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Stochastic analysis in infinite dimensional spaces

Research Project

Project/Area Number 17340036
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionKyoto University

Principal Investigator

SHIGEKAWA Ichiro  Kyoto University, 大学院・理学研究科, 教授 (00127234)

Co-Investigator(Kenkyū-buntansha) KUMAGAI Takashi  京都大学, 大学院・理学研究科, 教授 (90234509)
吉田 伸生  京都大学, 理学研究科, 准教授 (40240303)
日野 正訓  京都大学, 情報学研究科, 准教授 (40303888)
上木 直正 (上木 直昌)  京都大学, 人間環境学研究科, 准教授 (80211069)
会田 茂樹  大阪大学, 情報学研究科, 教授 (90222455)
高信 敏  金沢大学, 理学部, 教授 (40197124)
Co-Investigator(Renkei-kenkyūsha) YOSHIDA Nobuo  京都大学, 大学院・理学研究科, 准教授 (40240303)
HINO Masanori  京都大学, 大学院・情報学研究科, 准教授 (40303888)
UEKI Naomasa  京都大学, 大学院・人間環境学研究科, 准教授 (80211069)
AIDA Shigeki  大阪大学, 大学院・基礎工学研究科, 教授 (90222455)
UEMURA Hideaki  愛知教育大学, 教育学部, 教授 (30203483)
TAKANOBU Satoshi  金沢大学, 理学部, 教授 (40197124)
Project Period (FY) 2005 – 2008
Project Status Completed (Fiscal Year 2008)
Budget Amount *help
¥11,380,000 (Direct Cost: ¥10,000,000、Indirect Cost: ¥1,380,000)
Fiscal Year 2008: ¥2,990,000 (Direct Cost: ¥2,300,000、Indirect Cost: ¥690,000)
Fiscal Year 2007: ¥2,990,000 (Direct Cost: ¥2,300,000、Indirect Cost: ¥690,000)
Fiscal Year 2006: ¥2,600,000 (Direct Cost: ¥2,600,000)
Fiscal Year 2005: ¥2,800,000 (Direct Cost: ¥2,800,000)
KeywordsWiener 空間 / Brown 運動 / 拡散過程 / 対数Sobolev 不等式 / スペクトルギャップ / 格子スピン系 / Hodge-Kodaira 作用素 / Hodge-Kodaira作用素 / 超縮小性 / 非対称半群 / リーマン多様体 / 不変測度 / ブラウン運動 / 確率解析 / Wiener空間 / スペクトルの跳び / Witten Laplacian / Wiener測度 / 対数Sobolev不等式 / Dirichlet形式
Research Abstract

確率解析に関する研究を、主に関数解析的な手法で進めた。ここでは次のような結果を得た。(1)Hodge-Kodaira 作用素のmultiplier の L^p 有界性(2)Riemann 多様体上のSchrodinger 作用素に対する Littlewood-Paleyの不等式(3)作用素の交換関係と生成作用素(4)Wiener空間及び格子スピン系のSchrodinger作用素のスペクトルギャップの存在(5)1次元拡散過程の生き残り拡散過程の存在(6)非対称な半群に関する超縮小性のための条件と、リーマン多様体上の拡散過程への応用。

Report

(5 results)
  • 2008 Annual Research Report   Final Research Report ( PDF )
  • 2007 Annual Research Report
  • 2006 Annual Research Report
  • 2005 Annual Research Report
  • Research Products

    (49 results)

All 2009 2008 2007 2006 2005 Other

All Journal Article (33 results) (of which Peer Reviewed: 25 results) Presentation (14 results) Remarks (2 results)

  • [Journal Article] Parabolic Harnack inequality and heat kernel estimates for random walks with long range jumps2009

    • Author(s)
      M. Barlow, R. F. Bass, T. Kumagai
    • Journal Title

      Math. Z. 261

      Pages: 297-320

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Weighted Poincare inequality and heat kernel estimates for finite range jump processes2008

