Updated on 2024/07/28

Information

 

写真a

 
INAHAMA YUZURU
 
Organization
Faculty of Mathematics Division of Analysis Professor
School of Sciences Department of Mathematics(Concurrent)
Graduate School of Mathematics Department of Mathematics(Concurrent)
School of Engineering (Concurrent)
Graduate School of Engineering (Concurrent)
Graduate School of Engineering (Concurrent)
Graduate School of Engineering (Concurrent)
Graduate School of Engineering Department of Mechanical Engineering(Concurrent)
Graduate School of Engineering Department of Hydrogen Energy Systems(Concurrent)
Graduate School of Engineering (Concurrent)
Graduate School of Engineering (Concurrent)
Graduate School of Engineering Department of Earth Resources Engineering(Concurrent)
Graduate School of Engineering Department of Cooperative Program for Resources Engineering(Concurrent)
Graduate School of Engineering (Concurrent)
Graduate School of Engineering Department of Aeronautics and Astronautics(Concurrent)
Title
Professor
Contact information
メールアドレス
Profile
I am studying and teaching mathematics, in particular, probability theory.
External link

Degree

  • Doctor of Science

Research History

  • 名古屋大学 (2009年4月ー2015年10月) 東京工業大学 (2006年2月ー2009年3月)   

Research Interests・Research Keywords

  • Research theme: probability theory

    Keyword: rough path theory, Malliavin calculus, stochastic differential equation.

    Research period: 1995.4 - 2026.12

Papers

  • Malliavin differentiability of solutions of rough differential equations Reviewed International journal

    稲濱 譲

    Journal of Functional Analysis   267   1566 - 1584   2016.10

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    Language:English   Publishing type:Research paper (scientific journal)  

    In this paper we study rough differential equations
    driven by Gaussian rough paths from the viewpoint of Malliavin calculus.
    Under mild assumptions on coefficient vector fields and underlying Gaussian processes,
    we prove that solutions at a fixed time is smooth in the sense of Malliavin calculus.
    Examples of Gaussian processes include fractional Brownian motion with Hurst parameter larger than 1/4.

  • Support theorem for pinned diffusion processes Reviewed International journal

    @Yuzuru Inahama

    Nagoya Mathematical Journal   253   241 - 264   2024.1

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    Language:English   Publishing type:Research paper (scientific journal)  

    In this paper we prove a support theorem of Stroock-Varadhan type for pinned diffusion processes.To this end we use two powerful results from stochastic analysis.One is quasi-sure analysis for Brownian rough path. The other is Aida-Kusuoka-Stroock's positivity theorem for the densities of weighted laws of non-degenerate Wiener functionals.

    DOI: 10.1017/nmj.2023.25

    Repository Public URL: https://hdl.handle.net/2324/7173583

  • Positivity of the Density for Rough Differential Equations Reviewed International journal

    Yuzuru Inahama, Pei Bin

    Journal of Theoretical Probability   35   1863 - 1877   2022.6

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: https://doi.org/10.1007/s10959-021-01116-2

  • Averaging principle for fast-slow system driven by mixed fractional Brownian rough path Reviewed International journal

    Bin Pei, Yuzuru Inahama, Yong Xu

    J. Differential Equations   301   202 - 235   2021.11

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: https://doi.org/10.1016/j.jde.2021.08.006

  • Paracontrolled quasi-geostrophic equation with space-time white noise Reviewed International journal

    Yuzuru Inahama, Yoshihiro Sawano.

    Dissertationes Math.   558 ( 35 )   1 - 81   2020.8

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    Language:English   Publishing type:Research paper (scientific journal)  

    We study the stochastic dissipative quasi-geostrophic equation with space-time white noise on the two-dimensional torus.
    This equation is highly singular and basically ill-posed in its original form.
    The main objective of the present paper is to formulate and solve this equation locally in time in the framework of paracontrolled calculus
    when the differential order of the main term, the fractional Laplacian, is larger than $7/4$. No renormalization has to be done for this model.

  • Stochastic flows and rough differential equations on foliated spaces Reviewed International journal

    Yuzuru Inahama, Kiyotaka Suzaki

    Bull. Sci. Math.   160   2020.3

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    Language:English   Publishing type:Research paper (scientific journal)  

  • Rough path theory and stochastic analysis Invited Reviewed International journal

    Yuzuru Inahama

    Sugaku Expositions   32 ( 1 )   113 - 136   2019.1

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    Language:English   Publishing type:Research paper (scientific journal)  

  • Stochastic complex Ginzburg-Landau equation with space-time white noise Reviewed International journal

    Masato Hoshino, Yuzuru Inahama, Nubuaki Naganuma,

    Electron. J. Probab.   no. 22 ( Paper no. 104 )   2017.6

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    Language:English   Publishing type:Research paper (scientific journal)  

  • Short time full asymptotic expansion of hypoelliptic heat kernel at the cut locus Reviewed International journal

    Yuzuru Inahama, Setsuo Taniguchi

    Forum Math. Sigma   5 ( e16 )   2017.6

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    Language:English   Publishing type:Research paper (scientific journal)  

  • Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion Reviewed International journal

    Yuzuru Inahama

    Electron. J. Probab.   no. 21 ( Paper no. 34 )   2016.6

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    Language:English   Publishing type:Research paper (scientific journal)  

  • Large deviations for rough path lifts of Watanabe's pullbacks of delta functions Reviewed International journal

    Yuzuru Inahama

    Int. Math. Res. Not.   IMRN 2016 ( no. 20 )   6378 - 6414   2016.6

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    Language:English   Publishing type:Research paper (scientific journal)  

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Books

  • ラフパス理論と確率解析

    稲濱譲(Role:Sole author)

    岩波書店  2022.8 

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    Language:Japanese   Book type:Scholarly book

    伊藤流の確率微分方程式論をまったく別の角度から見る「ラフパス理論」は、性質の悪い連続なパスに沿った線積分を、確率論を使わずに定式化することを可能にする。理論の基礎的理解を目指し、ラフパスで駆動される常微分方程式など非測度論的な部分に焦点を当て解説。Brownラフパス理論に関する一連の確率論的な結果についても触れる。

Presentations

  • Short time full asymptotic expansion of hypoelliptic heat kernel at the cut locus International conference

    稲濱 譲

    Cut Locus -- A Bridge Over Differential Geometry Optimal Control and Transport--  2016.8 

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    Event date: 2016.8

    Language:English   Presentation type:Oral presentation (general)  

    Venue:King Monkut's Institute of Technology, Latkrabang, Bangkok, Thailand.   Country:Thailand  

    We prove a short time asymptotic expansion of a hypoelliptic heat kernel on an Euclidean space and a compact manifold.
    We study the "cut locus" case, namely, the case where energy-minimizing paths which join the two points under consideration form not a finite set, but a compact manifold. Under mild assumptions we obtain an asymptotic expansion
    of the heat kernel up to any order. Our approach is probabilistic and the heat kernel is regarded as the density of the law of a hypoelliptic diffusion process, which is realized as a unique solution of the corresponding stochastic differential equation. Our main tools are S. Watanabe's distributional Malliavin calculus and T. Lyons' rough path theory.

MISC

  • ラフパス理論と確率解析

    稲濱 譲

    数学(岩波書店)   2015.7

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    Language:Japanese   Publishing type:Article, review, commentary, editorial, etc. (scientific journal)  

Professional Memberships

  • Mathematical Society of Japan

Academic Activities

  • 座長(Chairmanship)

    日本数学会  ( Japan ) 2016.9

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    Type:Competition, symposium, etc. 

Research Projects

  • 確率解析の新展開

    Grant number:20H01807  2020 - 2024

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)

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    Authorship:Principal investigator  Grant type:Scientific research funding

  • ラフパス理論とその確率偏微分方程式への応用

    Grant number:EBG5K04922  2015 - 2019

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)

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    Authorship:Principal investigator  Grant type:Scientific research funding

Class subject

  • 線形代数学

    2023.4 - 2024.3   Full year

  • 解析学I・演習

    2023.4 - 2023.9   First semester

  • 解析学Ⅰ・演習

    2022.4 - 2022.9   First semester

  • 数理科学特別講義Ⅶ

    2022.4 - 2022.9   First semester

  • ルベーグ積分

    2022.4 - 2022.9   First semester

  • 積分論の基礎

    2022.4 - 2022.9   First semester

  • 数理科学特論7

    2022.4 - 2022.9   First semester

  • 数学特論10(確率論)

    2021.10 - 2022.3   Second semester

  • Probability

    2021.10 - 2022.3   Second semester

  • 確率論大意

    2021.10 - 2022.3   Second semester

  • 確率論大意

    2021.10 - 2022.3   Second semester

  • Probability

    2020.10 - 2021.3   Second semester

  • 線形代数学・同演習B

    2016.10 - 2017.3   Second semester

  • 線形代数学・同演習B

    2016.10 - 2017.3   Second semester

  • 確率論基礎・演習

    2016.10 - 2017.3   Second semester

  • 線形代数学・同演習A

    2016.4 - 2016.9   First semester

  • 線形代数学・同演習A

    2016.4 - 2016.9   First semester

  • 数学展望

    2016.4 - 2016.9   First semester

  • 数学概論IVの演習

    2015.10 - 2016.3   Second semester

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