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Author ID: yano.kouji Recent zbMATH articles by "Yano, Kouji"
Published as: Yano, Kouji

Publications by Year

Citations contained in zbMATH Open

33 Publications have been cited 174 times in 112 Documents Cited by Year
On optimal periodic dividend strategies for Lévy risk processes. Zbl 1402.91211
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji
18
2018
On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes. Zbl 1201.60043
Yano, Kouji; Yano, Yuko; Yor, Marc
17
2009
Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part. Zbl 1188.60023
Yano, Kouji
17
2010
Penalising symmetric stable Lévy paths. Zbl 1180.60008
Yano, Kouji; Yano, Yuko; Yor, Marc
15
2009
Excursion measure away from an exit boundary of one-dimensional diffusion processes. Zbl 1113.60084
Yano, Kouji
10
2006
On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes. Zbl 1307.60059
Yano, Kouji
10
2013
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes. Zbl 1102.60068
Watanabe, Shinzo; Yano, Kouji; Yano, Yuko
9
2005
Time change approach to generalized excursion measures, and its application to limit theorems. Zbl 1148.60054
Fitzsimmons, Patrick J.; Yano, Kouji
7
2008
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line. Zbl 1157.60320
Yano, Kouji
7
2008
Penalisation of a stable Lévy process involving its one-sided supremum. Zbl 1208.60046
Yano, Kouji; Yano, Yuko; Yor, Marc
6
2010
Around Tsirelson’s equation, or: the evolution process may not explain everything. Zbl 1328.60170
Yano, Kouji; Yor, Marc
6
2015
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups. Zbl 1201.60072
Hirayama, Takao; Yano, Kouji
6
2010
Stochastic equations on compact groups in discrete negative time. Zbl 1136.60036
Akahori, Jirô; Uenishi, Chihiro; Yano, Kouji
5
2008
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions. Zbl 1283.60105
Yano, Kouji; Yano, Yuko
4
2008
On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero. Zbl 1334.60170
Yano, Kouji; Yano, Yuko
4
2015
Two kinds of conditionings for stable Lévy processes. Zbl 1200.60039
Yano, Kouji
4
2010
Generalized refracted Lévy process and its application to exit problem. Zbl 1422.60080
Noba, Kei; Yano, Kouji
4
2019
Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations. Zbl 1481.60029
Sera, Toru; Yano, Kouji
4
2019
Realization of an ergodic Markov chain as a random walk subject to a synchronizing road coloring. Zbl 1234.60072
Yano, Kouji; Yasutomi, Kenji
3
2011
Functional limit theorems for processes pieced together from excursions. Zbl 1344.60035
Yano, Kouji
3
2015
A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution. Zbl 1057.28007
Yano, Kouji
2
2002
Extensions of diffusion processes on intervals and Feller’s boundary conditions. Zbl 1311.60089
Yano, Kouji
2
2014
Local time penalizations with various clocks for one-dimensional diffusions. Zbl 1481.60056
Profeta, Christophe; Yano, Kouji; Yano, Yuko
2
2019
On a zero-one law for the norm process of transient random walk. Zbl 1221.60068
Matsumoto, Ayako; Yano, Kouji
1
2011
Random walk in a finite directed graph subject to a road coloring. Zbl 1296.60190
Yano, Kouji
1
2013
Mesomechanics of the \(\alpha\)-\(\varepsilon\) transition in iron. Zbl 1032.74611
Yano, K.; Horie, Y.
1
2002
Infinite convolutions of probability measures on Polish semigroups. Zbl 1497.60007
Yano, Kouji
1
2022
Non-Markov property of certain eigenvalue processes analogous to Dyson’s model. Zbl 1200.60011
Fukushima, Ryoki; Tanida, Atsushi; Yano, Kouji
1
2010
On universality in penalisation problems with multiplicative weights. Zbl 1512.60018
Yano, Kouji
1
2022
Local time penalizations with various clocks for Lévy processes. Zbl 1512.60028
Takeda, Shosei; Yano, Kouji
1
2023
Arcsine and Darling-Kac laws for piecewise linear random interval maps. Zbl 1518.37064
Hata, Genji; Yano, Kouji
1
2023
On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes. Zbl 1273.60097
Hayashi, Masafumi; Yano, Kouji
1
2013
