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On an Ergodic Property of Diffusion Semigroups on Euclidean Space
http://hdl.handle.net/2261/277
http://hdl.handle.net/2261/27757a2a534-6fda-43ae-a4d0-c5fa7a0d4250
名前 / ファイル | ライセンス | アクション |
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jms100304.pdf (169.4 kB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2008-03-04 | |||||
タイトル | ||||||
タイトル | On an Ergodic Property of Diffusion Semigroups on Euclidean Space | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | ergodicity | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | diffusion process | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | departmental bulletin paper | |||||
著者 |
Kusuoka, Shigeo
× Kusuoka, Shigeo× Liang, Song |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | Consider a class of uniform elliptic diffusion processes on Euclidean spaces. We estimate transition densities and their derivatives uniformly with respect to the starting points. We use these results to prove an ergodicity of ∇P_t^c (see (1.2) and Theorem 1.4) under certain conditions. This is useful in precise estimate of large deviation principles. | |||||
書誌情報 |
Journal of mathematical sciences, the University of Tokyo 巻 10, 号 3, p. 537-553, 発行日 2003 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 13405705 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11021653 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 415 | |||||
主題Scheme | NDC | |||||
Mathematical Reviews Number | ||||||
MR2002477 | ||||||
Mathmatical Subject Classification | ||||||
60J60(MSC1991) | ||||||
Mathmatical Subject Classification | ||||||
37A25(MSC1991) | ||||||
出版者 | ||||||
出版者 | Graduate School of Mathematical Sciences, The University of Tokyo | |||||
原稿受領日 | ||||||
2002-12-04 |