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2011 Fiscal Year Final Research Report

New development of infinite dimensional stochastic analysis and its applications

Research Project

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Project/Area Number 21244009
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionTohoku University (2010-2011)
Osaka University (2009)

Principal Investigator

AIDA Shigeki  東北大学, 大学院・理学研究科, 教授 (90222455)

Co-Investigator(Kenkyū-buntansha) SHIGEKAWA Ichiro  京都大学, 大学院理学研究科, 教授 (00127234)
MATSUMOTO Hiroyuki  青山学院大学, 理工学部, 教授
HANDA Kenji  佐賀大学, 大学院工学研究科, 准教授 (10238214)
KAWABI Hiroshi  岡山大学, 自然科学研究科, 准教授 (80432904)
INAHAMA Yuzuru  名古屋大学, 大学院多元数理科学研究科, 准教授 (80431998)
NAGAHATA Yukio  新潟大学, 自然科学系, 准教授 (50397725)
YANO Kouji  京都大学, 大学院理学研究科, 准教授 (80467646)
Co-Investigator(Renkei-kenkyūsha) HINO Masanori  大阪大学, 大学院基礎工学研究科, 教授 (40303888)
KOHATSU-HIGA Arturo  立命館大学, 理工学部, 教授 (80420412)
HIROSHIMA Fumio  九州大学, 大学院数理学研究院, 教授 (00330358)
TANIGUCHI Setsuo  九州大学, 大学院数理学研究院, 教授 (70155208)
HARIYA Yuu  東北大学, 大学院理学研究科, 准教授 (20404030)
NINOMIYA Shoiti  東京工業大学, 大学院イノベーションマネジメント研究科, 教授 (70313377)
TAKANOBU Satoshi  金沢大学, 理工研究域数物科学系, 教授 (40197124)
OHTA Shin-ichi  京都大学, 大学院理学研究科, 准教授 (00372558)
MIKAMI Toshio  広島大学, 大学院工学研究科, 教授 (70229657)
Project Period (FY) 2009 – 2011
Keywords確率解析 / 場の量子論 / ラフパス解析 / ループ空間 / 準古典極限 / 最適輸送写像 / 確率測度の幾何学 / 処罰問題
Research Abstract

The study subjects and results are as follows: (1) Laplace approximation and the vanishing of L^2-cohomologies of loop groups from the view point of rough path analysis, (2) Studies on semi-classical properties of Hamiltonian in quantum field theory, Studies from the view point of functional integration, (3)Basic results on the geometry of the space of probability measures (4)Basic study on Sobolev spaces on H-convex set in Wiener spaces and penalization problem and basic results for probability theory

  • Research Products

    (51 results)

All 2013 2012 2011 2010 2009 Other

All Journal Article (40 results) (of which Peer Reviewed: 40 results) Presentation (8 results) Book (2 results) Remarks (1 results)

  • [Journal Article] Laplace approximation for rough differential equation driven by fractional Brownian motion2013

    • Author(s)
      Yuzuru Inahama
    • Journal Title

      Ann. Probab

      Volume: 41 Pages: 170-205

    • DOI

      DOI:10.1214/11-AOP733

    • Peer Reviewed
  • [Journal Article] A moment estimate for the derivative process in rough path theory2012

    • Author(s)
      Yuzuru Inahama
    • Journal Title

      Proc. Amer.Math.Soc

      Volume: 140 Pages: 2183-2191

    • DOI

      DOI:10.1090/S0002-9939-2011-11051-7

    • Peer Reviewed
  • [Journal Article] The sector constants of continuous state branching processes with immigration2012

    • Author(s)
      Kenji Handa
    • Journal Title

      J.Funct.Anal

      Volume: 262 Pages: 4488-4524

    • DOI

      DOI:10.1016/j.jfa.2012.02.026

    • Peer Reviewed
  • [Journal Article] Strong uniqueness for both Dirichlet operators and stochastic dynamics to Gibbs measures on a path space with exponential interactions2012

    • Author(s)
      Sergio Albeverio, Hiroshi Kawabi and Michael Roeckner
    • Journal Title

      J.Funct.Anal

      Volume: 262 Pages: 602-638

    • DOI

      DOI:10.1016/j.jfa.2011.09.023

    • Peer Reviewed
  • [Journal Article] Absence of ground state of the Nelson model with variable coefficients2012

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

      J.Funct.Anal

      Volume: 262 Pages: 273-299

    • DOI

      DOI:10.1016/j.jfa.2011.09.010

    • Peer Reviewed
  • [Journal Article] A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts, Ann. Inst2012

    • Author(s)
      Arturo Kohatsu-Higa
    • Journal Title

      Henri Poincare Probab. Stat

      Volume: 48 Pages: 871-883

    • DOI

      DOI:10.1214/11-AIHP418

    • Peer Reviewed
  • [Journal Article] Maxima and minima of overall survival functions with fixed marginal distributions and transmission of technology2012

