Quantitative analysis of reversible Markov processes and the theory of stochastic stopping game
| Project/Area Number |
15540142
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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 | Kansai University |
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Principal Investigator |
FUKUSHIMA Masatoshi Kansai Univ., Faculty Engineering, Prof., 工学部, 教授 (90015503)
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| Co-Investigator(Kenkyū-buntansha) |
ICHIHARA Kanji Kansai Univ., Faculty Engineering, Prof., 工学部, 教授 (00112293)
KUSUDA Masaharu Kansai Univ., Faculty Engineering, Prof., 工学部, 教授 (80195437)
KURISU Tadashi Kansai Univ., Faculty Engineering, Prof., 工学部, 教授 (00029159)
OSHIMA Youichi Kumamoto Univ., Faculty Engineering, Prof., 工学部, 教授 (20040404)
UEMURA Toshihiro Kobe Pref. Univ., Faculty Business, Associate Prof., 経営学部, 助教授 (30285332)
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| Project Period (FY) |
2003 – 2004
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| Project Status |
Completed (Fiscal Year 2004)
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| Budget Amount *help |
¥2,800,000 (Direct Cost: ¥2,800,000)
Fiscal Year 2004: ¥1,300,000 (Direct Cost: ¥1,300,000)
Fiscal Year 2003: ¥1,500,000 (Direct Cost: ¥1,500,000)
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| Keywords | symmetric Markov process / Dirichlet form / time changed process / Feller measures / scale function / excursion / Poisson point process / stopping game / ダグラス積分 / 定量解析 / 対称安定過程 / スペクトル総合 / 確率停止ゲーム理論 |
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| Research Abstract |
The head investigator collaborated with J. Ying and X. Fang to characterize all regular Dirichlet subspaces of a one-dimensional Sobolev space in terms of a family of scale functions in the joint paper from Osaka J. Math. He also successfully collaborated with J. Ying and P. He and then with J. Ying and Z.Q.Chen to characterize the jumping measure of the time changed processes of a symmetric diffusion and a most general symmetric Markov process in terms of the Feller measure determined by the minimal process, and the results are being published in two papers from Annales of Probability in USA. He further collaborates with H. Tanaka to extend an old result of K. Ito by construction a symmetric diffusion by piecing together excursions away from a point in a joint paper being published in a famous French journal.
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Report
(3 results)
Research Products
(19 results)
