Edit Profile (opens in new tab) Yano, Kouji Co-Author Distance Author ID: yano.kouji Published as: Yano, Kouji Documents Indexed: 50 Publications since 1997, including 8 Additional arXiv Preprints Co-Authors: 31 Co-Authors with 34 Joint Publications 422 Co-Co-Authors all top 5 Co-Authors 14 single-authored 8 Yano, Yuko 4 Yor, Marc 3 Noba, Kei 3 Sera, Toru 3 Yamato, Kosuke 2 Hirayama, Takao 2 Pérez Garmendia, Jose Luis 2 Ruíz, Luis Iván Hernández 2 Yamazaki, Kazutoshi 2 Yasutomi, Kenji 1 Akahori, Jirô 1 Akimoto, Takuma 1 Fitzsimmons, Patrick J. 1 Fukushima, Ryoki 1 Hata, Genji 1 Hayashi, Masafumi 1 Horie, Yasuyuki 1 Ito, Yu 1 Koyano, Hitoshi 1 Matsumoto, Ayako 1 Nakamura, Fumihiko 1 Nakamura, Shoichiro 1 Nakano, Yushi 1 Nath, Girishwar 1 Ogata, Hiroki 1 Profeta, Christophe 1 Takeda, Shosei 1 Takhar, H. S. 1 Tanida, Atsushi 1 Toyokawa, Hisayoshi 1 Uenishi, Chihiro 1 Watanabe, Shinzo 1 Yen, Ju-Yi J. 1 Yoshioka, Katsutoshi 1 Zhang, Jinping all top 5 Serials 3 Journal of the Mathematical Society of Japan 3 Statistics & Probability Letters 3 Journal of Theoretical Probability 2 Journal of Applied Probability 2 Journal of Functional Analysis 2 Journal of Mathematics of Kyoto University 2 Stochastic Processes and their Applications 2 Probability Surveys 2 Journal of Math-for-Industry 1 International Journal of Plasticity 1 Journal of Mathematical Analysis and Applications 1 Nonlinearity 1 Osaka Journal of Mathematics 1 Publications of the Research Institute for Mathematical Sciences, Kyoto University 1 Transactions of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Probability Theory and Related Fields 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Archive of Applied Mechanics 1 Potential Analysis 1 Electronic Journal of Probability 1 Bernoulli 1 Abstract and Applied Analysis 1 Stochastics and Dynamics all top 5 Fields 41 Probability theory and stochastic processes (60-XX) 8 Dynamical systems and ergodic theory (37-XX) 3 Measure and integration (28-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 General topology (54-XX) 2 Systems theory; control (93-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Numerical analysis (65-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 22 Fields 103 Probability theory and stochastic processes (60-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Statistics (62-XX) 9 Dynamical systems and ergodic theory (37-XX) 8 Systems theory; control (93-XX) 6 Operator theory (47-XX) 3 Combinatorics (05-XX) 3 Potential theory (31-XX) 3 Ordinary differential equations (34-XX) 2 Measure and integration (28-XX) 2 Partial differential equations (35-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 General topology (54-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year