem for the Nelson model with variable coefficients

    • Author(s)
      C.Gerard, F.Hiroshima, A.Pnati, A.Suzuki
    • Journal Title

      Communucations in Mathematical Physics

      Volume: (未定)(In press)

    • Peer Reviewed
  • [Presentation] Dirichlet spaces on H-convex sets in the Wiener space2011

    • Author(s)
      Masanori Hino
    • Organizer
      マルコフ過程と関連する話題
    • Place of Presentation
      関西大学
    • Year and Date
      2011-01-30
  • [Presentation] Semi-classical limit of the generalized second lowest eigenvalue of Dirichlet Laplacians on small domains in path spaces2011

    • Author(s)
      Shigeki Aida
    • Organizer
      伊都確率論シンポジウム
    • Place of Presentation
      九州大学
    • Year and Date
      2011-01-22
  • [Presentation] Strong uniqueness of diffusions to Gibbs measures on a path space with exponential interactions2010

    • Author(s)
      Hiroshi Kawabi
    • Organizer
      確率解析とその周辺
    • Place of Presentation
      岡山大学理学部
    • Year and Date
      2010-11-13
  • [Presentation] Non-contraction of heat flow on Minkowski spaces2010

    • Author(s)
      Shin-ichi Ohta
    • Organizer
      ERC Workshop on Optimal Transportation and Applications
    • Place of Presentation
      Centro De Giorgi, Pisa, ITALY
    • Year and Date
      2010-10-12
  • [Presentation] Martingale dimensions and derivatives for some fractals2010

    • Author(s)
      Masanori Hino
    • Organizer
      Conference in Memory of Paul Malliavin
    • Place of Presentation
      Universite de Bourgogne, FRANCE
    • Year and Date
      2010-10-04
  • [Presentation] Displacement convexity of generalized relative entropies2010

    • Author(s)
      Shin-ichi Ohta
    • Organizer
      34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      千里ライフサイエンスセンタービル
    • Year and Date
      2010-09-10
  • [Presentation] Spectral analysis of OFT by functional integration with jump processes2010

    • Author(s)
      Fumio Hiroshima
    • Organizer
      34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      千里ライフサイエンスセンタービル
    • Year and Date
      2010-09-10
  • [Presentation] Martingale dimensions for self-similar fractals2010

    • Author(s)
      Masanori Hino
    • Organizer
      34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      千里ライフサイエンスセンタービル
    • Year and Date
      2010-09-10
  • [Presentation] Laplace-type asymptotics for rough differential equation driven by fractional Brownian motion2010

    • Author(s)
      Yuzuru Inahama
    • Organizer
      The 34th conference on stochastic processes and their applications
    • Place of Presentation
      千里ライフサイエンスセンタービル
    • Year and Date
      2010-09-09
  • [Presentation] COH formula and Dirichlet Laplacians on small domains of pinned path spaces2010

    • Author(s)
      Shigeki Aida
    • Organizer
      34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      千里ライフサイエンスセンタービル
    • Year and Date
      2010-09-07
  • [Presentation] Vanishing of one dimensional L^2-cohomologies of loop groups2010

    • Author(s)
      Shigeki Aida
    • Organizer
      4-th international conference on Stochastic Analysis and its Applications
    • Place of Presentation
      関西大学
    • Year and Date
      2010-08-31
  • [Presentation] Vanishing of one dimensional L^2-cohomologies of loop groups2010

    • Author(s)
      Shigeki Aida
    • Organizer
      確率論と幾何学
    • Place of Presentation
      東北大学
    • Year and Date
      2010-08-27
  • [Presentation] Laplace-type asymptotics for rough differential equation driven by fractional Brownian motion2010

    • Author(s)
      Yuzuru Inahama
    • Organizer
      ICM satellite conference on probability and stochastic processes
    • Place of Presentation
      Indian Institute of Statistics, INDIA
    • Year and Date
      2010-08-16
  • [Presentation] A Malliavin calculus method to study SDE's with irregular drifts2010

    • Author(s)
      A.Kohatsu-Higa
    • Organizer
      ICM Satellite Conference on Probability and Stochastic Processes
    • Place of Presentation
      Indian Statistical Institute, INDIA
    • Year and Date
      2010-08-13
  • [Presentation] Ricci curvature and optimal transport2010

    • Author(s)
      Shin-ichi Ohta
    • Organizer
      Oberseminar Differentialgeometrie
    • Place of Presentation
      Munster, GERMANY
    • Year and Date
      2010-07-19
  • [Presentation] Precise asymptotics for infinite dimensional Ito-Lyons maps of Brownian rough paths2010

    • Author(s)
      Hiroshi Kawabi
    • Organizer
      Rough Paths, SPDEs and Related Topics
    • Place of Presentation
      University of Cambridge, UK
    • Year and Date
      2010-04-06

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Published: 2013-06-26  

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