| Publication | Date of Publication | Type |
|---|
Asymptotic normality of nonparametric estimators for discrete-time semi-Markov chains in higher dimensions
Probability and Mathematical Statistics | 2026-04-17 | Paper |
A cluster representation of the renewal Hawkes process
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2026-03-17 | Paper |
Limit theorems for the fluctuation of the dynamic elephant random walk in the superdiffusive case
Journal of Mathematical Physics | 2025-07-16 | Paper |
Two-point local time penalizations with various clocks for Lévy processes
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2025-03-06 | Paper |
Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes
Bernoulli | 2024-03-26 | Paper |
Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes
Bernoulli | 2024-03-26 | Paper |
Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past
Journal of Theoretical Probability | 2023-08-04 | Paper |
| A cluster representation of the renewal Hawkes process | 2023-04-13 | Paper |
Arcsine and Darling–Kac laws for piecewise linear random interval maps
Stochastics and Dynamics | 2023-04-13 | Paper |
| Asymptotic normality in multi-dimension of nonparametric estimators for discrete-time semi-Markov chains | 2023-04-08 | Paper |
Local time penalizations with various clocks for Lévy processes
Electronic Journal of Probability | 2023-02-19 | Paper |
Local time penalizations with various clocks for Lévy processes
Electronic Journal of Probability | 2023-02-19 | Paper |
Arcsine law for random dynamics with a core
Nonlinearity | 2023-02-03 | Paper |
On universality in penalisation problems with multiplicative weights
(available as arXiv preprint) | 2022-10-22 | Paper |
Infinite convolutions of probability measures on Polish semigroups
Probability Surveys | 2022-05-09 | Paper |
Infinite convolutions of probability measures on Polish semigroups
Probability Surveys | 2022-05-09 | Paper |
Local time penalizations with various clocks for L\'{e}vy processes
(available as arXiv preprint) | 2022-03-16 | Paper |
Arcsine and Darling--Kac laws for piecewise linear random interval maps
(available as arXiv preprint) | 2021-08-03 | Paper |
On universality in penalisation problems with multiplicative weights
(available as arXiv preprint) | 2021-06-29 | Paper |
| Remarks on martingale representation theorem for set-valued martingales | 2020-12-13 | Paper |
Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
Journal of Functional Analysis | 2020-08-12 | Paper |
| Aging arcsine law in Brownian motion and its generalization | 2020-04-02 | Paper |
Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations
Transactions of the American Mathematical Society | 2019-08-07 | Paper |
Generalized refracted Lévy process and its application to exit problem
Stochastic Processes and their Applications | 2019-06-27 | Paper |
Local time penalizations with various clocks for one-dimensional diffusions
Journal of the Mathematical Society of Japan | 2019-05-17 | Paper |
Local time penalizations with various clocks for one-dimensional diffusions
Journal of the Mathematical Society of Japan | 2019-05-17 | Paper |
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
Journal of Applied Probability | 2019-01-17 | Paper |
On optimal periodic dividend strategies for Lévy risk processes
Insurance Mathematics & Economics | 2018-06-15 | Paper |
Weak convergence of \(h\)-transforms for one-dimensional diffusions
Statistics & Probability Letters | 2017-01-16 | Paper |
On h-transforms of one-dimensional diffusions stopped upon hitting zero
Lecture Notes in Mathematics | 2016-04-13 | Paper |
Functional limit theorems for processes pieced together from excursions
Journal of the Mathematical Society of Japan | 2016-01-12 | Paper |
Functional limit theorems for processes pieced together from excursions
Journal of the Mathematical Society of Japan | 2016-01-12 | Paper |
Around Tsirelson's equation, or: the evolution process may not explain everything
Probability Surveys | 2015-08-25 | Paper |
Around Tsirelson's equation, or: the evolution process may not explain everything
Probability Surveys | 2015-08-25 | Paper |
Entropy of random chaotic interval map with noise which causes coarse-graining
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes
Journal of Math-for-Industry | 2014-10-15 | Paper |
Random walk in a finite directed graph subject to a road coloring
Journal of Theoretical Probability | 2014-09-18 | Paper |
Extensions of diffusion processes on intervals and Feller's boundary conditions
Osaka Journal of Mathematics | 2014-07-11 | Paper |
Extensions of diffusion processes on intervals and Feller's boundary conditions
Osaka Journal of Mathematics | 2014-07-11 | Paper |
Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action
Statistics & Probability Letters | 2013-05-13 | Paper |
Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action
Statistics & Probability Letters | 2013-05-13 | Paper |
On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes
Abstract and Applied Analysis | 2013-05-08 | Paper |
Realization of an ergodic Markov chain as a random walk subject to a synchronizing road coloring
Journal of Applied Probability | 2011-10-25 | Paper |
| Random walk in a finite directed graph subject to a synchronizing road coloring | 2011-05-05 | Paper |
On a zero-one law for the norm process of transient random walk
Séminaire de Probabilités XLIII | 2011-03-30 | Paper |
Penalisation of a stable Lévy process involving its one-sided supremum
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
| Scaling limit of d-inverse of Brownian motion with functional drift | 2011-01-21 | Paper |
Scaling limit of d-inverse of Brownian motion with functional drift
(available as arXiv preprint) | 2011-01-21 | Paper |
Two kinds of conditionings for stable L\'evy processes
(available as arXiv preprint) | 2010-09-14 | Paper |
Non-Markov property of certain eigenvalue processes analogous to Dyson's model
(available as arXiv preprint) | 2010-09-14 | Paper |
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
Stochastic Processes and their Applications | 2010-08-03 | Paper |
Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations
Journal of Functional Analysis | 2010-05-17 | Paper |
Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
Potential Analysis | 2010-04-15 | Paper |
On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
Lecture Notes in Mathematics | 2009-12-18 | Paper |
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
Statistics & Probability Letters | 2009-09-30 | Paper |
| Wiener integral for the coordinate process under the \sigma -finite measure unifying Brownian penalisations | 2009-09-28 | Paper |
Penalising symmetric stable Lévy paths
Journal of the Mathematical Society of Japan | 2009-09-15 | Paper |
Penalising symmetric stable Lévy paths
Journal of the Mathematical Society of Japan | 2009-09-15 | Paper |
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
Bernoulli | 2009-03-02 | Paper |
Time change approach to generalized excursion measures, and its application to limit theorems
Journal of Theoretical Probability | 2008-04-09 | Paper |
Stochastic equations on compact groups in discrete negative time
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-04-03 | Paper |
Excursion measure away from an exit boundary of one-dimensional diffusion processes
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2007-02-01 | Paper |
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes
Journal of Mathematics of Kyoto University | 2006-07-14 | Paper |
A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution
Journal of Mathematics of Kyoto University | 2004-03-17 | Paper |
Conditionings to avoid points with various clocks for L\'{e}vy processes
(available as arXiv preprint) | N/A | Paper |
Two-point local time penalizations with various clocks for L\'{e}vy processes
(available as arXiv preprint) | N/A | Paper |
