SATO Ken-iti 佐藤健一

Researcher Number	60015500
Affiliation (based on the past Project Information) *help	2002 – 2005: 名古屋大学, 名誉教授 1998 – 2000: 名古屋大学, 名誉教授 1993 – 1995: 名古屋大学, 情報文化学部, 教授 1986 – 1992: College of General Education Nagoya University, Professor, 教養部, 教授
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / 代数学・幾何学 / 解析学 / General mathematics (including Probability theory/Statistical mathematics) / Algebra
Keywords	Principal Investigator 加法過程 / マルコフ過程 / 出生死亡過程 / 公理A / Markov Process / フィ-ドバック / 標準量子限界 / 自己相似過程 / Gaussian Channel / 解析的容量 … More Except Principal Investigator レヴィ過程 / マルコフ連鎖 / 無限分解可能分布 / 符号化定理 / ガウス型通信路 / 加法過程 / 半自己分解可能分布 / 従属操作 / ハルナック不等式 / ベルマン方程式 / 単峰な確率分布 / 極限定理 / 通信路容量 / ハント合成核 / Spectral synthetic / 多次元タイプG確率変数 / ニュ-トン図形 / 半安定分布 / absolute continuity / Levy Laplacian / Invarianto-field / 実代数的集合 / 錘径数 / Conditional Expectations / semi-Levy process / 実代数的 / 上半束 / コーシー変換 / 超汎関数 / 点過程 / 多項式 / 半完全最大値原理 / ホワイトノイズ解析 / 確率積分表現 / 最大エントロピー法 / White Noise Analysis / 劣調和関数の非可積分性 / Point Processes / large deviation theorem / 解の正則性 / 半定常過程 / 時間変更 / ジュブレイ指数 / マルチンゲール理論 / 多項式時間計算可能性 / Whisker / Nash多様体 / 一点への到達確率 / 確率過程 / additive parocess / 情報理論 / リーマン多様体上のブラウン運動 / 確率論 / channel capacity / 解析的汎関数 / 定常過程のスペクトル解析 / 解析容量 / 確率微分方程式 / ポテンシャル核のレゾルベント / 過渡性 / kernels of logarithmic type / グルサ-問題 / 対数凸性 / infinitely divisible distributions / 錘径数たたみこみ半群 / Hunt convolution kernels / 確立積分表現 / ディリクレ形式 / ファインマン積分 / 決定問題 / selfdecomposable distributions / resolvent of potential-kernels / Stochastic Differential Equations / 再帰性・非再帰性 / 正定値行列値確率度数 / 観測過程 / recurrent semi-group / 常微分作用素 / 大偏差理論 / 曲率テンソル / 代数的教体 / 単峰性 / G-構造 / 大偏差定理 / OrnsteinーUhlenbeck型確率過程 / 偏微分方程式の可解性 / Ornstein-Uhlenbeck type process / 指数定理 / levy processes / semi-selfsimilar stochastic processes / 同値問題 / Levy group / 回帰的生成半群 / 有理関数 / 佐藤超関数 / type G distributions / 場の量子論 / Stochastic Processes / spectral analysis of stationary processes / 常微分方程式系の指数定理 / 実2次体 / semi-selfdecomposable distributions / non-integrability of sub-harmonic functions / 不定方程式 / large deviation / 負曲率 / selfsimilar stochastic processes / 勾配評価 / infinitely divisible distribution / 対数型ポテンシャル / 時間的一様な独立増分をもつ確率過程 / 対数型核 / 半レヴィ過程 / フックス型方程式 / Dynamical Systems / ポテンシャル核の摂動 / stochastic integral characterization / Analytic capacity / 形式的巾級数 / オーレンスタイン・ウーレンベック型過程 / 対称マルコフ過程 / エルゴード的確率制御問題 / 微分作用素環上の行列式 / スペクトラルシンセシス / 非回帰的半群 / Markov Processes / 帰納的関数論 / Probability Theory / 周期軌道 / 出生死亡過程 / 半自己相似過程 / 調和関数の境界挙動 / オルンシュタイン・ウーレンベック過程 / フィ-ドバック / Singular Perturbation / 自己相似な確率過程 / 計算量 / 対数型ポテンシャル核 / 構造不変量 / Levy process / semi-selfsimilar process / Tailσ-field / タイプG分布 / 多次元径数 / モード / 自己同形性 / Rotation group / ワイル代数上の行列式論 / 作用素環論 / 自己分解可能分布 / Self Similarity / 自己相似確率過程 / 特異摂動論 / 半自己相似確率過程 / 力学系 / Operator Rings / 絶対連続性 / Limit Theorems / 量子力学 / maximum entropy method / information theory / 確率過程の再帰性 / 爆発問題 / Quantum Mechanics / 電気回路 / 微分多項式 / マルコフ過程 Less

