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SHIGA Tokuzo  志賀 徳造

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志賀 徳造

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Researcher Number 60025418
Other IDs
Affiliation (based on the past Project Information) *help 2006: Tokyo Institute of Technology, Graduate School of Science and Technology, Professor, 大学院理工学研究科, 教授
1998 – 2006: Graduate School of Science and Technology, Tokyo Institute of Technology, Professor, 大学院・理工学研究科, 教授
2002: 東京大学, 大学院・理工学研究科, 教授
1992 – 1997: 東京工業大学, 理学部, 教授
1988 – 1990: 東京工業大学, 理学部, 教授
1986: 東京工業大学, 理学部, 助教授
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics)
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / 解析学 / Basic analysis
Keywords
Principal Investigator
ランダムウォーク / 相互作用のある拡散系 / 標本リアプノフ指数 / 無限次元拡散モデル / Lyapunov exponent / Levy-Ito representation / Levy-Khinchin formula / random environment / リヤプノフ指数 / Strong Disorder … More / 条件付極限定理 / フレミング・ヴィオ過程 / エルゴード理論 / 測度値拡散過程 / ランダム環境下のランダムウォーク / ブラウン運動 / 流体力学極限 / 確率偏微分方程式 / random distribution / Levy noise / Parabolic Anderson model / ランダムスペクトラム / ランダムなシュレーディンガー作用素 / フェルミオン・ボゾン確率場 / 安定ランダム確率分布 / ランダム媒質 / Levy-Ito表現 / Levy-Khinchin公式 / parabolic Anderson model / infinitely divisible / random probability distribution / レヴィー・伊藤表現 / レヴィー・キンチン公式 / ランダム確率分布 / ランダム環境 / レヴィー・のいず7 / 方物型アンダーソン模型 / Critical Phenomena / Fermion Random Field / Anderson Localization / Bessel meander / フェルミオンランダム場 / Strong disorder / 向きをもつポリマーモデル / 臨界現象 / フェルミオン確率場 / アンダーソン局在 / 向きを持つポリマーモデル / リアプノフ指数 / 方物型アンダーソンモデル / random potential / interacting diffusion / time reversibility / Fleming-Viot process / measure-valued diffusion / 1次元拡散過程 / 測度値確立過程 / ランダムポテンシャル / 相互作用のある拡散過程 / 時間可逆性 / directed polymer model / random walk in random environment / stochastic partial differential equation / time-reversibility / unbounded selection / genetical model / Flemig-Viot process / infinite dimensional diffusion / マルチンゲール / ランダムポリマーモデル / 分数冪モーメント / 可逆定常分布 / ランダム高分子モデル / 時間的可逆性 / 自然選択 / 集団遺伝学モデル / Mathematical Biology / Mathematical Physics / Hydrodynamical Limit / Infinite Particle Systems / Ergodic Theory / Markov Processes / Stochastic Analysis / Probability / ウィーナー空間 / 多様体 / フラクタル / 大偏差原理 / 数理生物 / 数理物理 / 無限粒子系 / マルコフ過程 / 確率解析 / 確率論 / ARIMAモデル / 汎函数微分方程式 / NLKG方程式 / 相互作用のある多粒子系 / 無限次元マルコフ過程 / 拡散方程式 / マルコフ多粒子系 / 無限次元線形マルコフ系 / 定常分布問題 / 流体力学的極限 / 無限次元拡散過程 / 測定値分枝過程 / 集団遺伝学確率モデル … More
Except Principal Investigator
ランダム媒質 / critical phenomena / percolation / 臨界点 / 臨界現象 / パーコレーション / Stochastic analysis / 確率解析 / 拡散過程 / 流体力学極限 / マルコフ過程 / 時系列解析 / 確率過程 / Random media / Large scale interacting system / Free boundary problem / Brownian paricles' system / Stochastic differential equation / Hydrodynamic limit / Interface model / ランダム行列 / 非交叉ランダムウォーク / Anderson模型 / 大規模相互作用系 / 自由境界問題 / ブラウン粒子系 / 確率偏微分方程式 / 界面模型 / critical dimension / two-point function / hierarchical model / Ising model / renormalization group / self-avoiding walk / 特性関数 / ランダムクラスターモデル / 臨界次元 / 2点関数 / 階層モデル / イジングモデル / くりこみ群 / 自己回避ランダムウォーク / integrated super-Brownian excursion / infinite cluster / scaling limit / continuum limit / critical point / lace expansion / ISE / incipient infinite cluster / Integrated super-Brownian excursion / 無限クラスター / スケーリング極限 / 連続極限 / Martin boundary / perturbation theory / fundamental solution / uniqueness / Cauchy problem / positive solution / elliptic PDE / parabolic PDE / ポテンシャル論 / 歪積 / 楕円型方程式 / 放物型方程式 / 楕円形偏微分方程式 / Martin境界 / 摂動論 / 基本解 / 一意性 / 初期値問題 / 正値解 / 楕円型偏微分方程式 / 放物型偏微分方程式 / thermodynamic formalism / ergodic theory / mapping class group / geodesic flow / 閉測地線 / 熱力学形式 / エルゴード理論 / 写像類群 / 測地流 / Stochastic control / Schrodinger operator / Ergodic theory / Gaussian process / Random environment / Limit theorems / Markov process / ガウス型通信路 / マリアバン演算法 / 加法過程 / 中心極限定理 / 測度値分枝過程 / 多粒子系マルコフ過程 / 抽象ウィ-ナ-空間 / 無限次元解析 / 確率制御 / シュレディンガ-作用素 / エルゴ-ド理論 / ガウス過程 / 極限定理 / 待ち行列 / ポアソン分布 / 尤度関数 / 移動平均モデル / 自己回帰モデル / concentration compactness / 非線型Schrodinger方程式 / superanalysis / BGK模型 / 鞍部点法 / Feynman積分 / Hopf方程式 / 汎関数微分 / 非平衡現象 / ギブス測度 / 非線型拡散方程式 / 局所平衡 / エントロピ- / 予測 / 非定常過程 / グリ-ン関数 / スペクトル / 領域摂動 Less
  • Research Projects