    • Author(s)
      Isao Higuchi and Toshio Mikami
    • Journal Title

      Communications in Statistics-Theory and Methods

      Volume: 41 Pages: 46-61

    • DOI

      DOI:10.1080/03610926.2010.513788

    • Peer Reviewed
  • [Journal Article] COH-formula and Dirichlet Laplacians on small domains of pinned path spaces2011

    • Author(s)
      Shigeki Aida
    • Journal Title

      Contemporary Mathematics

      Volume: 545 Pages: 1-12

    • DOI

      DOI:10.1090/conm/545

    • Peer Reviewed
  • [Journal Article] Vanishing of one-dimensional L^2 cohomologies of loop groups2011

    • Author(s)
      Shigeki Aida
    • Journal Title

      J.Funct.Anal

      Volume: 261 Pages: 2164-2213

    • DOI

      DOI:10.1016/j.jfa.2011.06.003

    • Peer Reviewed
  • [Journal Article] Infrared problem for the Nelson model on static space-time, Comm2011

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

      Math. Physics

      Volume: 308 Pages: 543-566

    • DOI

      DOI:10.1007/s00220-011-1289-7

    • Peer Reviewed
  • [Journal Article] Semigroups preserving a convex set in a Banach space2011

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      Kyoto J.Math

      Volume: 51 Pages: 647-672

    • DOI

      DOI:10.1215/21562261-1299918

    • Peer Reviewed
  • [Journal Article] Dirichlet spaces on H-convex sets in Wiener space2011

    • Author(s)
      Masanori Hino
    • Journal Title

      Bull.Sci.Math

      Volume: 135 Pages: 667-683

    • DOI

      DOI:10.1016/j.bulsci.2011.07.008

    • Peer Reviewed
  • [Journal Article] Bernoulli polynomials, and Levy's stochastic area formula, Bull2011

    • Author(s)
      N.Ikeda and Setsuo Taniguchi, Euler polynomials
    • Journal Title

      Sci. Math

      Volume: 135 Pages: 684-694

    • DOI

      DOI:10.1016/j.bulsci.2011.07.009

    • Peer Reviewed
  • [Journal Article] Spectral gap for multi-species exclusion processes2011

    • Author(s)
      Yukio Nagahata and Makiko Sasada
    • Journal Title

      J. Stat. Physics

      Volume: 143 Pages: 381-398

    • DOI

      DOI:10.1007/s10955-011-01760-0

    • Peer Reviewed
  • [Journal Article] Displacement convexity of generalized relative entropies2011

    • Author(s)
      Shin-ichi Ohta and Asuka Takatsu
    • Journal Title

      Adv. Math

      Volume: 228 Pages: 1742-1787

    • DOI

      DOI:10.1016/j.aim.2011.06.029

    • Peer Reviewed
  • [Journal Article] Wiener integral for for the coordinate process under the σ-finite measure unifying Brownian penalizations2011

    • Author(s)
      Kouji Yano
    • Journal Title

      ESAIM Probab. Stat

      Volume: 15 Pages: 69-84

    • DOI

      DOI:10.1051/ps/2010024

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

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

      Seminaire de Probabilites

      Volume: XLIII Pages: 757-798

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

    • Author(s)
      Shigeki Aida
    • Journal Title

      Adv.Stud.Pure Math

      Volume: 57 Pages: 1-28

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

    • Author(s)
      Yuzuru Inahama
    • Journal Title

      Adv.Stud.Pure Math

      Volume: 57 Pages: 155-170

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

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      Adv.Stud.Pure Math

      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

      J.Funct.Anal

      Volume: 258 Pages: 1656-1681

    • DOI

      DOI:10.1016/j.jfa.2009.06.033

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

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

      Bull.Lond.Math.Soc

      Volume: 42 Pages: 467-477

    • DOI

      DOI:10.1112/blms/bdq013

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

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

      Stoch.Proc.Appl

      Volume: 120 Pages: 605-621

    • DOI

      DOI:10.1016/j.spa.2010.01.009

    • Peer Reviewed
  • [Journal Article] Penalization of a stable Levy process involving its one -sided supremum, Ann2010

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

      Inst.Henri Poincare Probab. Stat

      Volume: 46 Pages: 1042-1054

    • DOI

      DOI:10.1214/09-AIHP339

    • Peer Reviewed
  • [Journal Article] Excursions away from a regular point for one dimensional symmetric Levy processes without Gaussian part2010

    • Author(s)
      Kouji Yano
    • Journal Title

      Potential anal

      Volume: 32 Pages: 305-341

    • DOI

      DOI:10.1007/s11118-009-9152-6

    • Peer Reviewed
  • [Journal Article] Cameron-Martin formula for the σ-finite measure unifying Brownian penalizations2010

    • Author(s)
      Kouji Yano
    • Journal Title

      J.Funct.Anal

      Volume: 258 Pages: 3492-3516

    • DOI

      DOI:10.1016/j.jfa.2009.11.021

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

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

      Adv. Stud. Pure Math

      Volume: 57 Pages: 475-516

    • Peer Reviewed
  • [Journal Article] Limiting behaviors of the Brownian motions on hyperbolic spaces Colloquim Mathematicum2010

