Hiroyuki Matsumoto

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Person:180923

Available identifiers

zbMath Open matsumoto.hiroyukiMaRDI QIDQ180923

List of research outcomes





PublicationDate of PublicationType
Brownian hitting to spheres2024-11-08Paper
Brownian Hitting to Spheres2023-01-09Paper
On the zeros of the Macdonald functions2020-04-22Paper
Precise asymptotic formulae for the first hitting times of Bessel processes2019-05-10Paper
Further studies on square-root boundaries for Bessel processes2018-08-23Paper
A formula for the expected volume of the Wiener sausage with constant drift2017-03-15Paper
Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions2016-12-30Paper
Hitting times to spheres of Brownian motions with and without drifts2016-10-19Paper
Stochastic analysis. Itô and Malliavin calculus in tandem2016-10-07Paper
The Kolmogorov Operator and Classical Mechanics2016-04-13Paper
The probability densities of the first hitting times of Bessel processes2014-12-30Paper
Asymptotics of the probability distributions of the first hitting times of Bessel processes2014-09-22Paper
The probability distributions of the first hitting times of Bessel processes2013-09-04Paper
Exponential functionals of Brownian motion. I: Probability laws at fixed time2010-06-29Paper
Exponential functionals of Brownian motion. II: Some related diffusion processes2010-06-29Paper
Limiting behaviors of the Brownian motions on hyperbolic spaces2010-04-22Paper
Tree structured independence for exponential Brownian functionals2009-10-13Paper
Horizontal lift of the Brownian motion on the hyperbolic plane and the Selberg trace formula2007-05-10Paper
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws2005-07-01Paper
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion2005-06-22Paper
Markov or non-Markov property of \(cM-X\) processes2004-10-27Paper
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.2004-03-20Paper
Interpretation via Brownian motion of some independence properties between GIG and gamma variables.2004-03-14Paper
On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts2004-02-08Paper
https://portal.mardi4nfdi.de/entity/Q27823552004-02-08Paper
Wiener functionals of second order and their Lévy measures2003-02-13Paper
An analogue of Pitman's \(2M-X\) theorem for exponential Winer functionals. II: The role of the generalized inverse Gaussian laws2002-04-21Paper
A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration2002-03-03Paper
Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one2002-02-20Paper
On positive and negative moments of the integral of geometric Brownian motions2001-12-02Paper
Quadratic Hamiltonians and associated orthogonal polynomials2001-07-29Paper
https://portal.mardi4nfdi.de/entity/Q27256212001-07-12Paper
An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach2001-03-20Paper
Applications of the theory of the metaplectic representation to quadratic Hamiltonians on the two-dimensional Euclidean space2001-03-12Paper
On Bougerol and Dufresne's identities for exponential Brownian functionals2000-08-16Paper
A version of Pitman's 2M — X theorem for geometric Brownian motions2000-05-09Paper
Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem1999-08-22Paper
Brownian motion on the hyperbolic plane and Selberg trace formula1999-05-26Paper
https://portal.mardi4nfdi.de/entity/Q43865891998-06-10Paper
Semiclassical asymptotics of eigenvalues for Schrödinger operators with magnetic fields1997-04-09Paper
Spectral analysis of Schrödinger operators with magnetic fields1996-11-24Paper
On the integrated density of states for the Schrödinger operators with certain random electromagnetic potentials1995-09-21Paper
Semiclassical asymptotics of eigenvalue distributions for schrödinger operators with magnetic fields1995-01-15Paper
https://portal.mardi4nfdi.de/entity/Q42798271994-02-22Paper
The asymptotic distributions of eigenvalues for the Schrödinger operators with magnetic fields1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40095091992-09-27Paper
Classical and non-classical eigenvalue asymptotics for magnetic Schrödinger operators1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33630151992-01-01Paper
The short time asymptotics of the traces of the heat kernels for the magnetic Schrödinger operators1990-01-01Paper
Coalescing stochastic flows on the real line1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37030381986-01-01Paper
Limit theorems for stochastic flows of diffeomorphisms of jump type1985-01-01Paper

Research outcomes over time

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