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We present the results of the detailed analysis of an optical imaging surveyconducted using the Subaru / Hyper Suprime-Cam (HSC), which aims to identify anoptical counterpart to the gravitational wave event GW151226. In half a night,the $i$- and $z$-band imaging survey by HSC covers 63.5deg$^2$ of the errorregion, which contains about 7\% of the LIGO localization probability, and thesame field is observed in three different epochs. The detectable magnitude ofthe candidates in a differenced image is evaluated as $i \sim 23.2$ mag for therequirement of at least two 5$\sigma$ detections, and 1744 candidates arediscovered. Assuming a kilonova as an optical counterpart, we compared theoptical properties of the candidates with model predictions. A red and rapidlydeclining light curve condition enables the discrimination of a kilonova fromother transients, and a small number of candidates satisfy this condition. Thepresence of stellar-like counterparts in the reference frame suggests that thesurviving candidates are likely to be flare stars. The fact that most of thosecandidates are in galactic plane, $|b|<5^{\circ}$, supports thisinterpretation. We also checked whether the candidates are associated with thenearby GLADE galaxies, which reduces the number of contaminants even with alooser color cut. When a better probability map (with localization accuracy of$\sim50{\rm deg}^2$) is available, kilonova searches of up to approximately$200$ Mpc will become feasible by conducting immediate follow-up observationswith an interval of 3--6 days.

A Challenge to Identify an Optical Counterpart of the Gravitational Wave Event GW151226 with Hyper Suprime-Cam