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Analysis 2 (Stochastic Analysis, Stochastic Control) Lab (Yushi Hamaguchi)
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A lab that studies stochastic equations with memory and their control.
AboutAbout the lab
Using mathematics to control chance that depends on the past.
The Hamaguchi Lab studies stochastic analysis and stochastic control within probability theory.
Its main themes are stochastic differential equations and stochastic Volterra equations, in which the system is affected by its past states.
The lab also investigates the problem of optimally controlling systems described by such equations.
Key terms
- Stochastic Volterra equation
- An equation with randomness in which the current change depends on the accumulated history of past states
- Stochastic control
- A field that studies how to operate a system affected by chance in the best way to achieve a given goal
- Maximum principle
- A condition that an optimal control must satisfy, expressed in the form of equations
ResearchResearch themes
The lab studies stochastic differential equations, stochastic Volterra equations, and stochastic control.
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MembersFaculty
- Associate ProfessorYushi Hamaguchi
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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: “Alpha-stable-levy” Thomas Steiner and Martin Keller-Ressel / CC BY-SA 2.5 (cropped)
- Control of Stochastic Volterra Equations: “Local times surface” Roboquant / CC BY 3.0 (cropped)
- Related lab (Analysis 2 (Stochastic Analysis) Lab (Seiichiro Kusuoka)): “Girsanov” Martin Keller-Ressel (uploaded by Thomas Steiner) / CC BY-SA 3.0 (cropped)
- Related lab (Analysis 1 (Partial Differential Equations, Geometric Analysis, Calculus of Variations) Lab (Tatsuya Miura)): “Elastica-ExperimentalCurveShapesAndForces” Klemen Cotic / CC BY-SA 3.0 (cropped)
- Related lab (Analysis 1 Lab (Partial Differential Equations, Real Analysis and Functional Analysis, Mathematical Fluid Dynamics; Yasunori Maekawa)): “Geodynamo simulation velocity field” Nathanaël Schaeffer / CC BY 4.0 (cropped)
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