Yuu Hariya

activity

20102026

most citedOn some identities in law involving exponential functionals of Brownian motion and Cauchy variable

5 citations · 24 across the 18 of their papers we have counts for

collaborators

18 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 Poincaré's inequalities. It is parametri…

math.PR2025

Pitman's and Lévy's theorems for Brownian bridges

Yuu Hariya

A synthetic study of Pitman's and Lévy'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 $ρ = {ρ_{s}}_{0 \leq s \leq t}$ be a three-dimensional Bessel bridge from $a$ to $b$ over $[0, t]$ . In this paper, based on a conditional identity in l…

math.PR2023★ 1 cited

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…

math.PR2022★ 1 cited

A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals

Yuu Hariya

In this paper, with the help of a result by Matsumoto--Yor (2000), we prove a Girsanov-type formula for a class of anticipative transforms of Brownian motion which possesses expone…

math.PR2022

On two-dimensional extensions of Bougerol's identity in law

Yuu Hariya, Yohei Matsumura

Let $B = {B_{t}}_{t \geq 0}$ be a one-dimensional standard Brownian motion and denote by $A_{t}, t \geq 0$ , the quadratic variation of $e^{B_{t}}, t \geq 0$ . The celebrated Bougerol'…