Professor Yuko Yano
|Area and Subject Taught||Stochastic Processes|
|Research Theme(s)||Limit theorems for functionals of Markov processes|
|Academic Degrees||Doctor (Science) (Ochanomizu University)|
|Keywords for Research Field||probability theory, stochastic processes, Markov processes, excursion theory, limit theorems|
|Office Phone Number||Not Public|
A stochastic process is a mathematical formulation of the motion of a particle moving randomly. A Markov process is defined as a stochastic process satisfying the so-called Markov property: its future and past are independent conditional on the present state. Paths of a Markov process can be decomposed into short paths, called excursions, which stop at the first return to the origin. Ito’s excursion theory is one of the most important tools to analyze Markov processes.
Based on Ito’s excursion theory, I study some limit theorems for functionals of Markov processes, especially diffusion processes and Levy processes. Generalized arc-sine laws and penalisation problems are of particular interest. I attempt to apply results of one-dimensional processes to analysis of multi-dimensional processes.
Notable Publications and Works in the Last Three Years
- Christophe Profeta, Kouji Yano, Yuko Yano, Local time penalizations with various clocks for one-dimensional diffusions, to appear in J. Math. Soc. Japan.
- Yuko Yano, On the joint law of the occupation times for a diffusion process on multiray, J. Theoret. Probab., 30, no. 2, 490--509, 2017.
- Kouji Yano, Yuko Yano and Ju-Yi Yen, Weak convergence of h-transforms of one-dimensional diffusions, Statist. Probab. Lett., 122, 152--156, 2017.
- Kouji Yano and Yuko Yano, On h-transforms of one-dimensional diffusions stopped upon hitting zero, In Memoriam Marc Yor - Seminaire de Probabilites XLVII, Lecture Notes in Math., 2137, 127--156, Springer, 2015.