Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Tokuzo Shiga"'
Autor:
Makoto Maejima, Tokuzo Shiga
Hiroshi Tanaka is noted for his discovery of the “Tanaka formula”, which is a generalization of the Itô formula in stochastic analysis. This important book is a selection of his brilliant works on stochastic processes and related topics. It cont
Publikováno v:
Stochastic Analysis on Large Scale Interacting Systems
T. Funaki, H. Osada. Stochastic Analysis on Large Scale Interacting Systems, Mathematical Society of Japan, pp.115-142, 2004, Advanced Studies in Pure Mathematics, vol.39
Stochastic Analysis on Large Scale Interacting Systems, T. Funaki and H. Osada, eds. (Tokyo: Mathematical Society of Japan, 2004)
T. Funaki, H. Osada. Stochastic Analysis on Large Scale Interacting Systems, Mathematical Society of Japan, pp.115-142, 2004, Advanced Studies in Pure Mathematics, vol.39
Stochastic Analysis on Large Scale Interacting Systems, T. Funaki and H. Osada, eds. (Tokyo: Mathematical Society of Japan, 2004)
Directed polymers in random environment can be thought of as a model of statistical mechanics in which paths of stochastic processes interact with a quenched disorder (impurities), depending on both time and space. We review here main results which h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d8ca9d55ee87047010992ba56ee5537
https://doi.org/10.2969/aspm/03910115
https://doi.org/10.2969/aspm/03910115
Publikováno v:
Probability Theory and Related Fields. 132:321-355
We consider the asymptotic almost sure behavior of the solution of the equation where {Y x :x ∈ Z d } is a field of independent Levy processes and Δ is the discrete Laplacian.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::119cc633adc1816dd7fa9e3b57c3e6b8
https://doi.org/10.1007/s00440-004-0346-y
https://doi.org/10.1007/s00440-004-0346-y
Autor:
Makoto Maejima, Tokuzo Shiga
Publikováno v:
Stochastic Processes. :i-xi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b030bf4f47d7d36693e9f719b877c02a
https://doi.org/10.1142/9789812778550_fmatter
https://doi.org/10.1142/9789812778550_fmatter
Autor:
Makoto Maejima, Tokuzo Shiga
Publikováno v:
Stochastic Processes. :425-430
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c273de6792fd451b89d9153ee923981
https://doi.org/10.1142/9789812778550_bmatter
https://doi.org/10.1142/9789812778550_bmatter
Finite and Infinite Systems of Interacting Diffusions: Cluster Formation and Universality Properties
Publikováno v:
Mathematische Nachrichten. 192:105-124
We study some aspects of the relationship between the long time behaviour of systems with a finite but large number of components and their idealizations with countably many components. The following class of models is considered in detail, which con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68061fd96ac0004cb83e5c091122b230
https://doi.org/10.1002/mana.19981920107
https://doi.org/10.1002/mana.19981920107
Autor:
Tokuzo Shiga
Publikováno v:
Probability Theory and Related Fields. 108:417-439
We study the exponential decay rate of the survival probability up to time t>0 of a random walker moving in Zopf; d in a temporally and spatially fluctuating random environment. When the random walker has a speed parameter κ>0, we investigate the in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f6059dfa04ee18d7b66d60ea9ffbdcc
https://doi.org/10.1007/s004400050115
https://doi.org/10.1007/s004400050115
Autor:
Tokuzo Shiga
Publikováno v:
Canadian Journal of Mathematics. 46:415-437
The paper is concerned with the comparison of two solutions for a one-dimensional stochastic partial differential equation. Noting that support compactness of solutions propagates with passage of time, we define the SCP property and show that the SCP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c76f17f79c43a24fc44b99202ea1842
https://doi.org/10.4153/cjm-1994-022-8
https://doi.org/10.4153/cjm-1994-022-8
Autor:
Tokuzo Shiga
Publikováno v:
Probability Theory and Related Fields. 85:425-447
A Markov process of Ornstein-Uhlenbeck type was introduced in [5] as a Markov process onR d generated by a Levy process generator plus a drift term\( - \sum\limits_{j = 1}^d {\sum\limits_{k = 1}^d {Q_{jk} } x_k \frac{\partial }{{\partial x_j }}}\) wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df9f6b0541d97d86409e915969e21477
https://doi.org/10.1007/bf01203163
https://doi.org/10.1007/bf01203163
Autor:
Tokuzo Shiga
Publikováno v:
J. Math. Kyoto Univ. 30, no. 2 (1990), 245-279
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7fd1e5b8765e6e52a1be83f737102c2d
http://t2r2.star.titech.ac.jp/cgi-bin/publicationinfo.cgi?q_publication_content_number=CTT100415679
http://t2r2.star.titech.ac.jp/cgi-bin/publicationinfo.cgi?q_publication_content_number=CTT100415679