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Limit theorems for diffusions, Levy processes and their variants with their applications

Research Project

Project/Area Number 19H01791
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Review Section Basic Section 12010:Basic analysis-related
Research InstitutionKyoto University

Principal Investigator

Yano Kouji  京都大学, 理学研究科, 准教授 (80467646)

Co-Investigator(Kenkyū-buntansha) 林 正史  琉球大学, 理学部, 准教授 (90532549)
佐久間 紀佳  名古屋市立大学, 大学院理学研究科, 准教授 (70610187)
塚田 大史  鹿児島大学, 理工学域理学系, 助教 (40827854)
植田 優基  北海道教育大学, 教育学部, 講師 (40878120)
山崎 和俊  関西大学, システム理工学部, 准教授 (50554937)
矢野 裕子  京都産業大学, 理学部, 教授 (10337462)
Project Period (FY) 2019-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥17,290,000 (Direct Cost: ¥13,300,000、Indirect Cost: ¥3,990,000)
Fiscal Year 2022: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2021: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2020: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2019: ¥5,590,000 (Direct Cost: ¥4,300,000、Indirect Cost: ¥1,290,000)
Keywords確率過程論 / 極限定理 / 拡散過程 / レヴィ過程 / 周遊理論
Outline of Research at the Start

偶然性に左右されて変化する確率過程の中でも最も基本的なクラスである拡散過程とレヴィ過程は,確率論の中心的な研究対象として詳しく調べられてきた.しかしながら,これらの過程は単純すぎて現実問題に現れる複雑な確率過程と大きな隔たりがある.本研究は,拡散過程とレヴィ過程の一部の構造を保ちながら一般化した変型過程を研究し,その極限的性質の理論的究明と新しい現象の発見を目指す.

Outline of Final Research Achievements

We have extended the generalized arcsine law to obtain arcsine and Darling-Kac laws for deterministic dynamical systems with indifferent fixed points and for random dynamical systems with indifferent-in-mean fixed points. We have comprehended the penalisation problems to obtain results of local time penalisations with random clocks for greatly general Levy processes. We have obtained the complete resolution formula of sigma-fields for action evolutions consisting of three kinds of noises by means of the theories of the Rees decomposition and of infinite convolutions. Moreover, we obtained the aging arcsine law, the fluctuation limit theorems of occupation times for jumping-in diffusions, the stochastic integral representation of set-valued martingales, and the reproduction of the initial distributions from the first hitting time distributions for birth-and-death processes.

Academic Significance and Societal Importance of the Research Achievements

基本の確率過程である拡散過程とレヴィ過程に対しては様々な既存理論がよく知られているが,これらを駆使することで,基本の確率過程の一部の構造を保ちながら一般化した変型過程を研究し,その極限的性質の理論的究明と新しい現象の発見を目指してきた.本研究の結果,マルコフ分割,ランダム時計および畳み込み無限積の手法を駆使することで,ランダム力学系の一般化逆正弦法則,レヴィ過程の処罰問題,作用発展の情報系分解問題に関して革新的な知見を得ることができた.これらの研究成果は,同様の性質を持つ新しい変形過程のクラス,もしくは異なる性質を持つ特殊な変形過程の例を模索する,新たな展望へと繋がるものである.

Report

(5 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Annual Research Report
  • 2020 Annual Research Report
  • 2019 Annual Research Report
  • Research Products

    (122 results)

All 2023 2022 2021 2020 2019 Other

All Int'l Joint Research (19 results) Journal Article (36 results) (of which Int'l Joint Research: 9 results,  Peer Reviewed: 29 results,  Open Access: 27 results) Presentation (67 results) (of which Int'l Joint Research: 24 results,  Invited: 25 results)

  • [Int'l Joint Research] CIMAT数学研究センター(メキシコ)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] ブロツワフ大学(ポーランド)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] クイーンズランド大学(オーストラリア)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] ビーレフェルト大学(ドイツ)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] サスカチュワン大学(カナダ)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research]

