• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Development of infinite-dimensional stochastic analysis forapplications to non-Markovian fields

Research Project

Project/Area Number 19740043
Research Category

Grant-in-Aid for Young Scientists (B)

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

Principal Investigator

HARIYA Yuu  Tohoku University, 大学院・理学研究科, 准教授 (20404030)

Project Period (FY) 2007 – 2009
Project Status Completed (Fiscal Year 2009)
Budget Amount *help
¥3,860,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2009: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2007: ¥1,000,000 (Direct Cost: ¥1,000,000)
Keywords確率論 / 無限次元確率解析
Research Abstract

(1) I have found a path decomposition of multi-dimensional Brownian motion that relates a type of divergence formula on Wiener space obtained by myself, and Hadamard's variational formula for heat kernels of parabolic equations with Dirichlet boundary conditions.
(2) Concerning long-time asymptotics of heat kernels for parabolic equations, I have given a probabilistic explanation by means of a time-change argument which I developed in 2006, in the case where the dimension is one and associated potentials satisfy a certain integrability condition.

Report

(4 results)
  • 2009 Annual Research Report   Final Research Report ( PDF )
  • 2008 Annual Research Report
  • 2007 Annual Research Report
  • Research Products

    (11 results)

All 2009 2006 2005 1995 1985 1982 1981 1980

All Journal Article (11 results)

  • [Journal Article] Penalising Brownian Paths, volume 1969 of Lecture Notes in Math.2009

    • Author(s)
      B. Roynette, M. Yor
    • Journal Title

      Springer, Berlin

    • Related Report
      2009 Final Research Report
  • [Journal Article] Integration by parts formulae for Wiener measures restricted to subsets in R^d2006

    • Author(s)
      Y. Hariya
    • Journal Title

      J. Funct. Anal. 239

      Pages: 594-610

    • NAID

      120000981494

    • Related Report
      2009 Final Research Report
  • [Journal Article] Limiting laws associated with Brownian motion perturbed by normalized exponential weights2006

    • Author(s)
      B. Roynette, P. Vallois, M. Yor
    • Journal Title

      I, Studia Sci., Math., Hungar. 43

      Pages: 171-246

    • Related Report
      2009 Final Research Report
  • [Journal Article] A time-change approach to Kotani's extension of Yor's formula2006

    • Author(s)
      Y. Hariya
    • Journal Title

      J. Math. Soc. Japan 58

      Pages: 129-151

    • NAID

      10017178356

    • Related Report
      2009 Final Research Report
  • [Journal Article] Conformally Invariant Processes in the Plane2005

    • Author(s)
      G.F. Lwler
    • Journal Title

      Amer. Math. Soc.

    • Related Report
      2009 Final Research Report
  • [Journal Article] Gibbs measures on Brownian paths: theory and applications2005

    • Author(s)
      V.Betz, J.Lorinzci, H. Spohn
    • Journal Title

      Interacting stochastic systems(Springer)

      Pages: 75-102

    • Related Report
      2009 Final Research Report
  • [Journal Article] A local criterion for smoothness of densities and application to the supremum of the Brownian sheet1995

    • Author(s)
      C. Florit, D. Nualart
    • Journal Title

      Statist. Probab. Lett. 22

      Pages: 25-31

    • Related Report
      2009 Final Research Report
  • [Journal Article] Large time asymptotics for fundamental solutions of diffusion equations1985

    • Author(s)
      M. Murata
    • Journal Title

      Tohoku Math. J. 37

      Pages: 151-195

    • Related Report
      2009 Final Research Report
  • [Journal Article] Hadamard's variation of the Green kernels of heat equations and their traces.1982

    • Author(s)
      S. Ozawa
    • Journal Title

      I, J. Math. Soc. Japan 34

      Pages: 455-473

    • Related Report
      2009 Final Research Report
  • [Journal Article] On Edwards model for long polymer chains, II. The self-consistent potential1981

    • Author(s)
      J. Westwater
    • Journal Title

      Comm. Math. Phys. 79

      Pages: 53-73

    • Related Report
      2009 Final Research Report
  • [Journal Article] On Edwards model for long polymer chains1980

    • Author(s)
      J. Westwater
    • Journal Title

      Comm. Math. Phys. 72

      Pages: 131-174

    • Related Report
      2009 Final Research Report

URL: 

Published: 2007-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi