Yuko Yano

Available identifiers

Publication	Date of Publication	Type
Local time penalizations with various clocks for one-dimensional diffusions	2019-05-17	Paper
On the joint law of the occupation times for a diffusion process on multiray	2017-07-04	Paper
Weak convergence of \(h\)-transforms for one-dimensional diffusions	2017-01-16	Paper
On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero	2016-04-13	Paper
A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process	2013-11-19	Paper
Special values of the Hurwitz zeta function via generalized Cauchy variables	2012-09-12	Paper
Penalisation of a stable Lévy process involving its one-sided supremum	2011-03-10	Paper
On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes	2009-12-18	Paper
On the pricing of options written on the last exit time	2009-12-02	Paper
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions	2009-09-30	Paper
Penalising symmetric stable Lévy paths	2009-09-15	Paper
Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time	2008-03-20	Paper
On the occupation time on the half line of pinned diffusion processes	2007-02-01	Paper
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes	2006-07-14	Paper
On a generalized arc-sine law for one-dimensional diffusion processes	2005-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q4658914	2005-03-21	Paper

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