濱名裕治 (Yuji Hamana) - 論文 - researchmap

論文

27

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The probability distributions of the first hitting times of radial Ornstein-Uhlenbeck processes

濱名裕治

Studia Mathematica 251(1) 65 - 88 2019年12月査読有り
Hitting times to spheres of Brownian motions with drifts starting from the origin

Yuji Hamana

Proceedings of Japan Academy, Series A, Mathematical Sciences 95(4) 37 - 39 2019年4月査読有り
On the zeros of the Macdonald functions

Yuji Hamana, Hiroyuki Matsumoto, Tomoyuki Shirai

Opuscula Mathematica 39(3) 316 - 381 2019年2月査読有り
Precise asymptotic formulae for the first hitting times of Bessel processes

Yuji Hamana, Hiroyuki Matsumoto

Tokyo Journal of Mathematics 41(2) 603 - 615 2018年12月査読有り
A formula for the expected volume of the Wiener sausage with constant drift

Yuji Hamana, Hiroyuki Matsumoto

FORUM MATHEMATICUM 29(2) 369 - 381 2017年3月査読有り
HITTING TIMES TO SPHERES OF BROWNIAN MOTIONS WITH AND WITHOUT DRIFTS

Yuji Hamana, Hiroyuki Matsumoto

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY 144(12) 5385 - 5396 2016年12月査読有り
Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions

Yuji Hamana, Hiroyuki Matsumoto

JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN 68(4) 1615 - 1653 2016年10月査読有り
ASYMPTOTIC EXPANSION OF THE EXPECTED VOLUME OF THE WIENER SAUSAGE IN EVEN DIMENSIONS

Yuji Hamana

KYUSHU JOURNAL OF MATHEMATICS 70(1) 167 - 196 2016年3月査読有り
Asymptotics of the probability distributions of the first hitting times of Bessel processes

Yuji Hamana, Hiroyuki Matsumoto

ELECTRONIC COMMUNICATIONS IN PROBABILITY 19(5) 1 - 5 2014年1月査読有り
THE PROBABILITY DISTRIBUTIONS OF THE FIRST HITTING TIMES OF BESSEL PROCESSES

Yuji Hamana, Hiroyuki Matsumoto

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 365(10) 5237 - 5257 2013年10月査読有り
THE EXPECTED VOLUME AND SURFACE AREA OF THE WIENER SAUSAGE IN ODD DIMENSIONS

Yuji Hamana

OSAKA JOURNAL OF MATHEMATICS 49(4) 853 - 868 2012年12月査読有り
The probability densities of the first hitting times of Bessel processes

Yuji Hamana

Journal of Math-for-Industry 4B 91 - 95 2012年10月査読有り
On the expected volume of the Wiener sausage

Yuji Hamana

JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN 62(4) 1113 - 1136 2010年10月査読有り
On the range of pinned random walks

Yuji Hamana

TOHOKU MATHEMATICAL JOURNAL 58(3) 329 - 357 2006年9月査読有り
A remark on the range of three dimensional pinned random walks

Yuji Hamana

Kumamoto Journal of Mathematics 19 83 - 97 2006年査読有り
Large deviations for the range of an integer valued random walk

Y Hamana, H Kesten

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 38(1) 17 - 58 2002年査読有り
A large-deviation result for the range of random walk and for the Wiener sausage

Y Hamana, H Kesten

PROBABILITY THEORY AND RELATED FIELDS 120(2) 183 - 208 2001年6月査読有り
Asymptotics of the moment generating function for the range of random walks

Y Hamana

JOURNAL OF THEORETICAL PROBABILITY 14(1) 189 - 197 2001年1月査読有り
An almost sure invariance principle for the range of random walks

YJ Hamana

STOCHASTIC PROCESSES AND THEIR APPLICATIONS 78(2) 131 - 143 1998年11月査読有り
A remark on the multiple point range of two-dimensional random walks

Yuji Hamana

Kyushu Journal of Mathematics 52(1) 23 - 80 1998年査読有り

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