Hiroyuki Matsumoto

Available identifiers

zbMath Open matsumoto.hiroyukiMaRDI QIDQ180923

List of research outcomes

Publication	Date of Publication	Type
Brownian Hitting to Spheres	2023-01-09	Paper
On the zeros of the Macdonald functions	2020-04-22	Paper
Precise asymptotic formulae for the first hitting times of Bessel processes	2019-05-10	Paper
Further studies on square-root boundaries for Bessel processes	2018-08-23	Paper
A formula for the expected volume of the Wiener sausage with constant drift	2017-03-15	Paper
Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions	2016-12-30	Paper
Hitting times to spheres of Brownian motions with and without drifts	2016-10-19	Paper
Stochastic Analysis	2016-10-07	Paper
The Kolmogorov Operator and Classical Mechanics	2016-04-13	Paper
The probability densities of the first hitting times of Bessel processes	2014-12-30	Paper
Asymptotics of the probability distributions of the first hitting times of Bessel processes	2014-09-22	Paper
The probability distributions of the first hitting times of Bessel processes	2013-09-04	Paper
Exponential functionals of Brownian motion. I: Probability laws at fixed time	2010-06-29	Paper
Exponential functionals of Brownian motion. II: Some related diffusion processes	2010-06-29	Paper
Limiting behaviors of the Brownian motions on hyperbolic spaces	2010-04-22	Paper
Tree structured independence for exponential Brownian functionals	2009-10-13	Paper
Horizontal lift of the Brownian motion on the hyperbolic plane and the Selberg trace formula	2007-05-10	Paper
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws	2005-07-01	Paper
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion	2005-06-22	Paper
Markov or non-Markov property of \(cM-X\) processes	2004-10-27	Paper
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.	2004-03-20	Paper
Interpretation via Brownian motion of some independence properties between GIG and gamma variables.	2004-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q2782355	2004-02-08	Paper
On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts	2004-02-08	Paper
Wiener functionals of second order and their Lévy measures	2003-02-13	Paper
An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws	2002-04-21	Paper
A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration	2002-03-03	Paper
Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one	2002-02-20	Paper
On positive and negative moments of the integral of geometric Brownian motions	2001-12-02	Paper
Quadratic Hamiltonians and associated orthogonal polynomials	2001-07-29	Paper
https://portal.mardi4nfdi.de/entity/Q2725621	2001-07-12	Paper
An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach	2001-03-20	Paper
Applications of the theory of the metaplectic representation to quadratic Hamiltonians on the two-dimensional Euclidean space	2001-03-12	Paper
On Bougerol and Dufresne's identities for exponential Brownian functionals	2000-08-16	Paper
A version of Pitman's 2M — X theorem for geometric Brownian motions	2000-05-09	Paper
Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem	1999-08-22	Paper
Brownian motion on the hyperbolic plane and Selberg trace formula	1999-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q4386589	1998-06-10	Paper
Semiclassical asymptotics of eigenvalues for Schrödinger operators with magnetic fields	1997-04-09	Paper
Spectral analysis of Schrödinger operators with magnetic fields	1996-11-24	Paper
On the integrated density of states for the Schrödinger operators with certain random electromagnetic potentials	1995-09-21	Paper
Semiclassical asymptotics of eigenvalue distributions for schrödinger operators with magnetic fields	1995-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4279827	1994-02-22	Paper
The asymptotic distributions of eigenvalues for the Schrödinger operators with magnetic fields	1993-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4009509	1992-09-27	Paper
Classical and non-classical eigenvalue asymptotics for magnetic Schrödinger operators	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3363015	1992-01-01	Paper
The short time asymptotics of the traces of the heat kernels for the magnetic Schrödinger operators	1990-01-01	Paper
Coalescing stochastic flows on the real line	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3703038	1986-01-01	Paper
Limit theorems for stochastic flows of diffeomorphisms of jump type	1985-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hiroyuki Matsumoto