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] 華北電力大学(中国)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] CIMAT数学研究センター(メキシコ)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] テルアビブ大学(イスラエル)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] プリンスエドワード大学(カナダ)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] 華北電力大学(中国)

    • Related Report
      2020 Annual Research Report
  • [Int'l Joint Research] CIMAT数学研究センター(メキシコ)

    • Related Report
      2020 Annual Research Report
  • [Int'l Joint Research] テルアビブ大学(イスラエル)

    • Related Report
      2020 Annual Research Report
  • [Int'l Joint Research] ヴロツワフ工科大学/ヴロツワフ大学(ポーランド)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] CIMAT数学研究センター(メキシコ)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] テキサス大学ダラス(米国)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] アンデス大学/ノルテ大学(コロンビア)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] 華北電力大学(中国)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research]

    • Related Report
      2019 Annual Research Report
  • [Journal Article] Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes2023

    • Author(s)
      Kosuke Yamato and Kouji Yano
    • Journal Title

      Bernoulli

      Volume: -

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Arcsine law for random dynamics with a core2023

    • Author(s)
      Nakamura Fumihiko、Nakano Yushi、Toyokawa Hisayoshi、Yano Kouji
    • Journal Title

      Nonlinearity

      Volume: 36 Issue: 3 Pages: 1491-1509

    • DOI

      10.1088/1361-6544/acb398

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Local time penalizations with various clocks for L?vy processes2023

    • Author(s)
      Takeda Shosei、Yano Kouji
    • Journal Title

      Electronic Journal of Probability

      Volume: 28 Issue: none Pages: 1-35

    • DOI

      10.1214/23-ejp903

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Rate of moment convergence in the central limit theorem for the elephant random walk2023

    • Author(s)
      Hayashi Masafumi、Oshiro So、Takei Masato
    • Journal Title

      Journal of Statistical Mechanics: Theory and Experiment

      Volume: 2023 Issue: 2 Pages: 023202-023202

    • DOI

      10.1088/1742-5468/acb265

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A modified Φ-Sobolev inequality for canonical L?vy processes and its applications2023

    • Author(s)
      Sakuma Noriyoshi、Suzuki Ryoichi
    • Journal Title

      Modern Stochastics: Theory and Applications

      Volume: 10 Pages: 145-173

    • DOI

      10.15559/23-vmsta220

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Rates of convergence in the free central limit theorem2023

    • Author(s)
      Maejima Makoto、Sakuma Noriyoshi
    • Journal Title

      Statistics & Probability Letters

      Volume: 197 Pages: 109802-109802

    • DOI

      10.1016/j.spl.2023.109802

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Law of Large Numbers for Roots of Finite Free Multiplicative Convolution of Polynomials2023

    • Author(s)
      Katsunori Fujie and Yuki Ueda
    • Journal Title

      Symmetry, Integrability and Geometry: Methods and Applications

      Volume: 19 Pages: 11-11

    • DOI

      10.3842/sigma.2023.004

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] 正規分布のブール自己分解可能性2023

    • Author(s)
      Yuki Ueda
    • Journal Title

      統計数理研究所共同研究リポート 無限分解可能過程に関連する諸問題 (27)

      Volume: 463

    • Related Report
      2022 Annual Research Report
    • Open Access
  • [Journal Article] Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past2022

    • Author(s)
      Ito Yu、Sera Toru、Yano Kouji
    • Journal Title

      Journal of Theoretical Probability

      Volume: - Issue: 3 Pages: 1-32

    • DOI

      10.1007/s10959-022-01219-4

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Arcsine and Darling?Kac laws for piecewise linear random interval maps2022

    • Author(s)
      Hata Genji、Yano Kouji
    • Journal Title

      Stochastics and Dynamics

      Volume: 23 Issue: 01 Pages: 2350006-2350006

    • DOI

      10.1142/s0219493723500065

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] On Universality in Penalisation Problems with Multiplicative Weights2022

