Yuu Hariya

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals	2024-11-25	Paper
Invariance of Brownian motion associated with exponential functionals	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	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	2022-08-25	Paper
Integral representations for the Hartman-Watson density	2022-03-17	Paper
The Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian space	2022-03-11	Paper
Extensions of Bougerol's identity in law and the associated anticipative path transformations	2022-03-07	Paper
On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable	2020-09-03	Paper
A unification of hypercontractivities of the Ornstein-Uhlenbeck semigroup and its connection with {\(\Phi\)}-entropy inequalities	2018-10-01	Paper
A unification of the hypercontractivity and its exponential variant of the Ornstein-Uhlenbeck semigroup	2017-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q5267635	2017-06-13	Paper
On divergence of expectations of the Feynman-Kac type with singular potentials	2016-10-21	Paper
A pathwise interpretation of the Gorin-Shkolnikov identity	2016-08-22	Paper
Some asymptotic formulae for Bessel process	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	2014-09-29	Paper
Stochastic ranking process with time dependent intensities	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	2007-03-29	Paper
Integration by parts formulae for Wiener measures restricted to subsets in \(\mathbb R^{d}\)	2007-01-09	Paper
On the construction of Wiener integrals with respect to certain pseudo-Bessel processes	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	2006-09-12	Paper
A time-change approach to Kotani's extension of Yor's formula	2006-03-29	Paper
Limiting distributions associated with moments of exponential Brownian functionals	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	2004-08-06	Paper
DIFFUSION PROCESSES ON PATH SPACES WITH INTERACTIONS	2003-08-07	Paper

Research outcomes over time

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