KASAHARA Yuji 笠原勇二

… Alternative Names

笠原勇二

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Researcher Number	60108975
Other IDs
Affiliation (based on the past Project Information) *help	2011 – 2015: 筑波大学, 数理物質系, 教授 2009 – 2010: University of Tsukuba, 大学院・数理物質科学研究科, 教授 2007: University of Tsukuba, Graduate School of pure and Applied Sciences, Professor 2006: 筑波大学, 大学院数理物質科学研究科, 教授 2005: 筑波大学, 大学院・数理物質科学研究科, 教授 … More 2004: Ochanomizu University, Graduate school of Pure and Apploed Sciences, Professor, 数理物質科学研究科, 教授 1993 – 2004: お茶の水女子大学, 理学部, 教授 1990 – 1992: 筑波大学, 数学系, 助教授 1988: 筑波大学, 数学系, 助教授 Less
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator 解析学 / General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Global analysis / Basic analysis
Keywords	Principal Investigator fractional Brownian motion / 拡散過程 / 逆正弦法則 / ブラウン運動 / Gaussian process / local time / occupation times / limit theorem / trimmed sum / Brownian motion … More / Tauberian theorem / 局所時間 / extremal process / self-similar / ベッセル過程 / タウバー型定理 / スペクトル関数 / 推移確率密度 / random environment / generalized arc-sine law / diffusion processes / 安定分布 / ランダム媒質 / 一般化逆正弦法則 / 一次元拡散過程 / Legendre transform / Laplace transform / Fenchel-Legendre変換 / Bessel過程 / ルジャンドル変換 / ラプラス変換 / self-similar process / diffusion process / arc-sine law / occupation time / tail probability / self similarity / 自己相似確率過程 / 指数分布 / モーメント / Caussian process / hitting time / ２階微分作用素 / 正則変動関数 / スペクトル関数の漸近挙動 / 推移確率 / 極限円 / 1次元拡散過程 / Kreinの対応 / 確率論 / order statistics / independent random varibeles / 点過程 / 独立確率変数列 / レヴィ過程 / J_1ー位相 / 独立同分布 / フ-リエ変換 / Skorohod空間 / 確率微分方程式 / 中心極限定理 … More Except Principal Investigator long memory / fractal boundary / Gaussian process / chaotic semigroup / limit set / cellular automata / dynamical system / 数理物理 / ジャックナイフ推定量 / 極限定理 / skewness / sequential estimation / Jackkrife estimator / Boot strup method / latent root / Wishart matrix / efuirariant estimator / generalized variance / Outlier / 両側指数分布 / 超幾何関数 / stein推定量 / 分散の推定 / Wishart分布 / 歪度 / 逐次推定 / ブ-トストラップ法 / 固有根 / Wishart行列 / 共変推定量 / Zonal多項式 / 共分散行列 / スタイン推定量 / 2段階推定 / 非正則な分布の推定 / 改良推定量 / 固有根の分布 / 一般化分散 / Galton-Watson tree / branching process / Anderson model / quantum chaos / random operators / level statistics / 局所極限定理 / Galton-Watson樹形図 / unfolding / 確率論 / 分枝過程 / ゴルトン・ワトソン樹形図 / 量子カオス / アンダーソンモデル / ランダム作用素 / 準位統計 / deformed convolutions / deformation quantization / quantum probability / non-commutative probability / operator algebras / 量子碓率論 / 変形合成積 / 変形量子化 / 量子確率論 / 非可換確率論 / 作用素環論 / past and future method / risky asset model / prediction theory / FARIMA process / partial autocorrelation function / Tauberian theorem / Mercerian theorem / 定常過程 / 過去未来法 / 危険資産価格モデル / 長時間記憶モデル / 予測理論 / FARIMA過程 / 偏相関関数 / タウバー型定理 / マーサー型定理 / supercyclic simigroup / weighted function spacae / 縮小写像族の不変集合 / skew tent map / フラクタルな境界 / ボックス次元 / セルオートマトン / 力学系 / self similarity / hypercyclic semigroup / 非線形解析学 / supercyclic semigroup / weighted function space / inverse problems / hyperfunctions / tomography / partial differential equations / mathematical physics / 乱流 / ウェーブレット / カルレマン評価 / 双曲型逆問題 / セレンディピティ要素 / 有限要素法 / 非線型非平衡系 / パターン形成 / 複素モーメント問題 / トモゲラフィ / 逆問題 / 超函数 / トモグラフィ / 偏微分方程式 / 漸近欠損性 / 漸近有効性 / 最尤推定量 / 両側ワイブル分布 / 高次漸近理論 / 格子模型 / Jones指数 / 因子環 / フォン・ノイマン環 / ノイマン問題 / 非接アプローチ / コッホ曲線 / Whitney分解 / Besov空間 / ヘルダー連続 / 2重層ポテンシャル / フラクタル / 非線形エルゴード性 / Lipschitz 双対写像 / Lipschitz 双対空間 / 非線形写像の双対写像 / 非線形双対空間 / 確率過程 / シュレーディンガー方程式 / 弾性波動 / 非線形 / 準楕円性 / 擬徴分作用素 / 双曲型 / 偏徴分方程式 / 一般境界値問題 / 最適性 / ランダム・ポテンシャル / シュレ-ディンガ-作用素 / 両側マルコフ過程 / 容量の対生 / レヴィ-過程 Less

