papers
Publications (30)
math.PR2010
Scaling limit of d-inverse of Brownian motion with functional drift
Kouji Yano, Katsutoshi Yoshioka
math.PR2009
Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part
Kouji Yano
math.PR2012
Entropy of random chaotic interval map with noise which causes coarse-graining
Kouji Yano
math.PR2009
Two kinds of conditionings for stable Lévy processes
Kouji Yano
math.PR2017
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki +1
math.PR2010
Wiener integral for the coordinate process under the $ Ï$-finite measure unifying Brownian penalisations
Kouji Yano
math.PR2007
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
Kouji Yano, Yuko Yano
math.PR2008
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
Kouji Yano
math.PR2012
Strong solutions of Tsirelson's equation in discrete time taking values in compact spaces with semigroup action
Takao Hirayama, Kouji Yano
math.PR2014
Functional limit theorems for processes pieced together from excursions
Kouji Yano
math.PR2018
Local time penalizations with various clocks for one-dimensional diffusions
Christophe Profeta, Kouji Yano, Yuko Yano
math.PR2006
Stochastic equation on compact groups in discrete negative time
Jirô Akahori, Chihiro Uenishi, Kouji Yano
math.PR2011
Random walk in a finite directed graph subject to a synchronizing road coloring
Kouji Yano, Kenji Yasutomi
math.PR2010
Around Tsirelson's equation, or: The evolution process may not explain everything
Kouji Yano, Marc Yor
math.PR2008
Penalising symmetric stable Lévy paths
Kouji Yano, Yuko Yano, Marc Yor
math.PR2010
Realization of finite-state mixing Markov chain as a random walk subject to a synchronizing road coloring
Kouji Yano, Kenji Yasutomi
math.PR2009
Cameron--Martin formula for the $ Ï$-finite measure unifying Brownian penalisations
Kouji Yano
math.PR2009
Non-Markov property of certain eigenvalue processes analogous to Dyson's model
Ryoki Fukushima, Atsushi Tanida, Kouji Yano
math.PR2008
On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
Kouji Yano, Yuko Yano, Marc Yor
math.OC2018
On optimal periodic dividend strategies for Lévy risk processes
Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki +1
math.PR2012
Extensions of diffusion processes on intervals and Feller's boundary conditions
Kouji Yano
q-bio.PE2017
Evolutionary model of a population of DNA sequences through the interaction with an environment and its application to speciation analysis
Hitoshi Koyano, Kouji Yano
math.PR2012
On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes
Kouji Yano
math.PR2010
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
Takao Hirayama, Kouji Yano
math.PR2019
Generalized refracted Lévy process and its application to exit problem
Kei Noba, Kouji Yano
math.PR2018
Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations
Toru Sera, Kouji Yano
math.PR2010
Random walk in a finite directed graph subject to a road coloring
Kouji Yano
math.PR2019
Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
Kosuke Yamato, Kouji Yano
math.PR2009
On a zero-one law for the norm process of transient random walk
Ayako Matsumoto, Kouji Yano
math.PR2014
On $ h $-transforms of one-dimensional diffusions stopped upon hitting zero
Kouji Yano, Yuko Yano