Yuji Kasahara

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Diffusions with Bessel-like drifts. II
Tsukuba Journal of Mathematics
2022-05-06Paper
A note on the product of independent random variables with regularly varying tails
Tsukuba Journal of Mathematics
2019-05-15Paper
Tails of the first hitting times of linear diffusions
Tsukuba Journal of Mathematics
2016-10-21Paper
Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions
Osaka Journal of Mathematics
2016-02-26Paper
Diffusions with Bessel-like drifts
Kyoto Journal of Mathematics
2016-01-22Paper
On the maximum of a one-dimensional diffusion2014-04-02Paper
Spectral function of Krein's and Kotani's string in the class \(\Gamma\)
Proceedings of the Japan Academy. Series A
2013-04-25Paper
Limiting distribution of the maximum of a null recurrent diffusion process
Kodai Mathematical Journal
2013-01-18Paper
Asymptotic behavior of the transition density of an ergodic linear diffusion
Publications of the Research Institute for Mathematical Sciences, Kyoto University
2012-10-26Paper
Asymptotic behavior of spectral measures of Krein's and Kotani's strings
Kyoto Journal of Mathematics
2010-09-29Paper
Remarks on Krein-Kotani's correspondence between strings and Herglotz functions
Proceedings of the Japan Academy. Series A
2009-07-02Paper
Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
Stochastic Processes and their Applications
2009-03-10Paper
A limit theorem for occupation times of Lamperti's stochastic processes
Proceedings of the Japan Academy. Series A
2008-04-30Paper
Occupation time theorems for a class of one-dimensional diffusion processes
Periodica Mathematica Hungarica
2006-10-05Paper
Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes
Illinois Journal of Mathematics
2006-09-26Paper
Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
Stochastic Analysis and Applications
2005-05-23Paper
On a generalized arc-sine law for one-dimensional diffusion processes
Osaka Journal of Mathematics
2005-05-06Paper
Remarks on Tauberian theorem of exponential type and Fenchel-Legendre transform
Osaka Journal of Mathematics
2003-08-28Paper
On Kallianpur-Robbins law for fractional Brownian motion
Journal of Mathematics of Kyoto University
2003-01-09Paper
scientific article; zbMATH DE number 1779520 (Why is no real title available?)2002-10-14Paper
Tail probabilities of local times of Gaussian processes and diffusions2002-09-15Paper
On tail probability of local times of Gaussian processes
Stochastic Processes and their Applications
2002-08-29Paper
scientific article; zbMATH DE number 1775592 (Why is no real title available?)2002-08-04Paper
Conditionally trimmed sums for independent random variables.
Natural Science Report of the Ochanomizu University
2002-02-05Paper
Large deviation around the origin for sums of nonnegative i.i.d. random variables.
Natural Science Report of the Ochanomizu University
2002-02-05Paper
Asymptotics for prediction errors of stationary processes with reflection positivity
Journal of Mathematical Analysis and Applications
2002-02-03Paper
A note on the local time of fractional Brownian motion
Journal of Theoretical Probability
1999-04-13Paper
A limit theorem for occupation times of fractional Brownian motion
Stochastic Processes and their Applications
1998-03-29Paper
A functional limit theorem for trimmed sums
Stochastic Processes and their Applications
1994-01-30Paper
Limit theorems for trimmed sums
Journal of Theoretical Probability
1993-01-17Paper
Stability theorem for stochastic differential equations with jumps
Stochastic Processes and their Applications
1991-01-01Paper
On the product space \(D([0,1]:R^ d)\times D([0,1]:R^ d)\)
Journal of Mathematics of Kyoto University
1990-01-01Paper
scientific article; zbMATH DE number 4124718 (Why is no real title available?)1988-01-01Paper
scientific article; zbMATH DE number 4052705 (Why is no real title available?)1988-01-01Paper
Weighted sums of i.i.d. random variables attracted to integrals of stable processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1988-01-01Paper
Log-fractional stable processes
Stochastic Processes and their Applications
1988-01-01Paper
Around Yor's theorem on the Brownian sheet and local time
Journal of Mathematics of Kyoto University
1988-01-01Paper
scientific article; zbMATH DE number 4052706 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 3975999 (Why is no real title available?)1986-01-01Paper
Functional limit theorems for weighted sums of i.i.d. random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1986-01-01Paper
A limit theorem for sums of i.i.d. random variables with slowly varying tail probability
Journal of Mathematics of Kyoto University
1986-01-01Paper
Limit theorems for point processes and their functionals
Journal of the Mathematical Society of Japan
1986-01-01Paper
A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains
Journal of the Mathematical Society of Japan
1985-01-01Paper
A note on sums and maxima of independent, identically distributed random variables
Proceedings of the Japan Academy. Series A
1984-01-01Paper
Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
Journal of Mathematics of Kyoto University
1984-01-01Paper
Another limit theorem for slowly increasing occupation times
Journal of Mathematics of Kyoto University
1984-01-01Paper
A limit theorem for slowly increasing occupation times
The Annals of Probability
1982-01-01Paper
scientific article; zbMATH DE number 3759295 (Why is no real title available?)1981-01-01Paper
On Levy's downcrossing theorem
Proceedings of the Japan Academy. Series A
1980-01-01Paper
On the Green functions of 1-dimensional diffusion processes
Publications of the Research Institute for Mathematical Sciences, Kyoto University
1980-01-01Paper
On limit processes for a class of additive functional of recurrent diffusion processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1979-01-01Paper
Tauberian theorems of exponential type
Journal of Mathematics of Kyoto University
1978-01-01Paper
Limit theorems of occupation times for Markov processes
Publications of the Research Institute for Mathematical Sciences, Kyoto University
1977-01-01Paper
scientific article; zbMATH DE number 3543414 (Why is no real title available?)1975-01-01Paper


Research outcomes over time


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