    • Author(s)
      Chen, Z-Q., Kim, P., Kumagai, T
    • Journal Title

      Math. Ann 342, no.4

      Pages: 833-883

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Heat kernel estimates for jump processes of mixed types on metric measure spaces2008

    • Author(s)
      Chen, Z-Q. and Kumagai, T
    • Journal Title

      Probab. Theory Related Fields 140, no.1-2

      Pages: 277-317

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Log-Sobolev inequalities with potential functions on pinned path groups2008

    • Author(s)
      Aida, S
    • Journal Title

      Commun. Stoch. Anal 2, no.1

      Pages: 33-51

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Central limit theorem for branching random walks in random environment2008

    • Author(s)
      Yoshida, N
    • Journal Title

      Ann. Appl. Probab 18, no.4

      Pages: 1619-1635

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Phase Transitions for the Growth Rate of Linear Stochastic Evolutions2008

    • Author(s)
      Yoshida, N
    • Journal Title

      J. Stat. Phys 133, No.6

      Pages: 1033-1058

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures2008

    • Author(s)
      Uemura, H
    • Journal Title

      Stochastic Process. Appl 118, no.10

      Pages: 1870-1891

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Wegner estimate and localization for random magnetic fields2008

    • Author(s)
      Ueki, N
    • Journal Title

      Osaka J. Math 45, no.3

      Pages: 565-608

    • NAID

      120004838764

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Weighted Poincar\'e inequality and heat kernel estimates for finite range jump processes2008

    • Author(s)
      Z. Q. Chen, P. Kim, T. Kumagai
    • Journal Title

      Math. Ann 342

      Pages: 833-883

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Heat kernel estimates for jump processes of mixed types on metric measure spaces2008

    • Author(s)
      Zhen-Qing Chen, Takashi Kumagai
    • Journal Title

      Probab. Theory Related Fields 140

      Pages: 277-317

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Schrodinger operators on the Wiener space2007

    • Author(s)
      Shigekawa, I
    • Journal Title

      Commun. Stoch. Anal 1, no.1

      Pages: 1-17

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Semi-classical limit of the bottom of spectrum of a Schrodinger operator on a path space over a compact Riemannian manifold2007

    • Author(s)
      Aida, S
    • Journal Title

      J. Funct. Anal 251, no.1

      Pages: 59-121

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Positive continuous additive functionals of multidimensional Brownian motion and the Brownian local time2007

    • Author(s)
      Uemura, H
    • Journal Title

      J. Math. Kyoto Univ 47, no.2

      Pages: 371-390

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] The probability of two F_ q-polynomials to be coprime2007

    • Author(s)
      Sugita, H., Takanobu, S
    • Journal Title

      Probability and number theory Kanazawa 2005 49

      Pages: 455-478

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Schrodinger operators on the Wiener space2007

    • Author(s)
      Ichiro Shigekawa,
    • Journal Title

      Communications on Stochastic Analysis 1

      Pages: 1-17

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Semi-classical limit of the bottom of spectrum of a Schrodinger operatoron a path space over a compact Riemannian manifold2007

    • Author(s)
      Aida, Shigeki
    • Journal Title

      J. Funct. Anal. 251

      Pages: 59-121

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Defective intertwining property and generator domain2006

    • Author(s)
      Shigekawa, I
    • Journal Title

      J. Funct. Anal 239, no.2

      Pages: 257-274

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] On equivalence of L^p-norms related to Schrodinger type operators on Riemannian manifolds2006

    • Author(s)
      Miyokawa, T, Shigekawa, I
    • Journal Title

      Probab. Theory Related Fields 135, no.4

      Pages: 487-519

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] A trace theorem for Dirichlet forms on fractals2006

    • Author(s)
      Hino, M., Kumagai, T
    • Journal Title

      J. Funct. Anal 238, no.2

      Pages: 578-611

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] On equivalence of L^p-norms related to Schrodinger type operators on Riemannian manifolds2006

    • Author(s)
      I.Shigekawa, T.Miyokawa
    • Journal Title

      Probability Theory and Related Fields 135

      Pages: 487-519

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Defective intertwining property and generator domain2006

