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

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2 papers · 1 filter

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…