    (20 results)
  • Research Products

    (25 results)
  • Co-Researchers

    (58 People)
  •  ASYMPTOTICAL ANALYSIS FOR EXPONENTIAL FUNCTIONALS IN INFINITE DIMENSIONAL STOCHASTIC MODELSPrincipal Investigator

    • Principal Investigator
      SHIGA Tokuzo
    • Project Period (FY)
      2004 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  Probabilistic Research of Large Scale Interacting Systems

    • Principal Investigator
      FUNAKI Tadahisa
    • Project Period (FY)
      2002 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  MATEMATICAL ANALYSIS OF INFINITE DIMENSIONAL STOCHASTIC MODELSPrincipal Investigator

    • Principal Investigator
      SHIGA Tokuzo
    • Project Period (FY)
      2001 – 2003
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  Study of critical phenomena by lace expansion and renormalization group

    • Principal Investigator
      HARA Takashi
    • Project Period (FY)
      2001 – 2003
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Nagoya University
  •  A versatile study of positive solutions to parabolic and elliptic partial differential equations

    • Principal Investigator
      MURATA Minoru
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (B).
    • Research Field
      Basic analysis
    • Research Institution
      Tokyo Institute of Technology
  •  Analysis of Infinite-dimensional Markovian ModelsPrincipal Investigator

    • Principal Investigator
      SHIGA Tokuzo
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  Mathematical Study of Critical Phenomena for Statistical Models in Probability

    • Principal Investigator
      HARA Takashi
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Nagoya University
      Tokyo Institute of Technology
  •  Ergodic theoretical approach to classical dynamical systems appearing in probability theory and complex analysis

    • Principal Investigator
      MORITA Takehiko
    • Project Period (FY)
      1998 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  Mathematical Analysis of Infinite Dimensional Stochastic ModelsPrincipal Investigator

    • Principal Investigator
      SHIGA Tokuzo
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      TOKYO INSTITUTE OF TECHNOLOGY
  •  数理物理・数理生物のモデルに関する確率解析Principal Investigator

    • Principal Investigator
      志賀 徳造
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  無限次元拡散モデルの解析Principal Investigator