Asymptoic theory of the spectral functions of one-dimensional second order differential operators and its applications to diffusion processesPrincipal Investigator
- Principal Investigator
  
  Kasahara Yuji
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tsukuba
New approach to spectral theory of generalized second-order differential operators and its applications to probability theoryPrincipal Investigator
- Principal Investigator
  
  KASAHARA Yuji
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tsukuba
Study of the fluctuation of spectra of random operators
- Principal Investigator
  
  MINAMI Nariyuki
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Keio University
  University of Tsukuba
Additive functional of one-dimensional diffusion processesPrincipal Investigator
- Principal Investigator
  
  KASAHARA Yuji
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tsukuba
Deformation of independences in non-commutative probability spaces
- Principal Investigator
  
  YOSHIDA Hiroaki
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Global analysis
- Research Institution
  Ochanomizu University
Tauberian theorems of exponential type and its applications to probability theoryPrincipal Investigator
- Principal Investigator
  
  KASAHARA Yuji
- Project Period (FY)
  2001 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ochanomizu University
Mercerian and Tauberian theorems with applications
- Principal Investigator
  
  INOUE Akihiko
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  HOKKAIDO UNIVERSITY
Study of fractional Brownian motionPrincipal Investigator
- Principal Investigator
  
  KASAHARA Yuji
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ochanomizu University
Non-linear Analysis and Dynamical System
- Principal Investigator
  
  TAKEO Fukiko
- Project Period (FY)
  1997 – 1999
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Ochanomizu University
STUDY OF SELF-SIMILAR PROCESSESPrincipal Investigator
- Principal Investigator
  
  KASAHARA Yuji
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  OCHANOMIZU UNIVERSITY
既約作用素因子環の構成に関する研究
- Principal Investigator
  
  吉田裕亮
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Ochanomizu University
点過程の方法による多変数確率過程の研究Principal Investigator
- Principal Investigator
  
  笠原勇二
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ochanomizu University
Study of various problems in mathematical physics
- Principal Investigator
  
  KANEKO Akira
- Project Period (FY)
  1995 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  解析学
- Research Institution
  Ochanomizu University
  The University of Tokyo
フラクタルな境界を持つ領域での境界値問題
- Principal Investigator
  
  渡辺ヒサ子
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Ochanomizu University
点過程の方法による関数型極限定理の研究Principal Investigator
- Principal Investigator
  
  笠原勇二
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Ochanomizu University
順序を保存する作用素の解析
- Principal Investigator
  
  澤島侑子
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Ochanomizu University
徴分方程式および作用素論と関連分野の研究
- Principal Investigator
  
  松村睦豪
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  解析学
- Research Institution
  University of Tsukuba
確率過程の関数型極限定理の研究Principal Investigator
- Principal Investigator
  
  笠原勇二
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Institution
  University of Tsukuba
確率論的手法による数学諸分野の研究
- Principal Investigator
  
  神田護
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tsukuba
決定理論における最適性に関する研究
- Principal Investigator
  
  赤平昌文
- Project Period (FY)
  1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tsukuba
Optimclity in multirariate estimation
- Principal Investigator
  
  SUGIURA Nariaki
- Project Period (FY)
  1988 – 1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tsukuba

All 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2002 2001 Other

All Journal Article Presentation

[Journal Article] Bessel like diffusion の first hitting time　について2016
- Author(s)
  笠原勇二
- Journal Title
  
  統計数理研究所共同研究リポート
  
  Volume: 352 Pages: 56-62
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions2016
- Author(s)
  Kasahara Yuji; Kotani Shin'ichi
- Journal Title
  
  Osaka J. Math.
  
