2013 Fiscal Year Final Research Report
Global properties for Markov processes with time dependent perturbations and their applications
| Project/Area Number |
23540147
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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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 | Kumamoto University |
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Principal Investigator |
KIM Daehong 熊本大学, 自然科学研究科, 准教授 (50336202)
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| Co-Investigator(Kenkyū-buntansha) |
KUWAE Kazuhiro 熊本大学, 自然科学研究科, 教授 (80243814)
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| Co-Investigator(Renkei-kenkyūsha) |
UEMURA Toshihiro 関西大学, 理工学部, 教授 (30285332)
SHIOZAWA Yuichi 岡山大学, 自然科学研究科, 准教授 (60454518)
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| Project Period (FY) |
2011 – 2013
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| Keywords | 確率論 / 確率解析 / 確率過程論 |
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| Research Abstract |
In this study, we were able to investigate the global properties of Markov processes with time dependent perturbations and applied our results to the surrounding problems such as optimizations in a broad sense. In particular, by making use of potential theory and Dirichlet form theory, we were able to obtain some new analytic perspective in studying the Markov processes with time dependent perturbations.
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