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O.E. Barndorff-Nielsen, M. Maejima and K. Sato, Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations, Bernoulli 12(1), 2006, 1-33
O.E. Barndorff-Nielsen, M. Maejima and K. Sato, Infinite divisibility for stochastic processes and time change, to appear in J. Theor. Probab.
K. Handa, Sampling formulae for symmetric selection, Electron. Commun. Probab. 10 (2005) 223-234 (electronic)
Y. Kasahara, S. Watanabe, Occupation time theorems for a class of one-dimensional diffusion processes, Periodica Mathematica Hungarica , 50(2005), 175-188
Y. Kasahara, S. Watanabe, Brownian representation of a class of Levy processes and its application to occupation times of diffusion processes, Illinois J. Math. to appear.
Y. Kasahara, Y. Yano, On a generalized arc-sine law for one-dimensional diffusion processes, Osaka J. Math., 42(2005), 1-10.
K. Kojo, Two-dimensional symmetric stable distributions and their projections Nagoya Mathematical Journal, Vol.180 (2005) pp.135-149.
M. Maejima and R. Shah, Moments and projections of semistable probability measures on p-adic vector spaces, to appear in J. Theor. Probab.
Y. Miyahara and N. Moriwaki, `` Volatility smile/smirk properties of [GLP & MEMM] models,'' 数理解析研究所考究録1462「確率数値解析における諸問題、VII」、 pp.156-170, 2006.
Saigo, T. and Takahashi, H. (2005), Limit theorems related to a class of operator semi-selfsimilar processes, J. Math. Sci. Univ. Tokyo, 12, 111--140.
Saigo, T. and Tamura, Y. (2006), Operator semi-selfsimilar processes and their classes of space scaling matrices, To appear in Statistics & Probability Letters.
Sato, K., Two families of improper stochastic integrals with respect to L'evy processes, ALEA, Latin-American Electronic Journal of Probability and Mathematical Statistics, to appear.
Sato, K., Watanabe, T., Last exit times for transient semistable processes, Ann. Inst. Henri Poincare, Probab. Statist., 41, 2005, pp. 929-951.
Shimura, T and Watanabe, T. (2005), Infinite divisibility and generalized subexponentiality. Bernoulli,11(3), 445-469.
Takahashi, H. and Tamura, Y. (2005), Homogenization on disconnected selfsimilar fractal sets in R, Tokyo Journal of Mathematics, 28, 127-138.
S. Watanabe, K. Yano and Y. Yano, A density formula for the law of time spent on the positive side of one-dimensional diffusion processes, J. Math. Kyoto Univ., 45-4 (2005).
K. Yano, A density formula for the law of time spent on the positive side of one-dimensional diffusion processes, Joint work with S. Watanabe and Y. Yano, J. Math. Kyoto Univ., 45-4 (2005).
K. Yano, Excursion measure away from an exit boundary of one-dimensional diffusion processes, Publ. RIMS, to appear.
Y. Yano, On the occupation time on the half line of pinned diffusion processes,
to appear in Publ. RIMS, Kyoto Univ.
[プレプリント]
T. Aoyama and M. Maejima, Characterizations of subclasses of type G distributions on R^d by stochastic intebral representation, Submitted to Bernoulli
Y. Ishikawa and H. Kunita, Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps, prepront
M. Maejima and R. Shah, Operator-semistable, pperator pemi-selfdecomposable probability measures and related nested classes on p-adic vector spaces, submitted to Monatshefte fur Mathematik
M. Maejima and M. Miura, Stochastic integral representations for subclasses of selfdecomposable and semi-selfdecomposable distributions, submitted to Statistics and Probability Letters
M. Maejima and C, Tudor, Wiener integrals with respect to the Hermite process and Non-Central Limit Theorem, Submitted to Electric Communications in Probability
Saigo, T. and Takahashi, H. (2006) A class of semi-selfsimilar processes related to
random walks in random environments, preprint.
Sato, K., Additive processes and stochastic integrals, Preprint.
Sato, K., Monotonicity and non-monotonicity of domains of stochastic integral operators, Preprint.
Takahashi, H. (2006), A class of operator semi-selfsimilar processes related to continuous time random walks, in preparation.
Takahashi, H. and Tamura, Y. (2005), Recurrence and transience of multi-dimensional diffusion processes in Brownian environments, submitted.
以上
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