11 citations · 19 across the 4 of their papers we have counts for
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On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
Kouji Yano, Yuko Yano, Marc Yor
Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable Lévy processes. Itô's excursion theory plays a key role in this s…
Penalising symmetric stable Lévy paths
Kouji Yano, Yuko Yano, Marc Yor
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable Lévy process of index . The first kind is…
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
Kouji Yano, Yuko Yano
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…
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
Kouji Yano
Invariance principles are obtained for a Markov process on a half-line with continuous paths on the interior. The domains of attraction of the two different types of self-similar p…