WEKO3
アイテム
{"_buckets": {"deposit": "fdfec24e-1d12-4605-89e6-016e984f3d3d"}, "_deposit": {"id": "40132", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "40132"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00040132", "sets": ["6971", "6972"]}, "item_4_biblio_info_7": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2005-11-17", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "3", "bibliographicPageEnd": "492", "bibliographicPageStart": "467", "bibliographicVolumeNumber": "12", "bibliographic_titles": [{"bibliographic_title": "Journal of mathematical sciences, the University of Tokyo"}]}]}, "item_4_description_13": {"attribute_name": "フォーマット", "attribute_value_mlt": [{"subitem_description": "application/pdf", "subitem_description_type": "Other"}]}, "item_4_description_5": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "We establish a stochastic representation formula for solutions to fully nonlinear second-order partial differential equations of parabolic type. For this purpose, we introduce forward-backward stochastic differential equations with random coefficients. We next apply them to homogenization of fully nonlinear parabolic equations. As a byproduct, we obtain an estimate concerning the convergence rate of solutions. The results partially generalize homogenization of Hamilton-Jacobi-Bellman equations studied by R. Buckdahn and the author.", "subitem_description_type": "Abstract"}]}, "item_4_publisher_20": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "Graduate School of Mathematical Sciences, The University of Tokyo"}]}, "item_4_source_id_10": {"attribute_name": "書誌レコードID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11021653", "subitem_source_identifier_type": "NCID"}]}, "item_4_source_id_8": {"attribute_name": "ISSN", "attribute_value_mlt": [{"subitem_source_identifier": "13405705", "subitem_source_identifier_type": "ISSN"}]}, "item_4_subject_15": {"attribute_name": "日本十進分類法", "attribute_value_mlt": [{"subitem_subject": "415", "subitem_subject_scheme": "NDC"}]}, "item_4_text_17": {"attribute_name": "Mathmatical Subject Classification", "attribute_value_mlt": [{"subitem_text_value": "60H30(MSC2000)"}, {"subitem_text_value": "35B27(MSC2000)"}, {"subitem_text_value": "93E20(MSC2000)"}]}, "item_4_text_33": {"attribute_name": "原稿受領日", "attribute_value_mlt": [{"subitem_text_value": "2005-04-28"}]}, "item_4_text_34": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"subitem_text_value": "Departmental Bulletin Paper"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Ichihara, Naoyuki"}], "nameIdentifiers": [{"nameIdentifier": "138714", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2017-06-27"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "jms120306.pdf", "filesize": [{"value": "217.0 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 217000.0, "url": {"label": "jms120306.pdf", "url": "https://repository.dl.itc.u-tokyo.ac.jp/record/40132/files/jms120306.pdf"}, "version_id": "efa6eff6-61c3-4fca-b570-3d925e2a353f"}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Fully nonlinear parabolic equations", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Hamilton-Jacobi-Bellman equations", "subitem_subject_scheme": "Other"}, {"subitem_subject": "backward stochastic differential equations", "subitem_subject_scheme": "Other"}, {"subitem_subject": "nonlinear Feynman-Kac formula", "subitem_subject_scheme": "Other"}, {"subitem_subject": "homogenization", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "A Stochastic Representation for Fully Nonlinear PDEs and Its Application to Homogenization", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "A Stochastic Representation for Fully Nonlinear PDEs and Its Application to Homogenization"}]}, "item_type_id": "4", "owner": "1", "path": ["6971", "6972"], "permalink_uri": "http://hdl.handle.net/2261/7524", "pubdate": {"attribute_name": "公開日", "attribute_value": "2008-03-04"}, "publish_date": "2008-03-04", "publish_status": "0", "recid": "40132", "relation": {}, "relation_version_is_last": true, "title": ["A Stochastic Representation for Fully Nonlinear PDEs and Its Application to Homogenization"], "weko_shared_id": null}
A Stochastic Representation for Fully Nonlinear PDEs and Its Application to Homogenization
http://hdl.handle.net/2261/7524
http://hdl.handle.net/2261/7524b17f9c93-01e9-4117-a62c-c957aa349145
名前 / ファイル | ライセンス | アクション |
---|---|---|
jms120306.pdf (217.0 kB)
|
|
Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2008-03-04 | |||||
タイトル | ||||||
タイトル | A Stochastic Representation for Fully Nonlinear PDEs and Its Application to Homogenization | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Fully nonlinear parabolic equations | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Hamilton-Jacobi-Bellman equations | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | backward stochastic differential equations | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | nonlinear Feynman-Kac formula | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | homogenization | |||||
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 |
Ichihara, Naoyuki
× Ichihara, Naoyuki |
|||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | We establish a stochastic representation formula for solutions to fully nonlinear second-order partial differential equations of parabolic type. For this purpose, we introduce forward-backward stochastic differential equations with random coefficients. We next apply them to homogenization of fully nonlinear parabolic equations. As a byproduct, we obtain an estimate concerning the convergence rate of solutions. The results partially generalize homogenization of Hamilton-Jacobi-Bellman equations studied by R. Buckdahn and the author. | |||||
書誌情報 |
Journal of mathematical sciences, the University of Tokyo 巻 12, 号 3, p. 467-492, 発行日 2005-11-17 |
|||||
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 | |||||
Mathmatical Subject Classification | ||||||
60H30(MSC2000) | ||||||
Mathmatical Subject Classification | ||||||
35B27(MSC2000) | ||||||
Mathmatical Subject Classification | ||||||
93E20(MSC2000) | ||||||
出版者 | ||||||
出版者 | Graduate School of Mathematical Sciences, The University of Tokyo | |||||
原稿受領日 | ||||||
2005-04-28 |