  Volume: 53 Pages: 221-249
- NAID
  120005941427
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] Stietjes 変換の調和平均に関するタウバー型定理2015
- Author(s)
  笠原勇二
- Journal Title
  
  統計数理研究所共同研究レポート
  
  Volume: 350 Pages: 28-33
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] Diffusions with Bessel-like Drifts2015
- Author(s)
  Kasahara Yuji; Kotani Shin'ichi
- Journal Title
  
  Kyoto J. Math.
  
  Volume: 55 Pages: 773-797
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] Bessel過程に近い拡散過程について2014
- Author(s)
  笠原勇二
- Journal Title
  
  統計数理研究所共同研究レポート「無限分解可能過程に関連する諸問題(18)」
  
  Volume: 328 Pages: 72-77
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] On the maximum of a one-dimensional diffusion2013
- Author(s)
  Y. Kasahara, K. Kumanda
- Journal Title
  
  Kobe J. Math.
  
  Volume: 30 Pages: 33-47
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] 拡散過程の最大値に関する極限定理2012
- Author(s)
  笠原勇二, 田原元気
- Journal Title
  
  統計数理研究所共同研究リポート
  
  Volume: 275 Pages: 115-119
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Asymptotic behavior of the transition density of an ergodic linear diffusion.2012
- Author(s)
  Kasahara, Yuji
- Journal Title
  
  Publ. Res. Inst. Math. Sci.
  
  Volume: 48 Pages: 565-578
- NAID
  110009487921
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] Limiting distribution of the maxmum of a null recurrent diffusion process2012
- Author(s)
  Yuji Kasahara and Genki Tahara
- Journal Title
  
  Kodai Math. Jour.
  
  Volume: 35 Pages: 629-641
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] On the maximum of a one-dimensional diffusion2012
- Author(s)
  Kasahara, Yuji ; Kumanda, Kosuke
- Journal Title
  
  Kobe J.Math.
  
  Volume: (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Spectral function of Krein's and Kotani's string in the class $Gamma$2012
- Author(s)
  Kasahara, Yuji
- Journal Title
  
  Proc. Japan Acad. Ser. A Math. Sci.
  
  Volume: 88 Pages: 173-177
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540110
[Journal Article] 1次元拡散過程の最大値について2011
- Author(s)
  笠原勇二
- Journal Title
  
  統計数理研究所共同研究リポート
  
  Volume: 262 Pages: 103-107
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Brownian functionals attracted to stable Levy processes2010
- Author(s)
  笠原勇二
- Journal Title
  
  統計数理研究所共同研究リポート
  
  Volume: 247 Pages: 22-26
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Asymptotic behavior of spectral measures of Krein's and Kotani's strings2010
- Author(s)
  Kasahara, Yuji and Watanabe, Shinzo
- Journal Title
  
  Kyoto J. Math. 50
  
  Volume: no.3 Pages: 623-644
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Asymptotic behavior of spectral measures of Krein's and Kotani's strings2010
- Author(s)
  Kasahara, Y, Watanabe, S
- Journal Title
  
  Kyoto J.Math.
  
  Volume: 50 Pages: 623-644
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Krein-Kotaniの対応のレヴィ過程への応用2009
- Author(s)
  笠原勇二, 渡辺信三
- Journal Title
  
  統計数理研究所共同研究リポート
  
  Volume: 225 Pages: 1-6
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Remarks on Krein-Kotani's correspondence between strings and Herglotz functions.2009
- Author(s)
  Kasahara, Y.; Watanabe, S.
- Journal Title
  
  Proc.Japan Acad.Ser. A Math.Sci. 85
  
  Pages: 22-26
- NAID
  120007131205
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Occupation time theorems for one-dimensional random walks anddiffusion processes in random environments2009
- Author(s)
  Kasahara, Yuji and Watanabe, Shinzo
- Journal Title
  
  Stochastic Process. Appl. 119
  
  Volume: no.2 Pages: 347-372
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Occupation time theorems for one-dimensional random walks and diffusion processes in random environments.2009
- Author(s)
  Kasahara, Y.; Watanabe, S.
- Journal Title
  
  Stochastic Process.Appl. 119
  
  Pages: 347-372
- NAID
  120007138343
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Remarks on Krein-Kotani's correspondence between strings and Herglotz functions2009
- Author(s)
  Kasahara, Yuji and Watanabe, Shinzo
- Journal Title
  
