Yano, Kouji, Yano, Yuko, Yor, Marc
Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable L\'evy processes. It\^o's excursion theory plays a key role in this study.
Penalising symmetric stable L\'evy paths (2008)
Yano, Kouji, Yano, Yuko, Yor, Marc
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index $ 1 < \alpha \le 2 $. The first kind is a function...
The characteristic measure of excursions away from a regular point is studied for a class of symmetric L\'evy processes without Gaussian part. It is proved that the harmonic transform of the killed...
Smoothness and asymptotic behaviors are studied for the densities of the law of the occupation time on the positive line for Bessel bridges and the normalized excursion of strictly stable processes....
Invariance principles are obtained for a Markov process on a half line with continuous paths on the interior. Investigated are the domains of attraction of the two different types of self-similar...
Stochastic equation on compact groups in discrete negative time (2006)
Akahori, Jirô, Uenishi, Chihiro, Yano, Kouji
In this paper a stochastic equation on compact groups in discrete negative time is studied. This is closely related to Tsirelson's stochastic differential equation, of which any solution is...
Excursion Measure Away from an Exit Boundary of One-Dimensional Diffusion Processes (2006)
A generalization of the excursion measure away from an exit boundary is defined for a one-dimensional diffusion process. It is constructed through the disintegration formula with respect to the...