    • Author(s)
      I.Shigekawa
    • Journal Title

      Journal of Functional Analysis 239

      Pages: 357-374

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Directed polymers in random environment are diffusive at weak disorder2006

    • Author(s)
      F.Comets, N.Yoshida
    • Journal Title

      Ann. Probab. 34

      Pages: 1746-1770

    • Related Report
      2006 Annual Research Report
  • [Journal Article] On singularity of energy measures on self-similar sets. II.2006

    • Author(s)
      M.Hino, K.Nakahara
    • Journal Title

      Bull. London Math. Soc. 38

      Pages: 1019-1032

    • Related Report
      2006 Annual Research Report
  • [Journal Article] A trace theorem for Dirichlet forms on fractals2006

    • Author(s)
      M.Hino, T.Kumagai
    • Journal Title

      J. Funct. Anal. 238

      Pages: 578-611

    • Related Report
      2006 Annual Research Report
  • [Journal Article] L^p multiplier theorem for the Hodge-Kodaira operator2005

    • Author(s)
      Shigekawa, I
    • Journal Title

      Seminaire de Probabilites XXXVIII 1857

      Pages: 226-246

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Characterization of sub-Gaussian heat kernel estimates on strongly recurrent graphs2005

    • Author(s)
      Barlow, M. T., Coulhon, T., Kumagai, T
    • Journal Title

      Comm. Pure Appl. Math 58, no.12

      Pages: 1642-1677

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Construction of diffusion processes on fractals, dsets, and general metric measure spaces2005

    • Author(s)
      Kumagai, T., Sturm, K-T
    • Journal Title

      J. Math. Kyoto Univ 45, no.2

      Pages: 307-327

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] On singularity of energy measures on self-similar sets2005

    • Author(s)
      Hino, M
    • Journal Title

      Probab. Theory Related Fields 132, no.2

      Pages: 265-290

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Small-time asymptotic estimates in local Dirichlet spaces2005

    • Author(s)
      Ariyoshi, T., Hino, M
    • Journal Title

      Electron. J. Probab 10, no.37

      Pages: 1236-1259

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] L^p multiplier theorem for the Hodge-Kodaira operator2005

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      Seminaire de Probabilites 38

      Pages: 226-246

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Small-time asymptotic estimates in local Dirichlet spaces2005

    • Author(s)
      Teppei Ariyoshi, Masanori Hino
    • Journal Title

      Electron.J.Probab. 10

      Pages: 1236-1259

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Brownian directed polymers in random environment2005

    • Author(s)
      Francis Comets, Nobuo Yoshida
    • Journal Title

      Comm.Math.Phys. 254

      Pages: 257-287

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Witten Laplacian on a lattice spin system

    • Author(s)
      Ichiro Shigekawa
    • Journal Title

      to appear in Asterisque (掲載確定)

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Presentation] Non-symmetric diffusions on Riemannian manifolds and the ultracontractivity2008

    • Author(s)
      重川一郎
    • Organizer
      科研費シンポジウム「確率解析とその周辺」
    • Place of Presentation
      名古屋大学ベンチャー, ビジネス, ラボラトリー, ベンチャーホール
    • Year and Date
      2008-11-20
    • Related Report
      2008 Final Research Report
  • [Presentation] Ultracontractivity for nonsymmetric Markovian semigroup2008

    • Author(s)
      Shigekawa, I
    • Organizer
      German-Japanese Symposium on Stochastic Analysis and Applications 2008
    • Place of Presentation
      九州大学西新プラザ
    • Year and Date
      2008-09-12
    • Related Report
      2008 Final Research Report
  • [Presentation] Ultracontractivity for non-symmetric Markovian semigroup2008

    • Author(s)
      Ichiro Shigekawa
    • Organizer
      German-Japanese Symposium on stochastic Analysis and Applications 2008
    • Place of Presentation
      九州大学西新プラザ
    • Year and Date
      2008-09-12
    • Related Report
      2008 Annual Research Report
  • [Presentation] Uniqueness of Brownian motion on Sierpinski carpets2008

