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Yano, Yuko

  1. On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
    2008/11/13 by Kouji Yano, Yuko Yano, Yano, Kouji +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  2. Penalising symmetric stable Lévy paths
    2008/07/27 by Yano, Kouji, Yano, Yuko, Yor, Marc · 1 citation
    #FOS: Mathematics #Probability (math.PR)
  3. Local time penalizations with various clocks for one-dimensional diffusions
    2016/08/25 by Christophe Profeta, Profeta, Christophe, Kouji Yano +3 · 1 citation
    Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics