2011 Fiscal Year Final Research Report
New approach to spectral theory of generalized second-order differential operators and its applications to probability theory
| Project/Area Number |
21540109
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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 Tsukuba |
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Principal Investigator |
KASAHARA Yuji 筑波大学, 数理物質系, 教授 (60108975)
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| Co-Investigator(Kenkyū-buntansha) |
LIANG Song 筑波大学, 数理物質系, 准教授 (60324399)
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| Project Period (FY) |
2009 – 2011
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| Keywords | 確率論 |
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| Research Abstract |
It is well known that a linear diffusion is described by a generalized second-order differential operator. Therefore, the study of various quantities of linear diffusions is reduced to problems on the spectral functions. In the present study we obtained a necessary and sufficient condition on the asymptotic behavior of the spectral function. Furthermore, we also obtained some related results on the maximum process of the diffusion.
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Research Products
(14 results)
