Yuji Kasahara

Available identifiers

zbMath Open kasahara.yujiMaRDI QIDQ249037

List of research outcomes

Publication	Date of Publication	Type
Diffusions with Bessel-like drifts. II	2022-05-06	Paper
A note on the product of independent random variables with regularly varying tails	2019-05-15	Paper
Tails of the first hitting times of linear diffusions	2016-10-21	Paper
Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions	2016-02-26	Paper
Diffusions with Bessel-like drifts	2016-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q5405642	2014-04-02	Paper
Spectral function of Krein's and Kotani's string in the class \(\Gamma\)	2013-04-25	Paper
Limiting distribution of the maximum of a null recurrent diffusion process	2013-01-18	Paper
Asymptotic behavior of the transition density of an ergodic linear diffusion	2012-10-26	Paper
Asymptotic behavior of spectral measures of Krein's and Kotani's strings	2010-09-29	Paper
Remarks on Krein-Kotani's correspondence between strings and Herglotz functions	2009-07-02	Paper
Occupation time theorems for one-dimensional random walks and diffusion processes in random environments	2009-03-10	Paper
A limit theorem for occupation times of Lamperti's stochastic processes	2008-04-30	Paper
Occupation time theorems for a class of one-dimensional diffusion processes	2006-10-05	Paper
Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes	2006-09-26	Paper
Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization	2005-05-23	Paper
On a generalized arc-sine law for one-dimensional diffusion processes	2005-05-06	Paper
Remarks on Tauberian theorem of exponential type and Fenchel-Legendre transform	2003-08-28	Paper
On Kallianpur-Robbins law for fractional Brownian motion	2003-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q4542778	2002-10-14	Paper
https://portal.mardi4nfdi.de/entity/Q2752177	2002-09-15	Paper
On tail probability of local times of Gaussian processes	2002-08-29	Paper
https://portal.mardi4nfdi.de/entity/Q4544406	2002-08-04	Paper
https://portal.mardi4nfdi.de/entity/Q2769308	2002-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q2769323	2002-02-05	Paper
Asymptotics for prediction errors of stationary processes with reflection positivity	2002-02-03	Paper
A note on the local time of fractional Brownian motion	1999-04-13	Paper
A limit theorem for occupation times of fractional Brownian motion	1998-03-29	Paper
A functional limit theorem for trimmed sums	1994-01-30	Paper
Limit theorems for trimmed sums	1993-01-17	Paper
Stability theorem for stochastic differential equations with jumps	1991-01-01	Paper
On the product space \(D([0,1:R^ d)\times D([0,1]:R^ d)\)]	1990-01-01	Paper
Log-fractional stable processes	1988-01-01	Paper
Weighted sums of i.i.d. random variables attracted to integrals of stable processes	1988-01-01	Paper
Around Yor's theorem on the Brownian sheet and local time	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3788823	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4204892	1988-01-01	Paper
Limit theorems for point processes and their functionals	1986-01-01	Paper
Functional limit theorems for weighted sums of i.i.d. random variables	1986-01-01	Paper
A limit theorem for sums of i.i.d. random variables with slowly varying tail probability	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3740731	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3788824	1986-01-01	Paper
A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains	1985-01-01	Paper
Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions	1984-01-01	Paper
A note on sums and maxima of independent, identically distributed random variables	1984-01-01	Paper
Another limit theorem for slowly increasing occupation times	1984-01-01	Paper
A limit theorem for slowly increasing occupation times	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3942175	1981-01-01	Paper
On the Green functions of 1-dimensional diffusion processes	1980-01-01	Paper
On Levy's downcrossing theorem	1980-01-01	Paper
On limit processes for a class of additive functional of recurrent diffusion processes	1979-01-01	Paper
Tauberian theorems of exponential type	1978-01-01	Paper
Limit theorems of occupation times for Markov processes	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4118621	1975-01-01	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Yuji Kasahara