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1986 Fiscal Year Final Research Report Summary

Co-operative Research on Probability Theory

Research Project

Project/Area Number 60302010
Research Category

Grant-in-Aid for Co-operative Research (A)

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

Principal Investigator

TOTOKI Haruo  Faculty of Science Hiroshima University, Professor, 理学部, 教授 (70027366)

Co-Investigator(Kenkyū-buntansha) KUSUOKA Shigeo  Faculty of Science, Tokyo University, Associate Professor, 理学部, 助教授 (00114463)
KONO Norio  Yosida College, Kyoto University, Associate Professor, 教養部, 助教授 (90028134)
KUNITA Hiroshi  Faculty of Engineering Kyushu University, Professor, 工学部, 教授 (30022552)
SATO Ken-iti  College of General Education Nagoya University, Professor, 教養部, 教授 (60015500)
IKEDA Nobuyuki  Faculty of Science Osaka University, Professor, 理学部, 教授 (00028078)
Project Period (FY) 1985 – 1986
KeywordsProbability Theory / Stochastic Processes / Markov Processes / Limit Theorems / Point Processes / Self Similarity / Stochastic Differential Equations / マルチンゲール理論
Research Abstract

As Research Project, Grant-in-Aid for Co-operative Research (A) 60302010, we had 5 symposia: 1. Limit Theorems for Point Processes and Related Topics, 1985, 8, 28-30, at Osaka Univ., 10 lectures and about 80 attendants: 2. Stochastic Approach in Analysis, 1985, 12, 21-24, Kyoto Seminar House, 14 lec., 45 att.: 3. Markov Processes and Related Topics ('85), 1986, 1, 7-10, Fukui Univ., 23 lec., 90 att.: 4. Limit Theorems and Self Similarity, 1986, 8, 21-23, Nagoya Inst. Tech., 12 lec., 100 att.: 5. Markov Processes and Related Topics ('86), 1987, 1, 8-11, Kumamoto Univ., 17 lec., 100 att.
Every symposium was successful and fruitful. The fundamental problem in each field was reviewed and recent results of research were announced. These seem to make great progress in future research.
Main topics in each meeting: 1. Point precesses, from the fundamental facts to recent results: 2. Relationships between Probability Theory and Analysis, especially about Self Similarity: 4. This is a continuation of 2 in a sense. Rather fundamental problems were considered: 3 and 5. Most recent results were announced about several topics related to Markov Processes, e.g. Stochastic Differential Equations, White Noise, Limit Theorems for Markov Processes, Markov Processes in Biological Models, Martingale Problems and so on.
The lectures are reviewed in the report of Research Project in Japanese.

  • Research Products

    (14 results)

All Other

All Publications (14 results)

  • [Publications] N.Ikeda: Stoch.Proc.Appl.19. 63-83 (1985)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N.K【o!^】no: Japan J.Applied Math.3. 259-269 (1986)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] I.Kubo: Proc.5th Japna-USSR Symp.on Prob.Theory. (1987)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Kunita: Ann.Inst.Henri Poincar【e!´】. 22. 287-321 (1986)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S.Kusuoka: J.Funct.Anal. 60. 243-264 (1985)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] K.Sato: J.Math.Soc.Japan. 38. 679-695 (1986)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N.Ikeda: "Malliavin calculus of Wiener functionals and its applications" Pitman, (1986)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Kunita: "Stochastic flows and applications" Tata Instit.Fund.Research, 121 (1986)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] N. Kono: "On self affine functions" Japan J. Applied Math.3. 259-269 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] I. Kubo: "Helices and isomorphism problems" Proc. 5th Japan-USSR Symp. on Prob. Theory. to appear. (1987)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H. Kunita: "Convergence of stochastic flows with jumps and Levy processes in diffeomorphisms group" Ann. Inst. Henri Poincare. 22. 287-321 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S. Kusuoka: "Some boundedness properties of certain stationary diffusion semigroups" J. Funct. Anal.60. 243-264 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K. Sato: "Behavior of modes of a class of processes with independent increments" J. Math. Soc. Japan. 38. 679-695 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] N. Ikeda: Pitman. Malliavin calculus of Wiener functionals and its applications, (1986)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 1988-11-09  

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