2017 Fiscal Year Final Research Report
Study on basic properties of the noncausal stochastic differential equations
Project/Area Number |
26400152
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Research Category |
Grant-in-Aid for Scientific Research (C)
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Allocation Type | Multi-year Fund |
Section | 一般 |
Research Field |
Basic analysis
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Research Institution | Ritsumeikan University |
Principal Investigator |
|
Co-Investigator(Kenkyū-buntansha) |
植村 英明 愛知教育大学, 教育学部, 教授 (30203483)
|
Project Period (FY) |
2014-04-01 – 2018-03-31
|
Keywords | 非因果的確率解析 / 確率積分 / 確率微分方程式 / 確率偏微分方程式 / 確率フーリエ変換 / 非因果的システム / 確率モデル |
Outline of Final Research Achievements |
The main subject of the research is "the study on the basic properties of the noncausal stochastic functional equations, including the stochastic differential, stochastic partial differential, and integral equations" As the models of those noncausal equations we have chosen those equations that appear in the application domain of mathematical physics and finances. On each case, we have achieved almost every aim that we listed as main problems. As the result, we have published 9 articles and made about 19 lectures in the mathematical meeting and conferences.
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Free Research Field |
確率論
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