    • Author(s)
      Yano Kouji
    • Journal Title

      Dirichlet Forms and Related Topics: In Honor of Masatoshi Fukushima's Beiju, IWDFRT 2022

      Volume: - Pages: 535-558

    • DOI

      10.1007/978-981-19-4672-1_26

    • ISBN
      9789811946714, 9789811946721
    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Remarks on Martingale Representation Theorem for Set-Valued Martingales2022

    • Author(s)
      Zhang Jinping、Yano Kouji
    • Journal Title

      Building Bridges between Soft and Statistical Methodologies for Data Science, SMPS 2022

      Volume: - Pages: 398-405

    • DOI

      10.1007/978-3-031-15509-3_52

    • ISBN
      9783031155086, 9783031155093
    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Local time penalizations with various clocks for Levy processes2022

    • Author(s)
      Kouji Yano
    • Journal Title

      Workshop report of MFO-RIMS Tandem Workshop: Nonlocality in Analysis, Probability and Statistics, Oberwolfach Report

      Volume: 15

    • Related Report
      2022 Annual Research Report
    • Open Access
  • [Journal Article] Selfsimilar Free Additive Processes and Freely Selfdecomposable Distributions2022

    • Author(s)
      Maejima Makoto、Sakuma Noriyoshi
    • Journal Title

      Journal of Theoretical Probability

      Volume: online first Issue: 3 Pages: 1667-1697

    • DOI

      10.1007/s10959-022-01227-4

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Functional Equations Solving Initial-Value Problems of Complex Burgers-Type Equations for One-Dimensional Log-Gases2022

    • Author(s)
      Endo Taiki、Chuo University, Japan、Katori Makoto、Sakuma Noriyoshi、Chuo University, Japan、Nagoya City University, Japan
    • Journal Title

      Symmetry, Integrability and Geometry: Methods and Applications

      Volume: 18 Pages: 1-22

    • DOI

      10.3842/sigma.2022.049

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Log-unimodality for free positive multiplicative Brownian motion2022

    • Author(s)
      Hasebe Takahiro、Ueda Yuki、Wang Jiun-Chau
    • Journal Title

      Colloquium Mathematicum

      Volume: 169 Issue: 2 Pages: 209-226

    • DOI

      10.4064/cm8413-6-2021

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Rates of convergence for laws of the spectral maximum of free random variables2022

    • Author(s)
      Ueda Yuki
    • Journal Title

      Infinite Dimensional Analysis, Quantum Probability and Related Topics

      Volume: 25 Issue: 03

    • DOI

      10.1142/s0219025722500199

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Infinite convolutions of probability measures on Polish semigroups2022

    • Author(s)
      Kouji Yano
    • Journal Title

      Probab. Surveys

      Volume: 19 Issue: none

    • DOI

      10.1214/22-ps6

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] PATHWISE UNIQUENESS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY CAUCHY PROCESSES WITH DRIFT2021

    • Author(s)
      Tsukada Hiroshi
    • Journal Title

      Osaka Journal of Mathematics

      Volume: 58 Issue: 3 Pages: 671-684

    • DOI

      10.18910/83206

    • NAID

      120007124674

    • ISSN
      00306126
    • URL

      https://ocu-omu.repo.nii.ac.jp/records/2010842

    • Related Report
      2021 Annual Research Report
  • [Journal Article] Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation L?vy processes2021

    • Author(s)
      Tsukada Hiroshi
    • Journal Title

      Stochastics

      Volume: 94 Issue: 1 Pages: 143-162

    • DOI

      10.1080/17442508.2021.1914621

    • Related Report
      2021 Annual Research Report
  • [Journal Article] Homomorphisms relative to additive convolutions and max-convolutions: Free, boolean and classical cases2021

    • Author(s)
      Hasebe Takahiro、Ueda Yuki
    • Journal Title

      Proceedings of the American Mathematical Society

      Volume: 149 Issue: 11 Pages: 4799-4814

    • DOI

      10.1090/proc/15595

    • NAID

      120007171675

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Limit Theorems for Classical, Freely and Boolean Max-Infinitely Divisible Distributions2021

    • Author(s)
      Ueda Yuki
    • Journal Title

      Journal of Theoretical Probability

      Volume: 35 Issue: 1 Pages: 89-114

    • DOI

      10.1007/s10959-020-01060-7

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
  • [Journal Article] Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models2021

    • Author(s)
      Dante Mata Lopez, Jose Luis Perez, Kazutoshi Yamazaki
    • Journal Title

      SIAM Journal on Financial Mathematics

      Volume: 12(3) Issue: 3 Pages: 1112-1149

    • DOI

      10.1137/20m1362127

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Double continuation regions for American options under Poisson exercise opportunities2021

    • Author(s)
      Zbigniew Palmowski, Jose Luis Perez, Kazutoshi Yamazaki
    • Journal Title

      Mathematical Finance

      Volume: 31(2) Issue: 2 Pages: 722-771

    • DOI

      10.1111/mafi.12301

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution2021

    • Author(s)
      Ueda Yuki
    • Journal Title

      Bernoulli

      Volume: 27 Issue: 1

    • DOI

      10.3150/20-bej1247

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps2020

    • Author(s)
      Yamato Kosuke、Yano Kouji
    • Journal Title

      Journal of Functional Analysis

      Volume: 279 Issue: 7 Pages: 108655-108655

    • DOI

      10.1016/j.jfa.2020.108655

    • Related Report
      2020 Annual Research Report 2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Aging arcsine law in Brownian motion and its generalization2020

    • Author(s)
      Akimoto Takuma、Sera Toru、Yamato Kosuke、Yano Kouji
    • Journal Title

      Physical Review E

      Volume: 102 Issue: 3 Pages: 032103-032103

    • DOI

      10.1103/physreve.102.032103

    • Related Report
      2020 Annual Research Report 2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Optimal Periodic Replenishment Policies for Spectrally Positive Levy Demand Processes2020

    • Author(s)
      Perez Jose-Luis、Yamazaki Kazutoshi、Bensoussan Alain
    • Journal Title

      SIAM Journal on Control and Optimization

      Volume: 58 Issue: 6 Pages: 3428-3456

    • DOI

      10.1137/18m1196406

    • Related Report
      2020 Annual Research Report 2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] The Leland-Toft optimal capital structure model under Poisson observations2020

    • Author(s)
      Palmowski Zbigniew、Perez Jose Luis、Surya Budhi Arta、Yamazaki Kazutoshi
    • Journal Title

      Finance and Stochastics

      Volume: 24 Issue: 4 Pages: 1035-1082

    • DOI

      10.1007/s00780-020-00431-6

    • Related Report
      2020 Annual Research Report 2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations2019

    • Author(s)
      Sera Toru、Yano Kouji
    • Journal Title

      Transactions of the American Mathematical Society

      Volume: 372 Issue: 5 Pages: 3191-3209

    • DOI

      10.1090/tran/7755

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Generalized refracted Levy process and its application to exit problem2019

    • Author(s)
      Kei Noba and Kouji Yano
    • Journal Title

      Stochastic Process. Appl.

      Volume: 129:5 Issue: 5 Pages: 1697-1725

    • DOI

      10.1016/j.spa.2018.06.004

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] 多粒子有限状態の無限過去を持つ時間発展に対する情報系分解問題2019

    • Author(s)
      伊藤悠、世良透、矢野孝次
    • Journal Title

      確率論シンポジウム・数理解析研究所講究録

      Volume: 2116

    • Related Report
      2019 Annual Research Report
    • Open Access
  • [Journal Article] 無限過去を持つ時間発展の情報系分解問題について2019

    • Author(s)
      矢野孝次
    • Journal Title

      ランダム力学系理論の総合的研究・数理解析研究所講究録

      Volume: 2115

    • Related Report
      2019 Annual Research Report
    • Open Access
  • [Journal Article] Optimality of refraction strategies for a constrained dividend problem2019

