| Publication | Date of Publication | Type |
|---|
Brownian hitting to spheres
Journal of the Mathematical Society of Japan | 2024-11-08 | Paper |
| Brownian Hitting to Spheres | 2023-01-09 | Paper |
On the zeros of the Macdonald functions
Opuscula Mathematica | 2020-04-22 | Paper |
Precise asymptotic formulae for the first hitting times of Bessel processes
Tokyo Journal of Mathematics | 2019-05-10 | Paper |
Further studies on square-root boundaries for Bessel processes
Electronic Communications in Probability | 2018-08-23 | Paper |
Further studies on square-root boundaries for Bessel processes
Electronic Communications in Probability | 2018-08-23 | Paper |
A formula for the expected volume of the Wiener sausage with constant drift
Forum Mathematicum | 2017-03-15 | Paper |
Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions
Journal of the Mathematical Society of Japan | 2016-12-30 | Paper |
Hitting times to spheres of Brownian motions with and without drifts
Proceedings of the American Mathematical Society | 2016-10-19 | Paper |
Stochastic analysis. Itô and Malliavin calculus in tandem
Cambridge Studies in Advanced Mathematics | 2016-10-07 | Paper |
The Kolmogorov operator and classical mechanics
Lecture Notes in Mathematics | 2016-04-13 | Paper |
The probability densities of the first hitting times of Bessel processes
(available as arXiv preprint) | 2014-12-30 | Paper |
Asymptotics of the probability distributions of the first hitting times of Bessel processes
Electronic Communications in Probability | 2014-09-22 | Paper |
The probability distributions of the first hitting times of Bessel processes
Transactions of the American Mathematical Society | 2013-09-04 | Paper |
Exponential functionals of Brownian motion. I: Probability laws at fixed time
Probability Surveys | 2010-06-29 | Paper |
Exponential functionals of Brownian motion. I: Probability laws at fixed time
Probability Surveys | 2010-06-29 | Paper |
Exponential functionals of Brownian motion. II: Some related diffusion processes
Probability Surveys | 2010-06-29 | Paper |
Exponential functionals of Brownian motion. II: Some related diffusion processes
Probability Surveys | 2010-06-29 | Paper |
Limiting behaviors of the Brownian motions on hyperbolic spaces
Colloquium Mathematicum | 2010-04-22 | Paper |
Tree structured independence for exponential Brownian functionals
Stochastic Processes and their Applications | 2009-10-13 | Paper |
Horizontal lift of the Brownian motion on the hyperbolic plane and the Selberg trace formula
Journal of Functional Analysis | 2007-05-10 | Paper |
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2005-07-01 | Paper |
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion
Periodica Mathematica Hungarica | 2005-06-22 | Paper |
Markov or non-Markov property of \(cM-X\) processes
Journal of the Mathematical Society of Japan | 2004-10-27 | Paper |
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2004-03-20 | Paper |
Interpretation via Brownian motion of some independence properties between GIG and gamma variables.
Statistics & Probability Letters | 2004-03-14 | Paper |
On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts
Advances in Applied Probability | 2004-02-08 | Paper |
| scientific article; zbMATH DE number 1724295 (Why is no real title available?) | 2004-02-08 | Paper |
Wiener functionals of second order and their Lévy measures
Electronic Journal of Probability | 2003-02-13 | Paper |
An analogue of Pitman's \(2M-X\) theorem for exponential Winer functionals. II: The role of the generalized inverse Gaussian laws
Nagoya Mathematical Journal | 2002-04-21 | Paper |
A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration
Osaka Journal of Mathematics | 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
Bulletin des Sciences Mathématiques | 2002-02-20 | Paper |
On positive and negative moments of the integral of geometric Brownian motions
Statistics & Probability Letters | 2001-12-02 | Paper |
Quadratic Hamiltonians and associated orthogonal polynomials
Journal of Functional Analysis | 2001-07-29 | Paper |
| scientific article; zbMATH DE number 1619473 (Why is no real title available?) | 2001-07-12 | Paper |
| scientific article; zbMATH DE number 1619473 (Why is no real title available?) | 2001-07-12 | Paper |
An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach
Nagoya Mathematical Journal | 2001-03-20 | Paper |
Applications of the theory of the metaplectic representation to quadratic Hamiltonians on the two-dimensional Euclidean space
Journal of the Mathematical Society of Japan | 2001-03-12 | Paper |
On Bougerol and Dufresne's identities for exponential Brownian functionals
Proceedings of the Japan Academy. Series A | 2000-08-16 | Paper |
A version of Pitman's 2M — X theorem for geometric Brownian motions
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-05-09 | Paper |
Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem
Electronic Communications in Probability | 1999-08-22 | Paper |
Brownian motion on the hyperbolic plane and Selberg trace formula
Journal of Functional Analysis | 1999-05-26 | Paper |
| scientific article; zbMATH DE number 1147399 (Why is no real title available?) | 1998-06-10 | Paper |
Semiclassical asymptotics of eigenvalues for Schrödinger operators with magnetic fields
Journal of Functional Analysis | 1997-04-09 | Paper |
Spectral analysis of Schrödinger operators with magnetic fields
Journal of Functional Analysis | 1996-11-24 | Paper |
On the integrated density of states for the Schrödinger operators with certain random electromagnetic potentials
Journal of the Mathematical Society of Japan | 1995-09-21 | Paper |
Semiclassical asymptotics of eigenvalue distributions for schrödinger operators with magnetic fields
Communications in Partial Differential Equations | 1995-01-15 | Paper |
| scientific article; zbMATH DE number 503485 (Why is no real title available?) | 1994-02-22 | Paper |
The asymptotic distributions of eigenvalues for the Schrödinger operators with magnetic fields
Selected Papers on Analysis, Probability, and Statistics | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 61420 (Why is no real title available?) | 1992-09-27 | Paper |
Classical and non-classical eigenvalue asymptotics for magnetic Schrödinger operators
Journal of Functional Analysis | 1992-06-25 | Paper |
| Asymptotic distribution of eigenvalues for Schrödinger operators with magnetic fields | 1992-01-01 | Paper |
The short time asymptotics of the traces of the heat kernels for the magnetic Schrödinger operators
Journal of the Mathematical Society of Japan | 1990-01-01 | Paper |
Coalescing stochastic flows on the real line
Osaka Journal of Mathematics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3930055 (Why is no real title available?) | 1986-01-01 | Paper |
Limit theorems for stochastic flows of diffeomorphisms of jump type
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
