Yuko Yano

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Person:376687

Available identifiers

zbMath Open yano.yukoMaRDI QIDQ376687

List of research outcomes





PublicationDate of PublicationType
Local time penalizations with various clocks for one-dimensional diffusions2019-05-17Paper
On the joint law of the occupation times for a diffusion process on multiray2017-07-04Paper
Weak convergence of \(h\)-transforms for one-dimensional diffusions2017-01-16Paper
On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero2016-04-13Paper
A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process2013-11-19Paper
Special values of the Hurwitz zeta function via generalized Cauchy variables2012-09-12Paper
Penalisation of a stable Lévy process involving its one-sided supremum2011-03-10Paper
On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes2009-12-18Paper
On the pricing of options written on the last exit time2009-12-02Paper
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions2009-09-30Paper
Penalising symmetric stable Lévy paths2009-09-15Paper
Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time2008-03-20Paper
On the occupation time on the half line of pinned diffusion processes2007-02-01Paper
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes2006-07-14Paper
On a generalized arc-sine law for one-dimensional diffusion processes2005-05-06Paper
https://portal.mardi4nfdi.de/entity/Q46589142005-03-21Paper
A temporal versioned object-oriented data schema model2001-11-12Paper

Research outcomes over time

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