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. Zbl 1419.91380
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji
1
2018
Local time penalizations with various clocks for Lévy processes. Zbl 1512.60028
Takeda, Shosei; Yano, Kouji
1
2023
Arcsine and Darling-Kac laws for piecewise linear random interval maps. Zbl 1518.37064
Hata, Genji; Yano, Kouji
1
2023
Infinite convolutions of probability measures on Polish semigroups. Zbl 1497.60007
Yano, Kouji
1
2022
On universality in penalisation problems with multiplicative weights. Zbl 1512.60018
Yano, Kouji
1
2022
Generalized refracted Lévy process and its application to exit problem. Zbl 1422.60080
Noba, Kei; Yano, Kouji
4
2019
Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations. Zbl 1481.60029
Sera, Toru; Yano, Kouji
4
2019
Local time penalizations with various clocks for one-dimensional diffusions. Zbl 1481.60056
Profeta, Christophe; Yano, Kouji; Yano, Yuko
2
2019
On optimal periodic dividend strategies for Lévy risk processes. Zbl 1402.91211
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji
18
2018
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. Zbl 1419.91380
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji
1
2018
Around Tsirelson’s equation, or: the evolution process may not explain everything. Zbl 1328.60170
Yano, Kouji; Yor, Marc
6
2015
On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero. Zbl 1334.60170
Yano, Kouji; Yano, Yuko
4
2015
Functional limit theorems for processes pieced together from excursions. Zbl 1344.60035
Yano, Kouji
3
2015
Extensions of diffusion processes on intervals and Feller’s boundary conditions. Zbl 1311.60089
Yano, Kouji
2
2014
On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes. Zbl 1307.60059
Yano, Kouji
10
2013
Random walk in a finite directed graph subject to a road coloring. Zbl 1296.60190
Yano, Kouji
1
2013
On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes. Zbl 1273.60097
Hayashi, Masafumi; Yano, Kouji
1
2013
Realization of an ergodic Markov chain as a random walk subject to a synchronizing road coloring. Zbl 1234.60072
Yano, Kouji; Yasutomi, Kenji
3
2011
On a zero-one law for the norm process of transient random walk. Zbl 1221.60068
Matsumoto, Ayako; Yano, Kouji
1
2011
Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part. Zbl 1188.60023
Yano, Kouji
17
2010
Penalisation of a stable Lévy process involving its one-sided supremum. Zbl 1208.60046
Yano, Kouji; Yano, Yuko; Yor, Marc
6
2010
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups. Zbl 1201.60072
Hirayama, Takao; Yano, Kouji
6
2010
Two kinds of conditionings for stable Lévy processes. Zbl 1200.60039
Yano, Kouji
4
2010
Non-Markov property of certain eigenvalue processes analogous to Dyson’s model. Zbl 1200.60011
Fukushima, Ryoki; Tanida, Atsushi; Yano, Kouji
1
2010
On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes. Zbl 1201.60043
Yano, Kouji; Yano, Yuko; Yor, Marc
17
2009
Penalising symmetric stable Lévy paths. Zbl 1180.60008
Yano, Kouji; Yano, Yuko; Yor, Marc
15
2009
Time change approach to generalized excursion measures, and its application to limit theorems. Zbl 1148.60054
Fitzsimmons, Patrick J.; Yano, Kouji
7
2008
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line. Zbl 1157.60320
Yano, Kouji
7
2008
Stochastic equations on compact groups in discrete negative time. Zbl 1136.60036
Akahori, Jirô; Uenishi, Chihiro; Yano, Kouji
5
2008
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions. Zbl 1283.60105
Yano, Kouji; Yano, Yuko
4
2008
Excursion measure away from an exit boundary of one-dimensional diffusion processes. Zbl 1113.60084
Yano, Kouji
10
2006
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes. Zbl 1102.60068
Watanabe, Shinzo; Yano, Kouji; Yano, Yuko
9
2005
A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution. Zbl 1057.28007
Yano, Kouji
2
2002
Mesomechanics of the \(\alpha\)-\(\varepsilon\) transition in iron. Zbl 1032.74611
Yano, K.; Horie, Y.
1
2002
all top 5