    • Author(s)
      Mauricio Junca, Harold Moreno-Franco, Jose-Luis Perez, Kazutoshi Yamazaki
    • Journal Title

      Advances in Applied Probability

      Volume: 51 Issue: 03 Pages: 633-666

    • DOI

      10.1017/apr.2019.32

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Fluctuation theory for level-dependent Levy risk processes2019

    • Author(s)
      Irmina Czarna, Jose-Luis Perez, Tomasz Rolski, Kazutoshi Yamazaki
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 印刷中 Issue: 12 Pages: 5406-5449

    • DOI

      10.1016/j.spa.2019.03.006

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Regularity of the Local Time of Diffusions on the Positive Real Line with Reflection at Zero2019

    • Author(s)
      Hayashi Masafumi
    • Journal Title

      Communications on Stochastic Analysis

      Volume: 13 Issue: 1 Pages: 1-25

    • DOI

      10.31390/cosa.13.1.02

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Presentation] Combinatorial formulas and limit theorems related to finite free probability theory2023

    • Author(s)
      Yuki Ueda
    • Organizer
      福岡大学確率論セミナー (福岡大学)
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] New combinatorial formulas and limit theorems for finite free convolution2023

    • Author(s)
      Yuki Ueda
    • Organizer
      7th Mexico-Japan Probability Seminar (Online Seminar)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Local time penalizations with various clocks for Levy processes2022

    • Author(s)
      Kouji Yano
    • Organizer
      Theory of Markov Semigroups and Schr?dinger Operators, Wroc?aw University (online seminar)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Local time penalizations with various clocks for Levy processes2022

    • Author(s)
      Kouji Yano
    • Organizer
      International Workshop on Dirichlet Forms and Related Topics, Kansai University (hybrid conference)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Local time penalizations with various clocks for Levy processes2022

    • Author(s)
      Kouji Yano
    • Organizer
      Seminario Interinstitucional de Matrices Aleatorias SIMA 2022, CIMAT (hybrid conference)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 非可換確率論における自己分解可能分布2022

    • Author(s)
      Noriyoshi Sakuma
    • Organizer
      確率論シンポジウム(京都大学, ハイブリッド)
    • Related Report
      2022 Annual Research Report
  • [Presentation] 非可換確率論からのアウトライヤーへのアプローチ2022

    • Author(s)
      Noriyoshi Sakuma
    • Organizer
      思考院セミナー(統計数理研究所, ハイブリッド)
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Selfsimilar free additive processes and freely selfdecomposable distributions2022

    • Author(s)
      Noriyoshi Sakuma
    • Organizer
      Math-Fi seminar(立命館大学, ハイブリッド)
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] 非可換確率論によるアウトライヤーの考察と行列モデル2022

    • Author(s)
      Noriyoshi Sakuma
    • Organizer
      東京確率論セミナー(慶應義塾大学, オンライン)
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Selfsimilar free additive processes and freely selfdecomposable distributions2022

    • Author(s)
      Noriyoshi Sakuma
    • Organizer
      Seminario Interinstitucional de Matrices Aleatorias SIMA 2022, CIMAT (hybrid conference)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Pathwise uniqueness of SDEs driven by Brownian motions and finite variation Levy processes2022

    • Author(s)
      Hiroshi Tsukada
    • Organizer
      Mexico-Japan Probability Seminar (online)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Pathwise uniqueness and non-confluence property of SDEs driven by stable processes2022

    • Author(s)
      Hiroshi Tsukada
    • Organizer
      霧島確率論セミナー (鹿児島高専)
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Freely quasi-infinitely divisible distributions and extension of Bercovici-Pata bijection2022

    • Author(s)
      Yuki Ueda
    • Organizer
      Mexico-Japan Probability Seminar (Online Seminar)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] The class of freely quasi-infinitely divisible distributions and an extension of Bercovici-Pata bijection2022

