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Analysis 2 (Stochastic Analysis) Lab (Seiichiro Kusuoka)
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The lab studies equations involving randomness using stochastic analysis.
AboutAbout the lab
Solving equations with fluctuations using the tools of probability.
The Kusuoka Lab studies stochastic analysis within the field of probability theory.
Its main themes are stochastic differential equations, Malliavin calculus, and singular stochastic partial differential equations.
The lab also works on stochastic quantization, which uses stochastic partial differential equations to construct measures that appear in quantum field theory.
Key terms
- Stochastic differential equation
- A differential equation that includes random fluctuations (noise)
- Stochastic quantization
- A method of constructing measures that appear in quantum field theory from the long-time behavior of solutions to stochastic partial differential equations
- Malliavin calculus
- A tool for studying quantities affected by randomness by using differentiation
ResearchResearch themes
The lab studies stochastic analysis, working on stochastic differential equations, Malliavin calculus, and singular stochastic partial differential equations.
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MembersFaculty
- ProfessorSeiichiro Kusuoka
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Girsanov” Martin Keller-Ressel (uploaded by Thomas Steiner) / CC BY-SA 3.0 (cropped)
- Stochastic Quantization of the Φ⁴ Measure: “Nucleation in the Ising Model (2D)” Abraham Hinteregger / CC BY-SA 3.0 (cropped)
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（筒井 容平） ): “Fourier Series-Square wave 3 H” Saisundar.s / CC BY-SA 4.0 (cropped) - Related lab (解析学１（偏微分方程式論、
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