38 citations · 94 across the 38 of their papers we have counts for
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math.PR2008
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…
math.PR2008★ 8 cited
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…
math.PR2008
Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part
Kouji Yano
The characteristic measure of excursions away from a regular point is studied for a class of symmetric Lévy processes without Gaussian part. It is proved that the harmonic transfor…