  Proc. Japan Acad. Ser. A Math. Sci. 85
  
  Volume: no.3 Pages: 22-26
- NAID
  120007131205
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] 拡散過程の片側滞在時間に関する1つの極限定理2008
- Author(s)
  笠原勇二、鈴木桜子
- Journal Title
  
  統計数理研究所共同リポート(12) 213
  
  Pages: 76-81
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] A limit theorem for occupation times of Lamperti's stochastic processes2008
- Author(s)
  Kasahara, Yuji ; Suzuki, Sakurako
- Journal Title
  
  Proc. Japan Acad. Ser. A Math. Sci 84
- NAID
  120007131204
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] A limit theorem for occupation times of Lamperti's stochastic processes.2008
- Author(s)
  Y.Kasahara and S.Suzuki
- Journal Title
  
  Proc. Japan Acad. Ser. A Math. Sci. 84
  
  Pages: 15-18
- NAID
  120007131204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] Brownian representation of a class of Levy processes and its Application to occupation times of diffusion processes2006
- Author(s)
  Yuji Kasahara and Shinzo Watanabe
- Journal Title
  
  Illinois Journal of Mathematics 50
  
  Pages: 515-539
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17540100
[Journal Article] Brownian representation of a class of Levy processes and its application to occupation times of diffusion processes.2006
- Author(s)
  Y.Kasahara, S.Watanabe
- Journal Title
  
  Illinois J. Math. 50
  
  Pages: 515-539
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] Brownian representation of a class of Levy processes and its application to occupation times of diffusion processes2006
- Author(s)
  Yuji, Kasahara, Shinzo, Watanabe
- Journal Title
  
  Illinois Journal of Mathematics 50
  
  Pages: 515-539
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Journal Article] Brownian representation of a class of Levy processes and its application to occupation times of diffusion processes2006
- Author(s)
  Kasahara, Y., Watanabe, S.
- Journal Title
  
  Illinois J. Math. 50・1-4
  
  Pages: 515-539
- Data Source
  KAKENHI-PROJECT-17540100
[Journal Article] Brownian representation of a class of Levy processes and its application to occupation times of diffusion processes2006
- Author(s)
  Kasahara, Yuji ; Watanabe, Shinzo
- Journal Title
  
  Illinois J. Math 50
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] Occupation time theorems for a class of one-dimensional diffusion processes2005
- Author(s)
  Y.Kasahara, S.Watanabe
- Journal Title
  
  Periodica Mathematica Hungarica 50
  
  Pages: 175-188
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] On a generalized arc-sine law for one-dimensional diffusion processes2005
- Author(s)
  Kasahara, Yuji ; Yano, Yuko
- Journal Title
  
  Osaka J. Math 42
- NAID
  120005986898
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] On a generalized arc-sine law for one-dimensional diffusion processes.2005
- Author(s)
  Kasahara, Y., Yano Y.
- Journal Title
  
  Osaka J.Math. 42
  
  Pages: 1-10
- NAID
  120005986898
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] On a generalized arc-sine law for one-dimensional diffusion processes2005
- Author(s)
  Y.Kasahara, Y.Yano
- Journal Title
  
  Osaka J.Math. 45(印刷中)
- NAID
  120005986898
- Data Source
  KAKENHI-PROJECT-14540201
[Journal Article] On a generalized arc-sine law for one-dimensional diffusion processes2005
- Author(s)
  Y.Kasahara, Y.Yano
- Journal Title
  
  Osaka J.Math. 42(印刷中)
- NAID
  120005986898
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] Occupation time theorem for a class of one-dimensional diffusion Processes2005
- Author(s)
  Yuii, Kasahara, Shinzo, Watanabe
- Journal Title
  
  Periodica Mathematica Hungarica 50
  
  Pages: 175-188
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Journal Article] Occupation time theorems for a class of one-dimensional diffusion processes2005
- Author(s)
  Kasahara, Y., Watanabe, S.
- Journal Title
  
  Period.Math.Hungar. 50・1-2
  
  Pages: 175-188
- Data Source
  KAKENHI-PROJECT-17540100
[Journal Article] On a generalized arc-sine law for one-dimensional diffusion processes2005
- Author(s)
  Kasahara, Y, Yano, Y
- Journal Title
  
  Osaka J.Math. 42
  
  Pages: 1-10
- NAID
  120005986898
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] Occupation time theorems for a class of one-dimensional diffusion processes2005
- Author(s)
  Kasahara, Y, Watanabe, S
- Journal Title
  
