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General research of Probability theory

Research Project

Project/Area Number 07304020
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section総合
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionOsaka University

Principal Investigator

KOTANI Shin-ichi  Dept.of Math.Osaka Univ.Professor, 大学院・理学研究科, 教授 (10025463)

Co-Investigator(Kenkyū-buntansha) HIGUCHI Yasunari  Dept.Math.Kobe Univ.Professor, 理学部, 教授 (60112075)
UCHIYAMA Kohei  Dept.of Applied Phys.Tokyo Inst.of Tech.Ass.Professor, 理学部, 助教授 (00117566)
KUMAGAI Takashi  Dept.of Math.Nagoya Univ.Ass.Professor, 大学院・多元数理科学研究科, 助教授 (90234509)
KUSUOKA Shigeo  Dept.of Math.Univ.of Tokyo Professor, 大学院・数理科学研究科, 教授 (00114463)
ATSUJI Atsushi  Dept.of Math.Osaka Univ.Lecturer, 大学院・理学研究科, 講師 (00221044)
杉田 洋  九州大学, 数理学研究科, 助教授 (50192125)
Project Period (FY) 1995 – 1996
Project Status Completed (Fiscal Year 1996)
Budget Amount *help
¥17,500,000 (Direct Cost: ¥17,500,000)
Fiscal Year 1996: ¥7,800,000 (Direct Cost: ¥7,800,000)
Fiscal Year 1995: ¥9,700,000 (Direct Cost: ¥9,700,000)
KeywordsStocharfic process / Stochastic analysis / mathematical finance / fractal / fluid mechanical limit / ergode theory / stochastic control / Browuian motion / 確率過程 / 確率微分方程式 / パーコレイション / 無限粒子系 / シュレ-ディンガー作用系 / 無限次元解析 / 極限定理 / 力学系
Research Abstract

This research project was executed for 2 years, namely in 1995 and 1996. We opened 12 symposia during these two years on various matters relating probability theory and exchanged information. You will find the detail of the symposia in the research report of the project.
Especilally, it was significant that we could know the interrelationship between probability theory and other fields of mathematics, phisics, biology, finance. In mathematics we could achieve progress in the fields relating to number theory, differential equation, spectral theory, differential geometry.
We also opend summer schools in 1995 and 1996 so that young generation could get clear understanding what is going on in the present probability theory. We chose two topics : [Fluid mechanical limit] in 1995 and [Ergode theory and number theory] in 1996, which are studied very actively in this country. We believe that this atempt was welcomed and could assist them to determine the direction of their future research.
In the ends of the years, we planned general simposia on probability theory to unify the fields as well as the researchers. We believe that this type of simposium is quite essential to give a perspective view of our research.

Report

(3 results)
  • 1996 Annual Research Report   Final Research Report Summary
  • 1995 Annual Research Report
  • Research Products

    (26 results)

All Other

All Publications (26 results)

  • [Publications] 厚地淳: "Nevanlinna theory via Sfoclustic Calculus" J. Funct. Aucly.132,2. 473-510 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 熊谷隆,楠岡成雄: "Homogeuization on nested fractals" Prob. Theory Rslated Fields. 104. 375-398 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 樋口保成: "Mixing Condition and persolation in using modelo" Proc. of 7th,Japan-Russian Symp. 110-121 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 内山耕平: "Scaling limit for a meclicrinal system of infoacting perticles" Common. math. phys. 177. 103-128 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 楠岡成雄: "Limit theorem on option scplication with transaction costs" Ann. Applies Prob.5. 198-221 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 小谷眞一: "Flogst theory. for stationary Schridion open for in a dimension" Chaos Solitons & Fractals. 特別号. 40- (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] A.Atsuji: "Nevanlinna theory via stochastic calculus" J.Funct.Anal.132. 473-510 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Kumagai and S.Kusuoka: "Homogenization on nested fractals" Prob.Theory Related Fields. 104. 375-398 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Higuchi: "Mixing condition and percolation for Ising models" Proc.of 7th Japan-Russia Symp.110-121 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Uchiyama: "Scaling limit for a mechanical system of interacting particles" Comm.Math.Phys.177. 103-128 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] S.Kusuoka: "Limit theorem on option replication with transaction costs" Ann.Applied Prob.5. 198-221 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] S.Kotani: "Floquet theory for stationary Schrodinger operators in one-dimension" Chaos Solitons & Fractals, Special issue. 40 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 小谷 眞一: "Analyfic approuch to Yor′s formula of exponential additive functionals of Biousaian motion" Ito′s stockasdic calculus and probability theory. 185-196 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] 小谷 眞一: "Genelalycl floguet theory for stationary Schrodiyer ojurators in one dimention" Chae′s Solitons a Fractals. 特別号(発表予定). (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] 厚地 淳: "Nevanlinna theory via shockabtic calculus" J.Fumct.Anal.132-2. 473-510 (1995)

    • Related Report
      1996 Annual Research Report
  • [Publications] 長田 博文: "Dinuchlet fomm upproach to infinite dimensional Wiener processes with singular interactions" Comman,Math.Pheys. 176. 117-131 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] 樋口 保成: "Mixing condition and percolation for Ising models" Proc.7-th Japan-Russia Symp.110-121 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] 楠岡 成雄: "Limit theorem on option replication with trans action costs" Ann.Applied Prob.5. 198-221 (1995)

    • Related Report
      1996 Annual Research Report
  • [Publications] 小谷 眞一: "測度と確率1" 岩波書店, 158 (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] 楠岡 成雄: "確率・統計" 森北出版, 150 (1995)

    • Related Report
      1996 Annual Research Report
  • [Publications] 小谷眞一: "Analytic approach to You′s formaly of exponestcol aektive funationals of Brouwer" 伊藤清名誉教授80才記念論文集. (発表予定). (1996)

    • Related Report
      1995 Annual Research Report
  • [Publications] 磯崎泰樹: "Aspnptotic esrimates for the cbistribution of sclelitive functionals of Brouwiuu wation by the Wreuer-Hopf Loctorization in thod" J,Math,Kyoto Univ.36-1(発表予定). (1996)

    • Related Report
      1995 Annual Research Report
  • [Publications] 松本裕行: "Semiclassical asymptotics of eigeuvaloes for Schiodinger operstors with magetic frells." J.Funct,Anal.129. 168-190 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] 浜名裕治: "The fluctua for sesults for the single point iange of rendoms walks in low dimesions" Japan J.Math,. 17-2(発表予定). (1996)

    • Related Report
      1995 Annual Research Report
  • [Publications] 長田博文: "Self-sincilar diffusions on a class of infnitely rawafed fractols" J.Math,Soc,Japan. 47-4. 591-616 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] 厚地 淳: "Nevan liuna theory via stocbastic calcus" J.Funct,Aual,. (発表予定). (1996)

    • Related Report
      1995 Annual Research Report

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Published: 1995-04-01   Modified: 2016-04-21  

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