    • Principal Investigator
      志賀 徳造
    • 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
      Tokyo Institute of Technology
  •  CO-OPERATIVE RESEARCH ON PROBABILITY THEORYPrincipal Investigator

    • Principal Investigator
      SHIGA Tokuzo
    • Project Period (FY)
      1994
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      TOKYO INSTITUTE OF TECHNOLOGY
  •  汎関数空間上の関数解析学

    • Principal Investigator
      井上 淳
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (B)
    • Research Field
      解析学
    • Research Institution
      Tokyo Institute of Technology
  •  マルコフ過程論とその生物・物理モデルへの応用Principal Investigator

    • Principal Investigator
      志賀 徳造
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  統計力学における確率論的モデルの数理解析

    • Principal Investigator
      UCHIYAMA Kohei
    • 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
      Tokyo Institute of Technology
  •  領域摂動法による固有値問題の研究

    • Principal Investigator
      小澤 真
    • Project Period (FY)
      1989
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      解析学
    • Research Institution
      Tokyo Institute of Technology
  •  確率過程の推測理論の数学的研究

    • Principal Investigator
      藤井 光昭
    • Project Period (FY)
      1989
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  Comprehensive Study of Probability Theory

    • Principal Investigator
      KUNITA Hiroshi
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University
  •  無限次元マルコフ過程の研究Principal Investigator

    • Principal Investigator
      志賀 徳造
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Tokyo Institute of Technology
  •  確率過程のモデルと推測理論の研究

    • Principal Investigator
      藤井 光昭
    • 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
      Tokyo Institute of Technology

All 2006 2005 2004 2003 2002

All Journal Article Book

  • [Book] Stochastic processes, Selected papers of Hiroshi Tanaka.2002

    • Author(s)
      M.Maejima, T.Shiga(editors)
    • Publisher
      World Scientific Publishing Co., Inc., River Edge, NJ
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Book] Stochastic processes, Selected papers of Hiroshi Tanaka.2002

    • Author(s)
      M.Maejima, T.Shiga
    • Publisher
      World Scientific Publishing Co.
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Infinitely divisible random probability distributions with an application to a random motion in a random environment.2006

    • Author(s)
      T.Shiga, H.Tanaka
    • Journal Title

      Electronic Journal of Probability 11

      Pages: 1144-1183

    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Infinitely divisible random probability distributions with application to a random motion in a random environment2006

    • Author(s)
      T.Shiga, H.Tanaka
    • Journal Title

      Electronic Journal of Probability 11

      Pages: 1144-1183

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Lyapunov exponent of parabolic Anderson model with Levy noise2005

    • Author(s)
      M.Cranston, T.Mountford, T.Shiga
    • Journal Title

      Probability Theory and Related Fields (掲載予定)

    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model with Levy noise2005

    • Author(s)
      M.Cranston, T.Mountford, T.Shiga
    • Journal Title

      Probability Theory and Related Fields 132

      Pages: 321-355

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Lyapunov exponents for theparabolic Anderson model with Levy noise2005

    • Author(s)
      M.Cranston, T.Mountford, T.Shiga
    • Journal Title

      Probability Theory and Related Fields 132

      Pages: 331-355

    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model with Levy noise.2005

    • Author(s)
      M.Cranston (T.Shiga)
    • Journal Title

      Probab.Theory Relat.Fields 132

      Pages: 331-355

    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model with Levy noise, Probability2005

    • Author(s)
      M.Cranston, T.Mountford, T.Shiga
    • Journal Title

      Theory and Related Fields 132

      Pages: 321-355

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model with Levy noise.2005

    • Author(s)
      M.Cranston, T.S.Mountford, T.Shiga
    • Journal Title

      Probab.Theory Pelat.Fields 132

      Pages: 331-355

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model with Levy noise.2005

    • Author(s)
      M.Cranston, (T.Shiga)
    • Journal Title

      Probab. Theory Relat. Fields 132

      Pages: 331-355

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Probabilistic analysis of directed polymers in a random environment : a review. Stochastic analysis on large scale interacting systems2004

    • Author(s)
      F.Comets, T.Shiga, N.Yoshida
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 331-355

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Probabilistic analysis of directed polymers in random environment : a review.2004

    • Author(s)
      F.Comets, (T.Shiga, N.Yoshida)
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 115-142

