2013 Fiscal Year Final Research Report
Analysis of asymptotic behaviors of Markov processes
| Project/Area Number |
23740078
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Multi-year Fund |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Okayama University |
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Principal Investigator |
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| Project Period (FY) |
2011 – 2013
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| Keywords | 確率論 / 対称マルコフ過程 / ディリクレ形式 / 保存性 / 脱出レート / Silverstein 拡大 |
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| Research Abstract |
Conservativeness criteria and upper estimates of the escape rate are established for symmetric jump-diffusion processes generated by regular Dirichlet forms. Furthermore, these results are proved to be sharp by using concrete examples. It is also prove that the Silverstein extension of a regular Dirichlet form is unique under some topological property of the associated intrinsic metric.
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