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...
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....
On the Occupation Time on the Half Line of Pinned Diffusion Processes (2006)
The aim of the present paper is to generalize Lévy's result of the occupation time on the half line of pinned Brownian motion for pinned diffusion processes. An asymptotic behavior of the...
On a generalized arc-sine law for one-dimensional diffusion processes (2005)
Laws of the occupation times on a half line are studied for one-dimensional diffusion processes. The asymptotic behavior of the distribution function is determined in terms of the speed measure.