    • Author(s)
      Kumagai, T
    • Organizer
      Stochastic Analysis and Applications 2008
    • Place of Presentation
      九州大学西新プラザ
    • Year and Date
      2008-09-11
    • Related Report
      2008 Final Research Report
  • [Presentation] Semi-classical limit of P(φ)_2 Hamiltonians2008

    • Author(s)
      Aida, S
    • Organizer
      German-Japanese Symposium on Stochastic Analysis and Applications 2008
    • Place of Presentation
      九州大学西新プラザ
    • Year and Date
      2008-09-10
    • Related Report
      2008 Final Research Report
  • [Presentation] Energy measures and derivatives on some fractals2008

    • Author(s)
      Hino, M
    • Organizer
      German-Japanese Symposium on Stochastic Analysis and Applications 2008
    • Place of Presentation
      九州大学西新プラザ
    • Year and Date
      2008-09-09
    • Related Report
      2008 Final Research Report
  • [Presentation] Non symmetric diffusions on a Riemannian manifold2008

    • Author(s)
      Shigekawa, I.
    • Organizer
      The 1st MSJ-SI, Probabilistic Approach to Geometry
    • Place of Presentation
      京都大学時計台百周年記念ホール
    • Year and Date
      2008-08-08
    • Related Report
      2008 Final Research Report
  • [Presentation] Semigoups that preserve a convex set in a Banach space2008

    • Author(s)
      Shigekawa, I
    • Organizer
      The 6th Workshop on Markov processes and related topics
    • Place of Presentation
      Anhui Normal University, Wuhu, CHINA
    • Year and Date
      2008-07-21
    • Related Report
      2008 Final Research Report
  • [Presentation] 無限次元空間上のシュレーディンガー作用素の準古典近似2008

    • Author(s)
      会田 茂樹
    • Organizer
      日本数学会年会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-23
    • Related Report
      2007 Annual Research Report
  • [Presentation] Heat kernel estimates for recurrent random walk on random media2008

    • Author(s)
      Kumagai, T
    • Organizer
      Random systems from physics to biology
    • Place of Presentation
      Technical University of Berlin
    • Related Report
      2008 Final Research Report
  • [Presentation] The dual ultracontractivity and its applications, Dirichlet Forms2007

    • Author(s)
      Shigekawa, I
    • Organizer
      Stochastic Analysis and Interacting Systems
    • Place of Presentation
      Technical University of Berlin, Berlin, GERMANY
    • Year and Date
      2007-09-21
    • Related Report
      2008 Final Research Report
  • [Presentation] Random walk on the incipient infinite cluster for oriented percolation in high dimensions2006

    • Author(s)
      Kumagai, T
    • Organizer
      AMS Sectional Meeting
    • Place of Presentation
      Connecticut 大学, 米国
    • Year and Date
      2006-10-28
    • Related Report
      2008 Final Research Report
  • [Presentation] One dimensional diffusions conditioned to be non-explosive2006

    • Author(s)
      Shigekawa, I
    • Organizer
      Mini Symposium 24 "Probability and Geometry," Jahrestagung der Deutsche Mathematiker-Verinigung
    • Place of Presentation
      University of Bonn, Bonn, GERMANY
    • Year and Date
      2006-09-22
    • Related Report
      2008 Final Research Report
  • [Presentation] Heat kernel estimates and Harnack inequalities for jump processes2006

    • Author(s)
      熊谷隆
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      九州大学西新プラザ
    • Related Report
      2008 Final Research Report
  • [Remarks]

    • URL

      http://www.math.kyoto-u.ac.ip/~ichiro/

    • Related Report
      2008 Annual Research Report
  • [Remarks]

    • URL

      http://www.math.kyoto-u.ac.jp/~ichiro/index.html

    • Related Report
      2007 Annual Research Report

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Published: 2005-04-01   Modified: 2016-04-21  

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