    • Author(s)
      Yuki Ueda
    • Organizer
      Workshop on Non-commutative Probability (京都大学)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Regularity results on the class of Boolean selfdecomposable distributions2022

    • Author(s)
      Yuki Ueda
    • Organizer
      日本数学会 2022年度秋季総合分科会 (北海道大学)
    • Related Report
      2022 Annual Research Report
  • [Presentation] Limit theorems for non-commutative free random variables2022

    • Author(s)
      Yuki Ueda
    • Organizer
      第2回数理解析若手交流会 (オンライン)
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] 正規分布のブール自己分解可能性2022

    • Author(s)
      Yuki Ueda
    • Organizer
      無限分解可能過程に関連する諸問題 (統計数理研究所, オンライン)
    • Related Report
      2022 Annual Research Report
  • [Presentation] Local time penalizations with various clocks for Levy processes2022

    • Author(s)
      Kouji Yano
    • Organizer
      Nonlocality in Analysis Probability and Statistics MFO-RIMS Tandem Workshop
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Elephant random walk に対する中心極限定理におけるモーメント収束の速さについて2022

    • Author(s)
      林正史
    • Organizer
      日本数学会年会2022年度年会統計数学分科会
    • Related Report
      2021 Annual Research Report
  • [Presentation] On the CUSUM procedure for phase-type distributions: a Levy fluctuation theory approach2022

    • Author(s)
      山崎和俊
    • Organizer
      2021年度待ち行列シンポジウム「確率モデルとその応用」
    • Related Report
      2021 Annual Research Report
  • [Presentation] 自由加法・自由自己相似過程と自由自己分解可能分布について2022

    • Author(s)
      前島信, 佐久間紀佳
    • Organizer
      日本数学会年会(アブストラクト発表)
    • Related Report
      2021 Annual Research Report
  • [Presentation] ブール自己分解可能分布について2022

    • Author(s)
      野場啓,佐久間紀佳, 植田優基
    • Organizer
      日本数学会年会(アブストラクト発表)
    • Related Report
      2021 Annual Research Report
  • [Presentation] Pathwise uniqueness of SDEs driven by finite variation Levy processes2022

    • Author(s)
      塚田大史
    • Organizer
      確率論研究会2(関西大学, ハイブリッド)
    • Related Report
      2021 Annual Research Report
  • [Presentation] Arcsine law for a piecewise linear random map2021

    • Author(s)
      Kouji Yano
    • Organizer
      Session "Ergodic Theory, Dynamical Systems, Fractals and Applications" of CMS Summer Meeting
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Arcsine law for a piecewise linear random interval map2021

    • Author(s)
      矢野孝次
    • Organizer
      ランダム力学系および多価写像力学系理論の総合的研究
    • Related Report
      2021 Annual Research Report
    • Invited
  • [Presentation] Arcsine law for a piecewise linear random interval map2021

    • Author(s)
      矢野孝次
    • Organizer
      日本数学会秋季総合分科会統計数学分科会
    • Related Report
      2021 Annual Research Report
    • Invited
  • [Presentation] Arcsine and Darling--Kac laws for piecewise linear random interval maps2021

    • Author(s)
      矢野孝次
    • Organizer
      エルゴード理論とその周辺
    • Related Report
      2021 Annual Research Report
  • [Presentation] Arcsine and Darling--Kac laws for piecewise linear random interval maps2021

    • Author(s)
      矢野孝次
    • Organizer
      確率論シンポジウム
    • Related Report
      2021 Annual Research Report
  • [Presentation] エレファントランダムウォークの高次モーメントの漸近挙動について2021

    • Author(s)
      林正史
    • Organizer
      無限粒子系、確率場の諸問題XVI
    • Related Report
      2021 Annual Research Report
  • [Presentation] Double continuation regions for American options under Poisson exercise opportunities2021

