Yuu Hariya

collaborators

4 papers

math.PR2026

Stochastic analysis of Beckner's and related functional inequalities

Yuu Hariya

Beckner's inequality is a family of inequalities that interpolates the two fundamental functional inequalities, the logarithmic Sobolev and PoincarÃ©'s inequalities. It is parametr…

math.PR2025

Pitman's and LÃ©vy's theorems for Brownian bridges

Yuu Hariya

A synthetic study of Pitman's and LÃ©vy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.

math.PR2025

Invariance of three-dimensional Bessel bridges in terms of time reversal

Yuu Hariya

Given $a, b \geq 0$ and $t > 0$ , let $I ¨ = {I ¨ _{s}}_{0 \leq s \leq t}$ be a three-dimensional Bessel bridge from $a$ to $b$ over $[0, t]$ . In this paper, based on a conditional identity in…

math.PR2025

Invariance of Brownian motion associated with past and future maxima

Yuu Hariya

Let $B = {B_{t}}_{t \geq 0}$ be a one-dimensional standard Brownian motion. As an application of a recent result of ours on exponential functionals of Brownian motion, we show in t…