濱名 裕治 / Hmana, Yuji
数理物質系 教授 / Professor, Faculty of Pure and Applied Sciences
論文 / Publication
- The probability distributions of the first hitting times of radial Ornstein-Uhlenbeck processes 濱名 裕治 Studia Mathematica 251 (1) 65 - 88 (2019)
- 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)
- On the zeros of the Macdonald functions Yuji Hamana, Hiroyuki Matsumoto, Tomoyuki Shirai Opuscula Mathematica 39 (3) 316 - 381 (2019)
- Precise asymptotic formulae for the first hitting times of Bessel processes Yuji Hamana, Hiroyuki Matsumoto Tokyo Journal of Mathematics 41 (2) 603 - 615 (2018)
- A formula for the expected volume of the Wiener sausage with constant drift Yuji Hamana, Hiroyuki Matsumoto 29 (2) 369 - 381 (2017)
- HITTING TIMES TO SPHERES OF BROWNIAN MOTIONS WITH AND WITHOUT DRIFTS Yuji Hamana, Hiroyuki Matsumoto 144 (12) 5385 - 5396 (2016)
- Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions Yuji Hamana, Hiroyuki Matsumoto 68 (4) 1615 - 1653 (2016)
- ASYMPTOTIC EXPANSION OF THE EXPECTED VOLUME OF THE WIENER SAUSAGE IN EVEN DIMENSIONS Yuji Hamana 70 (1) 167 - 196 (2016)
- Asymptotics of the probability distributions of the first hitting times of Bessel processes Yuji Hamana, Hiroyuki Matsumoto 19 (5) 1 - 5 (2014)
- THE PROBABILITY DISTRIBUTIONS OF THE FIRST HITTING TIMES OF BESSEL PROCESSES Yuji Hamana, Hiroyuki Matsumoto 365 (10) 5237 - 5257 (2013)
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