Study on semi-Levy processes and semi-selfsimilar processes
- Principal Investigator
  
  MAEJIMA Makoto
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  KEIO UNIVERSITY
多次元径数レヴィ過程の研究
- Principal Investigator
  
  MAEJIMA Makoto
- Project Period (FY)
  2002 – 2003
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Keio University
A study on semi-selfdecomposable distributions and semi-selfsimilar stochastic processes
- Principal Investigator
  
  MAEJIMA Makoto
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Keio University
マルコフ過程の時間発展の研究Principal Investigator
- Principal Investigator
  
  佐藤健一
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
代数的数体における構造不変量の研究
- Principal Investigator
  
  横井英夫
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Algebra
- Research Institution
  Nagoya University
帰納的関数論の計算量問題への応用
- Principal Investigator
  
  篠田壽一
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
Study of Information Theory Based on Probability Theory
- Principal Investigator
  
  IHARA Shunsuke
- Project Period (FY)
  1993 – 1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
エルゴード型ベルマン方程式の研究
- Principal Investigator
  
  長井英生
- Project Period (FY)
  1992 – 1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
マルコフ過程とその応用
- Principal Investigator
  
  市原完治
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
Potential-kernels of logarithmic type and their applications
- Principal Investigator
  
  ITO Masayuki
- Project Period (FY)
  1991 – 1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  解析学
- Research Institution
  Nagoya University
情報理論の研究
- Principal Investigator
  
  IHARA Shunsuke
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
代数的リ-マン多様体
- Principal Investigator
  
  大和一夫
- Project Period (FY)
  1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  代数学・幾何学
- Research Institution
  Nagoya University
複素領域における微分方程式系と関連分野の研究
- Principal Investigator
  
  三宅正武
- Project Period (FY)
  1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Institution
  Nagoya University
Stochastic Analysis and Quantum Field Theory
- Principal Investigator
  
  HIDA Takeyuki
- Project Period (FY)
  1989 – 1990
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Institution
  Nagoya University
複素領域における偏微分方程式系と関連分野の研究
- Principal Investigator
  
  三宅正武
- Project Period (FY)
  1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Nagoya University
対数型ポテンシャルとその応用
- Principal Investigator
  
  伊藤正之
- Project Period (FY)
  1987
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Nagoya University
Study of Stochastic ProcessesPrincipal Investigator
- Principal Investigator
  
  SATO Ken-iti
- Project Period (FY)
  1987 – 1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
実代数幾何及び実解析位相幾何の研究
- Principal Investigator
  
  塩田昌弘
- Project Period (FY)
  1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  代数学・幾何学
- Research Institution
  Nagoya University
マルコフ過程の研究
- Principal Investigator
  
  市原完治
- Project Period (FY)
  1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya University
Co-operative Research on Probability Theory
- Principal Investigator
  
  TOTOKI Haruo
- Project Period (FY)
  1985 – 1986
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  HIROSHIMA UNIVERSITY
Theory of Dynamical Systems
- Principal Investigator
  
  SHIRAIWA Kenichi
- Project Period (FY)
  1985 – 1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  代数学・幾何学
- Research Institution
  Nagoya University

All 2006 Other

All Journal Article

[Journal Article] Someclasses of infinitely divisible distributions admitting stochastic integral representations2006
- Author(s)
  O.E.Barndorff-Nielsen, M.Maejima, K.Sato
- Journal Title
  
