2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2025
Geometric Brownian motion with random observation time as generalization of the double Pareto distribution
Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa +1
We study the probability distribution of the value of geometric Brownian motion at the stochastic observation time. It is known that the exponentially distributed observation time…
cond-mat.stat-mech2024★ 2 cited
Deformation of power law in the double Pareto distribution using uniformly distributed observation time
Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa +1
The double Pareto distribution is a heavy-tailed distribution with a power-law tail, that is generated via geometric Brownian motion with an exponentially distributed observation t…