2014 Fiscal Year Final Research Report
Stochastic analysis of jump-type Markov processes and jump-diffusion processes
| Project/Area Number |
23540172
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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 | Kansai University |
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Principal Investigator |
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| Project Period (FY) |
2011-04-28 – 2015-03-31
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| Keywords | Dirichlet 形式 / マルコフ過程 / 保存性 |
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| Outline of Final Research Achievements |
We succeeded to construct a stochastic process, in particular, a jump-diffusion Markov process by using a lower bounded semi-Dirichlet form theory. Moreover a conservative condition is derived in terms of diffusion data, jump rate and the volume growth of balls with respect to the basic measure. Futher the existence of adjoint Markov process of the jump process is revealed under suitable conditions on the jump kernel.
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| Free Research Field |
確率論
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