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Probabilistic Analysis of Directed Polymers in a random environment : a review2004

    • Author(s)
      F.Comets, T.Shiga, N.Yoshida
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 115-142

    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Probabilistic analysis of directed polymers in a radom environment : a review. Stochastic analysis on large scale interacting systems2004

    • Author(s)
      F.Comets, T.Shiga, N.Yoshida
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 331-355

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16540097
  • [Journal Article] Probabilistic analysis of directed polymers in random environment : a review.2004

    • Author(s)
      F.Comets, T.Shiga, N.Yoshida
    • Journal Title

      Advanced Studies in Pure Mathematics 39

      Pages: 115-142

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Probabilistic analysis of directed polymers in a random environment : a review2004

    • Author(s)
      F.Comets (T.Shiga, N.Yoshida)
    • Journal Title

      Adv.Stud.Pure Math.(Math.Soc.Japan) 39

      Pages: 115-142

    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] A conditional limit theorem for generalized diffusion processes.2003

    • Author(s)
      Z.Li, T.Shiga, M.Tomisaki
    • Journal Title

      J.Math.Kyoto Univ. 43

      Pages: 567-583

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Directed polymers in random environment : path localization and strong disorder.2003

    • Author(s)
      F.Comets, T.Shiga, N.Yoshida
    • Journal Title

      Bernoulli 9

      Pages: 705-723

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Directed polymers in random environment : path localization and strong disorder.2003

    • Author(s)
      F.Comets, (T.Shiga, N.Yoshida)
    • Journal Title

      Bernoulli 9

      Pages: 705-723

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] A conditional limit theorem for generalized diffusion processes.2003

    • Author(s)
      Z._Li, (T._Shiga)
    • Journal Title

      J. Math. Kyoto Univ. 43

      Pages: 567-583

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model.2002

    • Author(s)
      M.Cranston, (T.Shiga)
    • Journal Title

      Acta Math. Univ. Comenian. 71

      Pages: 163-188

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] A Fleming-Viot process with unbounded selection. II.2002

    • Author(s)
      S.N.Ethier, (T.Shiga)
    • Journal Title

      Markov processes and controlled lVlarkov chains

      Pages: 305-322

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] A Fleming-Viot process with unbounded selection. II.2002

    • Author(s)
      S.N.Ethier, T.Shiga
    • Journal Title

      Markov process and controlled Markov chains(Kluwer Acad.Publ.)

      Pages: 305-322

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • [Journal Article] Lyapunov exponents for the parabolic Anderson model.2002

    • Author(s)
      M.Cranston, T.S.Mountford, T.Shiga
    • Journal Title

      Acta Math.Univ.Comenian. 71

      Pages: 163-188

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14340029
  • 1.  UCHIYAMA Kohei (00117566)
    # of Collaborated Projects: 8 results
    # of Collaborated Products: 0 results
  • 2.  MORITA Takehiko (00192782)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 0 results
  • 3.  MURATA Minoru (50087079)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 4.  SHIRAI Tomoyuki (70302932)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 5.  SUMI Hiroki (40313324)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 6.  藤井 光昭 (70016343)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 7.  高橋 渉 (40016142)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 8.  TAKAOKA Koichiro (50272662)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 9.  NINOMIYA Hirokazu (90251610)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 10.  SHIGA Hiroshige (10154189)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 11.  HARA Takashi (20228620)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 12.  NOMURA Yuji (40282818)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 13.  鵜飼 正二 (30047170)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 14.  KOTANI Shinichi (10025463)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 15.  小澤 真 (00126020)
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  • 16.  OGURA Yukio (00037847)
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  • 17.  HATTORI Tetsuya (10180902)
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  • 24.  NAGAI Hideo (70110848)
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  • 28.  KURATA Kazuhiro (10186489)
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  • 29.  AIKAWA Hiroaki (20137889)
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  • 30.  ISHIGE Kazuhiro (90272020)
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  • 32.  FUNAKI Tadahisa (60112174)
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  • 33.  HIGUCHI Yasunari (60112075)
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  • 35.  TANEMURA Hideki (40217162)
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  • 58.  渡辺 浩 (70210987)
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