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 2021Show all

2 papers · 1 filter

math.PR2021★ 1 cited

The Boué--Dupuis formula and the exponential hypercontractivity in the Gaussian space

Yuu Hariya, Sou Watanabe

This paper concerns a variational representation formula for Wiener functionals. Let $B = {B_{t}}_{t \geq 0}$ be a standard $d$ -dimensional Brownian motion. Boué and Dupuis (1998)…

math.PR2021

Extensions of Bougerol's identity in law and the associated anticipative path transformations

Yuu Hariya

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 the geometric Brownian motion $e^{B_{t}},\,t\g…