| Publication | Date of Publication | Type |
|---|
A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals
Journal of Theoretical Probability | 2024-11-25 | Paper |
Invariance of Brownian motion associated with exponential functionals
Stochastic Processes and their Applications | 2024-01-09 | Paper |
| Invariance of Brownian motion associated with past and future maxima | 2023-03-16 | Paper |
On two-dimensional extensions of Bougerol's identity in law
Electronic Communications in Probability | 2023-02-24 | Paper |
| A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals | 2022-11-23 | Paper |
On two-dimensional extensions of Bougerol's identity in law
(available as arXiv preprint) | 2022-08-25 | Paper |
Integral representations for the Hartman-Watson density
Journal of Theoretical Probability | 2022-03-17 | Paper |
The Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian space
Electronic Communications in Probability | 2022-03-11 | Paper |
Extensions of Bougerol's identity in law and the associated anticipative path transformations
Stochastic Processes and their Applications | 2022-03-07 | Paper |
On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable
Stochastic Processes and their Applications | 2020-09-03 | Paper |
A unification of hypercontractivities of the Ornstein-Uhlenbeck semigroup and its connection with {\(\Phi\)}-entropy inequalities
Journal of Functional Analysis | 2018-10-01 | Paper |
| A unification of the hypercontractivity and its exponential variant of the Ornstein-Uhlenbeck semigroup | 2017-07-11 | Paper |
| scientific article; zbMATH DE number 6730011 (Why is no real title available?) | 2017-06-13 | Paper |
On divergence of expectations of the Feynman-Kac type with singular potentials
Journal of the Mathematical Society of Japan | 2016-10-21 | Paper |
A pathwise interpretation of the Gorin-Shkolnikov identity
Electronic Communications in Probability | 2016-08-22 | Paper |
A pathwise interpretation of the Gorin-Shkolnikov identity
Electronic Communications in Probability | 2016-08-22 | Paper |
Some asymptotic formulae for Bessel process
(available as arXiv preprint) | 2015-11-18 | Paper |
| A variational representation and Pr\'ekopa's theorem for Wiener functionals | 2015-05-11 | Paper |
A connection of the Brascamp-Lieb inequality with Skorokhod embedding
Electronic Communications in Probability | 2014-09-29 | Paper |
Stochastic ranking process with time dependent intensities
Tôhoku Mathematical Journal. Second Series | 2011-06-20 | Paper |
| Wiener integrals for centered powers of Bessel processes. I | 2007-09-11 | Paper |
On some Fourier aspects of the construction of certain Wiener integrals
Stochastic Processes and their Applications | 2007-03-29 | Paper |
Integration by parts formulae for Wiener measures restricted to subsets in \(\mathbb R^{d}\)
Journal of Functional Analysis | 2007-01-09 | Paper |
On the construction of Wiener integrals with respect to certain pseudo-Bessel processes
Stochastic Processes and their Applications | 2007-01-09 | Paper |
| Wiener integrals for centered Bessel and related processes. II. | 2007-01-02 | Paper |
Construction of Gibbs measures for 1-dimensional continuum fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-09-12 | Paper |
A time-change approach to Kotani's extension of Yor's formula
Journal of the Mathematical Society of Japan | 2006-03-29 | Paper |
Limiting distributions associated with moments of exponential Brownian functionals
Studia Scientiarum Mathematicarum Hungarica | 2005-07-05 | Paper |
On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof
Statistics & Probability Letters | 2004-08-06 | Paper |
DIFFUSION PROCESSES ON PATH SPACES WITH INTERACTIONS
Reviews in Mathematical Physics | 2003-08-07 | Paper |
