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

Showing 2022 · math.PRShow all

3 papers · 2 filters

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'…

math.PR2022★ 3 cited

Invariance of Brownian motion associated with exponential functionals

Yuu Hariya

It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Br…