Kouji Yano

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Person:491373

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zbMath Open yano.koujiMaRDI QIDQ491373

List of research outcomes

PublicationDate of PublicationType
Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes2024-03-26Paper
Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past2023-08-04Paper
Arcsine and Darling–Kac laws for piecewise linear random interval maps2023-04-13Paper
A cluster representation of the renewal Hawkes process2023-04-13Paper
Asymptotic normality in multi-dimension of nonparametric estimators for discrete-time semi-Markov chains2023-04-08Paper
Local time penalizations with various clocks for Lévy processes2023-02-19Paper
Arcsine law for random dynamics with a core2023-02-03Paper
On universality in penalisation problems with multiplicative weights2022-10-22Paper
Infinite convolutions of probability measures on Polish semigroups2022-05-09Paper
Local time penalizations with various clocks for L\'{e}vy processes2022-03-16Paper
Arcsine and Darling--Kac laws for piecewise linear random interval maps2021-08-03Paper
On universality in penalisation problems with multiplicative weights2021-06-29Paper
Remarks on martingale representation theorem for set-valued martingales2020-12-13Paper
Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps2020-08-12Paper
Aging arcsine law in Brownian motion and its generalization2020-04-02Paper
Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations2019-08-07Paper
Generalized refracted Lévy process and its application to exit problem2019-06-27Paper
Local time penalizations with various clocks for one-dimensional diffusions2019-05-17Paper
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models2019-01-17Paper
On optimal periodic dividend strategies for Lévy risk processes2018-06-15Paper
Weak convergence of \(h\)-transforms for one-dimensional diffusions2017-01-16Paper
On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero2016-04-13Paper
Functional limit theorems for processes pieced together from excursions2016-01-12Paper
Around Tsirelson's equation, or: the evolution process may not explain everything2015-08-25Paper
Entropy of random chaotic interval map with noise which causes coarse-graining2015-03-27Paper
On harmonic function for the killed process upon hitting zero of asymmetric L\'evy processes2014-10-15Paper
Random walk in a finite directed graph subject to a road coloring2014-09-18Paper
Extensions of diffusion processes on intervals and Feller's boundary conditions2014-07-11Paper
Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action2013-05-13Paper
On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes2013-05-08Paper
Realization of an Ergodic Markov Chain as a Random Walk Subject to a Synchronizing Road Coloring2011-10-25Paper
Random walk in a finite directed graph subject to a synchronizing road coloring2011-05-05Paper
On a Zero-One Law for the Norm Process of Transient Random Walk2011-03-30Paper
Penalisation of a stable Lévy process involving its one-sided supremum2011-03-10Paper
Scaling limit of d-inverse of Brownian motion with functional drift2011-01-21Paper
Non-Markov property of certain eigenvalue processes analogous to Dyson's model2010-09-14Paper
Two kinds of conditionings for stable L\'evy processes2010-09-14Paper
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups2010-08-03Paper
Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations2010-05-17Paper
Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part2010-04-15Paper
On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes2009-12-18Paper
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions2009-09-30Paper
Wiener integral for the coordinate process under the $ \sigma $-finite measure unifying Brownian penalisations2009-09-28Paper
Penalising symmetric stable Lévy paths2009-09-15Paper
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line2009-03-02Paper
Time change approach to generalized excursion measures, and its application to limit theorems2008-04-09Paper
Stochastic equations on compact groups in discrete negative time2008-04-03Paper
Excursion measure away from an exit boundary of one-dimensional diffusion processes2007-02-01Paper
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes2006-07-14Paper
A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution2004-03-17Paper

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