Yuko Yano

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Local time penalizations with various clocks for one-dimensional diffusions
Journal of the Mathematical Society of Japan
2019-05-17Paper
On the joint law of the occupation times for a diffusion process on multiray
Journal of Theoretical Probability
2017-07-04Paper
Weak convergence of \(h\)-transforms for one-dimensional diffusions
Statistics & Probability Letters
2017-01-16Paper
On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero
Lecture Notes in Mathematics
2016-04-13Paper
A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2013-11-19Paper
Special values of the Hurwitz zeta function via generalized Cauchy variables
Kyoto Journal of Mathematics
2012-09-12Paper
Penalisation of a stable Lévy process involving its one-sided supremum
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2011-03-10Paper
On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
Lecture Notes in Mathematics
2009-12-18Paper
On the pricing of options written on the last exit time
Methodology and Computing in Applied Probability
2009-12-02Paper
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
Statistics & Probability Letters
2009-09-30Paper
Penalising symmetric stable Lévy paths
Journal of the Mathematical Society of Japan
2009-09-15Paper
Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time
Journal of Mathematics of Kyoto University
2008-03-20Paper
On the occupation time on the half line of pinned diffusion processes
Publications of the Research Institute for Mathematical Sciences, Kyoto University
2007-02-01Paper
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes
Journal of Mathematics of Kyoto University
2006-07-14Paper
On a generalized arc-sine law for one-dimensional diffusion processes
Osaka Journal of Mathematics
2005-05-06Paper
scientific article; zbMATH DE number 2147277 (Why is no real title available?)
 
2005-03-21Paper
A temporal versioned object-oriented data schema model
Computers & Mathematics with Applications
2001-11-12Paper


Research outcomes over time


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