Yuko Yano
- On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
2008/11/13 by Kouji Yano, Yano, Kouji, Yuko Yano +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
- 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