    • Author(s)
      Kazutoshi Yamazaki
    • Organizer
      One World Optimal stopping and related topics
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Non-zero-sum optimal stopping game with continuous versus periodic observations2021

    • Author(s)
      Kazutoshi Yamazaki
    • Organizer
      CFMAR Seminar, University of California, Santa Barbara
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Pathwise uniqueness of SDEs driven by finite variation Levy processes2021

    • Author(s)
      塚田大史
    • Organizer
      岡山確率論セミナー
    • Related Report
      2021 Annual Research Report
  • [Presentation] Rate of uniform convergence towards classical and free extreme value distributions2021

    • Author(s)
      植田優基
    • Organizer
      第3回レヴィセミナー
    • Related Report
      2021 Annual Research Report
  • [Presentation] Rate of convergence to the extreme value distributions2021

    • Author(s)
      植田優基
    • Organizer
      九州確率論セミナー
    • Related Report
      2021 Annual Research Report
  • [Presentation] 自由極値分布の収束レートについて2021

    • Author(s)
      植田優基
    • Organizer
      極値理論の工学への応用
    • Related Report
      2021 Annual Research Report
  • [Presentation] On rate of convergence towards free extreme value distributions2021

    • Author(s)
      Yuki Ueda, , , 2021
    • Organizer
      German Probability and Statistics Days Mannheim
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 自由確率論におけるLevy-Khintchine表現と無限分解可能分布2021

    • Author(s)
      植田優基
    • Organizer
      第10回信州大学関数解析シンポジウム
    • Related Report
      2021 Annual Research Report
  • [Presentation] New homomorphisms relative to additive and max-convolutions: free and classical cases2021

    • Author(s)
      植田優基
    • Organizer
      Workshop on “Non-commutative Probability and Related Fields 2021”
    • Related Report
      2021 Annual Research Report
  • [Presentation] New homomorphisms relative to additive convolutions and max-convolutions2021

    • Author(s)
      植田優基, 長谷部高広
    • Organizer
      無限分解可能過程に関連する諸問題
    • Related Report
      2021 Annual Research Report
  • [Presentation] Freely quasi-infinitely divisible distributions and Bercovici-Pata bijection2021

    • Author(s)
      植田優基
    • Organizer
      関西大学 確率論研究会
    • Related Report
      2021 Annual Research Report
  • [Presentation] 自由擬無限分解可能分布について2021

    • Author(s)
      佐久間紀佳
    • Organizer
      日本数学会2021年度年会統計数学分科会
    • Related Report
      2020 Annual Research Report
  • [Presentation] Pathwise uniqueness and non-contact property of SDEs driven by Cauchy processes with drift2021

    • Author(s)
      塚田大史
    • Organizer
      日本数学会2021年度年会統計数学分科会
    • Related Report
      2020 Annual Research Report
  • [Presentation] 自由極値理論とその発展2021

    • Author(s)
      植田優基
    • Organizer
      日本数学会2021年度年会統計数学分科会
    • Related Report
      2020 Annual Research Report
  • [Presentation] 符号付測度を表現測度としてもつ自由Levy-Khintchine表現について2021

    • Author(s)
      堀田一敬, Wojciech M?otkowski, 佐久間紀佳, 植田優基
    • Organizer
      2020年度日本数学会東北支部会
    • Related Report
      2020 Annual Research Report
  • [Presentation] Generalization of the arcsine laws for infinite ergodic transformations2020

    • Author(s)
      Kouji Yano
    • Organizer
      Bernoulli-IMS One World Symposium
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Levy processes observed at Poisson arrival times and their applications in stochastic control2020

    • Author(s)
      K. Yamazaki
    • Organizer
      PV Seminar organized by Probability Victoria
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] On singular control for Levy processes2020

    • Author(s)
      山崎和俊
    • Organizer
      Osaka Webinar on Mathematical Finance (Osaka University)
    • Related Report
      2020 Annual Research Report
  • [Presentation] 自由擬無限分解可能分布について2020

    • Author(s)
      佐久間紀佳
    • Organizer
      無限分解可能過程に関連する諸問題
    • Related Report
      2020 Annual Research Report
  • [Presentation] On free-quasi infinitely divisible distributions2020

    • Author(s)
      佐久間紀佳
    • Organizer
      Levy Seminar
    • Related Report
      2020 Annual Research Report
  • [Presentation] On relations between additive and max-convolutions in classical, free and Boolean probability theory2020

    • Author(s)
      Yuki Ueda
    • Organizer
      Probabilistic Operator Algebra Seminar
    • Related Report
      2020 Annual Research Report
  • [Presentation] Relation between stable laws and extreme values2020

    • Author(s)
      植田優基
    • Organizer
      極値理論の工学への応用
    • Related Report
      2020 Annual Research Report
  • [Presentation] Relations between additive and max-conolution semigroups in a view of limit theorems in free probability2020

    • Author(s)
      Yuki Ueda
    • Organizer
      Bernoulli-IMS One World Symposium 2020,
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Free extreme values and related distributions2020

    • Author(s)
      植田優基
    • Organizer
      大阪大学確率論セミナー
    • Related Report
      2020 Annual Research Report
  • [Presentation] Log-unimodal distributions and free normal distributions on the positive real line2020

    • Author(s)
      植田優基
    • Organizer
      無限分解可能過程に関連する諸問題
    • Related Report
      2020 Annual Research Report
  • [Presentation] Non-commutative extreme value theory2020

    • Author(s)
      植田優基
    • Organizer
      Workshop on "Non-commutative Probability and Related Fields''
    • Related Report
      2020 Annual Research Report
  • [Presentation] On free extreme value distributions2020

    • Author(s)
      植田優基
    • Organizer
      2020年度確率論シンポジウム
    • Related Report
      2020 Annual Research Report
  • [Presentation] Generalization of the arcsine laws for infinite ergodic transformations2020

    • Author(s)
      Kouji Yano
    • Organizer
      Bernoulli-IMS One World Symposium 2020
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Levy processes observed at Poisson arrival times and their applications in stochastic control2020

    • Author(s)
      Kazutoshi Yamazaki
    • Organizer
      Probability Victoria Seminar
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] On singular control for Levy processes2020

    • Author(s)
      Kazutoshi Yamazaki
    • Organizer
      Osaka Webinar on Mathematical Finance
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] The third noise problems for action evolution with infinite past2019

    • Author(s)
      Kouji Yano
    • Organizer
      Interactions between commutative and non-commutative probability
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] The third noise problems for action evolution with infinite past2019

    • Author(s)
      Kouji Yano
    • Organizer
      Research on the Theory of Random Dynamical Systems and Fractal Geometry
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Fluctuation theory for level-dependent Levy risk processes2019

    • Author(s)
      Kazutoshi Yamazaki
    • Organizer
      Workshop on Stochastic Analysis and Application
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Optimal dividend problem for Levy risk processes2019

    • Author(s)
      Kazutoshi Yamazaki
    • Organizer
      2019 SIAM Conference on Control and Its Applications
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Stochastic control for Levy processes under periodic observations2019

    • Author(s)
      Kazutoshi Yamazaki
    • Organizer
      2019 SIAM Conference on Control and Its Applications
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] The Leland-Toft optimal capital structure model under Poisson observations2019

    • Author(s)
      山崎和俊
    • Organizer
      ファイナンスの数理解析とその応用
    • Related Report
      2019 Annual Research Report
  • [Presentation] The Leland-Toft optimal capital structure model under Poisson observations2019

    • Author(s)
      Kazutoshi Yamazaki
    • Organizer
      INFORMS 2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] レヴィー過程の変動理論と待ち行列2019

    • Author(s)
      山崎和俊
    • Organizer
      日本オペレーションズリサーチ学会待ち行列研究部会
    • Related Report
      2019 Annual Research Report
    • Invited

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Published: 2019-04-18   Modified: 2024-01-30  

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