8 citations · 8 across the 5 of their papers we have counts for
5 papers
Local time penalizations with various clocks for one-dimensional diffusions
Christophe Profeta, Kouji Yano, Yuko Yano
We study some limit theorems for the law of a generalized one-dimensional diffusion weighted and normalized by a non-negative function of the local time evaluated at a parametrized…
On -transforms of one-dimensional diffusions stopped upon hitting zero
Kouji Yano, Yuko Yano
For a one-dimensional diffusion on an interval for which 0 is the regular-reflecting left boundary, three kinds of conditionings to avoid zero are studied. The limit processes are…
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…