Cited by 136 Authors

27 Yano, Kouji
9 Yano, Yuko
8 Pérez Garmendia, Jose Luis
6 Yamazaki, Kazutoshi
5 Noba, Kei
5 Yor, Marc
4 Döring, Leif
3 Avanzi, Benjamin
3 Dong, Hua
3 Grzywny, Tomasz
3 Kyprianou, Andreas E.
3 Lau, Hayden
3 Palmowski, Zbigniew
3 Weissmann, Philip
3 Wong, Bernard
2 Avram, Florin
2 Chen, Zhen-Qing
2 Hariya, Yuu
2 Hayashi, Masafumi
2 Iksanov, Aleksander M.
2 Isozaki, Yasuki
2 Kim, Panki
2 Kwaśnicki, Mateusz
2 Letemplier, Julien
2 Moreno-Franco, Harold A.
2 Pantí, Henry
2 Pardo, Juan Carlos
2 Pilipenko, Andrey Yu.
2 Rivero, Víctor Manuel
2 Sera, Toru
2 Simon, Thomas
2 Song, Renming
2 Tsukada, Hiroshi
2 Watanabe, Shinzo
2 Watson, Alexander R.
2 Yamato, Kosuke
1 Bensoussan, Alain
1 Bogdan, Krzystzof
1 Bogdan, Krzysztof
1 Chaumont, Loïc
1 Chen, Ping
1 Cordero, Fernando
1 Czarna, Irmina
1 Dai, Hongshuai
1 Devroye, Luc P. J. A.
1 Dinç, Fatih
1 Fitzsimmons, Patrick J.
1 Fotopoulos, Stergios B.
1 Fujita, Takahiko
1 Fukushima, Masatoshi
1 Grahovac, Danijel
1 Guan, Guofeng
1 Guo, Peng
1 Hata, Genji
1 Hirayama, Takao
1 Hu, Yijun
1 Huang, Xuan
1 Huang, Yujuan
1 Ito, Yu
1 Jakubowski, Tomasz
1 James, Lancelot F.
1 Jandhyala, Venkata K.
1 Junca, Mauricio
1 Juszczyszyn, Tomasz
1 Kasahara, Yuji
1 Kaszubowski, Adam
1 Kaul, Hemanshu
1 Kawai, Reiichiro
1 Kocheim, David
1 Kohatsu-Higa, Arturo
1 Kotani, Shinichi
1 Lejay, Antoine
1 Leżaj, Łukasz
1 Li, Yuelei
1 Li, Yunke
1 Lijoi, Antonio
1 Liu, Yang
1 Liu, Zhang
1 López, Dante Mata
1 Luo, Yuxing
1 Ma, Weimin
1 Mata, Dante
1 Matsumoto, Ayako
1 Matsuura, Masakuni
1 Minca, Andreea
1 Miśta, Maciej
1 Najnudel, Joseph
1 Nakamura, Fumihiko
1 Nakano, Yushi
1 Nikeghbali, Ashkan
1 Osypchuk, Mykhailo M.
1 Panzo, Hugo
1 Petrović, Sonja
1 Pigato, Paolo
1 Portenko, Mykola Ivanovych
1 Povar, Ben
1 Profeta, Christophe
1 Prünster, Igor
1 Pühringer, Fabian
1 Raja, Chandiraraj Robinson Edward
...and 36 more Authors
all top 5

Cited in 53 Serials

10 Stochastic Processes and their Applications
8 Statistics & Probability Letters
8 Journal of Theoretical Probability
6 Bernoulli
4 Journal of Applied Probability
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Potential Analysis
4 Electronic Journal of Probability
3 Journal of the Mathematical Society of Japan
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Kyoto Journal of Mathematics
2 Advances in Applied Probability
2 Nonlinearity
2 Applied Mathematics and Computation
2 Journal of Functional Analysis
2 Insurance Mathematics & Economics
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Israel Journal of Mathematics
1 Journal of Mathematical Analysis and Applications
1 Reports on Mathematical Physics
1 Scandinavian Journal of Statistics
1 Journal of Computational and Applied Mathematics
1 Journal of Optimization Theory and Applications
1 Osaka Journal of Mathematics
1 Proceedings of the London Mathematical Society. Third Series
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 SIAM Journal on Control and Optimization
1 Probability and Mathematical Statistics
1 The Annals of Applied Probability
1 Computational Statistics
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 Applied Mathematics. Series B (English Edition)
1 Electronic Communications in Probability
1 Finance and Stochastics
1 Mathematical Finance
1 Abstract and Applied Analysis
1 Methodology and Computing in Applied Probability
1 Scandinavian Actuarial Journal
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Stochastics and Dynamics
1 Statistical Methods and Applications
1 Advances in Difference Equations
1 Oberwolfach Reports
1 Stochastics
1 Journal of Physics A: Mathematical and Theoretical
1 Nonlinear Analysis. Hybrid Systems
1 SIAM Journal on Financial Mathematics
1 Probability Surveys
1 Statistics Surveys
1 Science China. Mathematics
1 Sankhyā. Series A
1 AIMS Mathematics

Citations by Year