Takeda, Shosei

1. Local time penalizations with various clocks for Lévy processes
   2022/03/16 by Shosei Takeda, Takeda, Shosei, Kouji Yano +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60F05 (Primary) 60G44 #60G51 (Secondary) #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
2. Sample path behaviors of Lévy processes conditioned to avoid zero
   2022/11/23 by Takeda, Shosei · 1 citation
   #60G17 (Primary) 60F05 #60G51 #60J25 (Secondary) #FOS: Mathematics #Probability (math.PR)