Yuu Hariya

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
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
https://portal.mardi4nfdi.de/entity/Q3591576	2007-09-11	Paper
On some Fourier aspects of the construction of certain Wiener integrals	2007-03-29	Paper
On the construction of Wiener integrals with respect to certain pseudo-Bessel processes	2007-01-09	Paper
Integration by parts formulae for Wiener measures restricted to subsets in \(\mathbb R^{d}\)	2007-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q3412803	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yuu Hariya