  Bernoulli Vol.12, No.1
  
  Pages: 1-33
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Some classes of infinitely divisible distributions admitting stochastic integral representations2006
- Author(s)
  O.E.Barndorff-Nielsen, M.Taejima, K.Sato
- Journal Title
  
  Bernoulli Vol.12, No.1
  
  Pages: 1-33
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Some classes of infinitely divisible distributions admitting stochastic integral representations2006
- Author(s)
  O.E.Barndorff-Nielsen, M.Maejima, K.Sato
- Journal Title
  
  Bernoulli Vol.12, No.1
  
  Pages: 1-33
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Two families of improper stochastic integrals with respect to Levy processes
- Author(s)
  K.Sato
- Journal Title
  
  Latin American Journal of Probability and Matheamtical Statistics to appear
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Infinite divisibility for stochastic processes and time change
- Author(s)
  O.E.Barndorff-Nielsen, M.Maejima, K.Sato
- Journal Title
  
  J.Theoretical Probability (to appear)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Infinite divisibility for stochastic processes and time change
- Author(s)
  O.E..Barndorff-Nielsen, M.Maejima, K.Sato
- Journal Title
  
  J.Theoretical Probability to appear
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Infinite divisibility for stochastic processes and time change
- Author(s)
  O.E.Barndorff-Nielsen, M.Maejima, K.Sato
- Journal Title
  
  J. Theoretical Probability (to appear)
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Two families of improper stochastic integrals with respect to Levy processes
- Author(s)
  K.Sato
- Journal Title
  
  Latin American Journal of Probability and Matheamtical Statistics (to appear)
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Two families of improper stochastic integrals with respect to Levy processes
- Author(s)
  K.Sato
- Journal Title
  
  Latin American Journal of Probability and Matheamtical Statistics (to appear)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340036
[Journal Article] Infinite divisibility for stochastic processes and time change
- Author(s)
  O.E.Barndorff-Nielsen, M.Maejima, K.Sato
- Journal Title
  
  J.Theoret. Probab. (発表予定)
- Data Source
  KAKENHI-PROJECT-15340036

1. OZAWA Masanao (40126313)

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2. ITO Masayuki (60022638)

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3. IHARA Shunsuke (00023200)

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4. NAGAI Hideo (70110848)

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5. 三宅正武 (70019496)

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6. ICHIHARA Kanji (00112293)

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7. 松本幾久二 (90023522)

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8. SHIOTA Masahiro (00027385)

# of Collaborated Projects: 3 results

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9. YOKOI Nideo (50023560)

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10. MAEJIMA Makoto (90051846)

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11. IKEGAMI Giko (00023614)

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12. MURAI Takafumi (00109266)

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13. 大和一夫 (30022677)

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14. 佐藤肇 (30011612)

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15. 篠田壽一 (30022685)

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16. MORIMOTO Hiroshi (20115645)

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17. NOMOTO Hisao (40023030)

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18. MIYAKE Katsuya (20023632)

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19. KUSUOKA Shigeo (00114463)

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20. TAMURA Yozo (50171905)

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21. NAKADA Hitoshi (40118980)

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22. WATANABE Toshiro (50254115)

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23. 中野伸 (40180327)

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24. HIDA Takeyuki (90022508)

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25. WATANABE Hisao (40037677)

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26. FUKUSHIMA Masatoshi (90015503)

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27. TAKAHASHI Yoichiro (20033889)

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28. OBATA Nobuaki (10169360)

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29. SUZUKI Noriaki (50154563)

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30. KAWAZOE Takeshi (90152959)

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31. TANI Atusi (90118969)

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32. TOTOKI Haruo (70027366)

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33. KONO Norio (90028134)

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34. KUNITA Hiroshi (30022552)

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35. IKEDA Nobuyuki (00028078)

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36. SHIRAIWA Kenichi (80023521)

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37. 江尻典雄 (80145656)

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38. 三井武友 (50027380)

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39. 北岡良之 (40022686)

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40. 岸正倫 (40022545)

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45. KUO H. H.

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46. POTTHOFF Jurgen

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47. ALBEVERIO Sergio

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48. STREIT Ludwig

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49. RO^^‥CKNER M

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50. ROCKNER Michael

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SATO Ken-iti 佐藤 健一

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SATO Ken-iti 佐藤健一