    • Author(s)
      Hiroyuki Matsumoto
    • Volume
      119
    • Pages
      475-516
    • 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

    • DOI

      DOI:10.1007/s10959-010-0287-6

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

    • Author(s)
      Vlad Bally and Arturo Kohatsu-Higa
    • Journal Title

      J. Funct. Anal

      Volume: 258 Pages: 3134-3164

    • DOI

      DOI:10.1016/j.jfa.2009.10.027

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

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

      Electron.J.Probab

      Volume: 15 Pages: 636-653

    • DOI

      DOI:10.1214/EJP.v15-757

    • Peer Reviewed
  • [Journal Article] Spectral gap for zero-range processes with jump rate g(x)=x^γ2010

    • Author(s)
      Yukio Nagahata
    • Journal Title

      Stochastic Process. Appl

      Volume: 120 Pages: 949-958

    • DOI

      DOI:10.1016/j.spa.2010.01.019

    • 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

      J.Funct.Anal

      Volume: 256 Pages: 3342-3367

    • DOI

      DOI:10.1016/j.jfa.2008.10.001

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

    • Author(s)
      Setsuo Taniguchi
    • Journal Title

      Kyushu J.Math

      Volume: 63-2 Pages: 347-352

    • DOI

      DOI:10.2206/kyushujm.63.347

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

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

      Seminaire de Probabilites

      Volume: 42 Pages: 187-227

    • Peer Reviewed
  • [Journal Article] Penalizing symmetric stable Levy paths2009

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

      J.Math.Soc.Japan

      Volume: 61 Pages: 757-798

    • DOI

      DOI:10.2969/jmsj/06130757

    • Peer Reviewed
  • [Journal Article] Gradient flows on Wasserstein spaces over compact Alexandrov spaces, Amer2009

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

      J.Math

      Volume: 131 Pages: 475-516

    • DOI

      DOI:10.1353/ajm.0.0048

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

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

      Math.Ann

      Volume: 343 Pages: 669-699

    • DOI

      DOI:10.1007/s00208-008-0286-4

    • Peer Reviewed
  • [Journal Article] Tree structured independence for exponential Brownian functionals, Stochastic Process2009

    • Author(s)
      Hiroyuki Matsumoto, J.Weso.owski and P.Witkowski
    • Journal Title

      Appl

      Volume: 119 Pages: 3793-3815

    • DOI

      DOI:10.1016/j.spa.2009.07.008

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

    • Author(s)
      Kenji Handa
    • Journal Title

      Bernoulli

      Volume: 15 Pages: 1082-1116

    • DOI

      DOI:10.2307/20680193

    • Peer Reviewed
  • [Presentation] Tunneling for spatially cut-off P(φ)_2-Hamiltonian2011

    • Author(s)
      Shigeki Aida
    • Organizer
      Stochastic analysis and its application
    • Place of Presentation
      Bonn, GERMANY
    • Year and Date
      2011-09-08
  • [Presentation] Martingale dimensions for self-similar fractals2010

    • Author(s)
      Masanori, Hino
    • Organizer
      34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      大阪
    • Year and Date
      2010-09-10
  • [Presentation] COH formula and Dirichlet Laplacians on small domains of pinned path spaces2010

    • Author(s)
      Shigeki Aida
    • Organizer
      34^<th> conference of SPA
    • Place of Presentation
      大阪
    • Year and Date
      2010-09-07
  • [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
      20090622-26
  • [Presentation] Log-Sobolev inequalities and semi-classical limit of P(φ)_2-Hamiltonians2009

    • Author(s)
      Shigeki Aida
    • Organizer
      国際研究集会Concentration, functional inequalities And isoperimetry
    • Place of Presentation
      Florida, USA
    • Year and Date
      2009-10-31
  • [Presentation] Non-symmetric Diffusion on a Riemannian manifold2009

    • Author(s)
      Ichiro Shigekawa
    • Organizer
      33rd Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      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 of SPA
    • Place of Presentation
      Berlin, GERMANY
    • Year and Date
      2009-07-30
  • [Presentation] Rough path analysis for an infinite dimensional diffusion2009

    • Author(s)
      Yuzuru Inahama
    • Organizer
      The first Institute of Mathematical Statistics, Asia-Pacific Rim Meeting
    • Place of Presentation
      Seoul University, SOUTH KOREA
    • Year and Date
      2009-06-29
  • [Book] Feynman-Kac-Type Theorems and Gibbs measures on Path space. With applications to rigorous quantum field theory2011

    • Author(s)
      J.L.rinczi, Fumio Hiroshima, V.Betz
    • Total Pages
      1-505
    • Publisher
      Walter de Gruyter Inc
  • [Book] 日本の現代数学2009

    • Author(s)
      会田茂樹
    • Total Pages
      1-23
    • Publisher
      数学書房
  • [Remarks]

    • URL

      http://www.math.tohoku.ac.jp/~aida/index-j.html

URL: 

Published: 2014-08-29  

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