21 citations · 67 across the 21 of their papers we have counts for
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math.PR2012★ 7 cited
Diffusion processes in thin tubes and their limits on graphs
Sergio Albeverio, Seiichiro Kusuoka
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corres…
math.PR2012
On smoothing properties of transition semigroups associated to a class of SDEs with jumps
Seiichiro Kusuoka, Carlo Marinelli
We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) driven by additive pure-jump Lévy noise. In particu…
math.PR2012★ 5 cited
Stochastic ranking process with space-time dependent intensities
Tetsuya Hattori, Seiichiro Kusuoka
We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as s…