  Periodica Math.Hungarica (to appear)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] Occupation time theorem for a class of one-dimensional diffusion Processes2005
- Author(s)
  Yuji Kasahara and Shinzo Watanabe
- Journal Title
  
  Periodica Mathematica Hungarica 50
  
  Pages: 175-188
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17540100
[Journal Article] On a generalized arc-sine law for one-dimensional diffusion processes2005
- Author(s)
  Y.Kasahara, Y.Yano
- Journal Title
  
  Osaka J.Math. 42
  
  Pages: 1-10
- NAID
  120005986898
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] Occupation time theorems for a class of one-dimensional diffusion processes2005
- Author(s)
  Y.Kasahara, S.Watanabe
- Journal Title
  
  Periodica Math.Hungarica (to appear9
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] Occupation time theorems for a class of one-Dimensional diffusion processes.2005
- Author(s)
  Kasahara, Y, Watanabe, S.
- Journal Title
  
  Periodica Math.Hungarica (to appear)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] Remarks on Tauberian theorem of exponential type and Fenchel-Legendre tranform.2002
- Author(s)
  Kasahara, Y, Kosugi, N.
- Journal Title
  
  Osaka J.Math. 39
  
  Pages: 613-619
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] Remarks on Tauberian theorem of exponential type and Fenchel-Legendre transform2002
- Author(s)
  Kasahara, Y, Kosugi, N
- Journal Title
  
  Osaka J.Math 39
  
  Pages: 613-619
- NAID
  120005987024
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] A remark on the covariance matrix of fractional Brownian motion2001
- Author(s)
  Kasahara, Y, Kono, N
- Journal Title
  
  Nat.Sci.Rep.Ocha.Univ. 52
  
  Pages: 13-19
- NAID
  110006559581
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] A remark on the covariance matrix of fractional Brownian motion.2001
- Author(s)
  Kasahara, Y, Kono, N.
- Journal Title
  
  Nat.Sci.Rep.Ocha.Univ. 52
  
  Pages: 13-19
- NAID
  110006559581
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13640104
[Journal Article] Asymptotic behavior of spectral measures of Krein-Kotani's strings
- Author(s)
  Kasahara, Y.; Watanabe, S.
- Journal Title
  
  J.Math.Kyoto Univ. (To appear)(印刷中)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] On the maximum of a one-dimensional diffusion
- Author(s)
  Kasahara, Yuji and Kumanda, Kosuke
- Journal Title
  
  Kobe J. Math., to appear
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Journal Article] Occupation time theorems for one-dimensional random walks and diffusions processes in random environment
- Author(s)
  Kasahara, Yuji ; Watanabe, Shinzo
- Journal Title
  
  Stoch. Proc. Their Appl. (to appear)
- NAID
  120007138343
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] Brownian representation of a class of Levy processes and its application to occupation times of diffusion processes
- Author(s)
  Y.Kasahara, S.Watanabe
- Journal Title
  
  Illinois J.Math (To appear)
- Data Source
  KAKENHI-PROJECT-17540105
[Journal Article] Limiting distribution of the maximum of a null recurrent diffusion process
- Author(s)
  Yuji Kasahara and Genki Tahara
- Journal Title
  
  Kodai Mathematical Journal, to appear
- NAID
  130004687977
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540109
[Presentation] Bessel-like diffusion の推移密度の漸近挙動2015
- Author(s)
  笠原勇二
- Organizer
  日本数学会
- Place of Presentation
  明治大学（東京都千代田区）
- Year and Date
  2015-03-21
- Data Source
  KAKENHI-PROJECT-24540110
[Presentation] Bessel like diffusion の first hitting time について2015
- Author(s)
  笠原勇二
- Organizer
  統計数理研究所共同研究集会
- Place of Presentation
  統計数理研究所（東京都立川市）
- Year and Date
  2015-12-03
- Data Source
  KAKENHI-PROJECT-24540110
[Presentation] Stieltjes 変換の調和平均に関するタウバー型定理2014
- Author(s)
  笠原勇二
- Organizer
  統計数理研究所共同研究集会
- Place of Presentation
  統計数理研究所（立川市）
- Year and Date
  2014-11-27
- Data Source
  KAKENHI-PROJECT-24540110
[Presentation] Bessel like diffusisons2013
- Author(s)
  笠原勇二
- Organizer
  共同研究集会「無限分解可能過程に関連する諸問題」
- Place of Presentation
  統計数理研究所（東京都立川市）
- Data Source
  KAKENHI-PROJECT-24540110
[Presentation] 拡散過程の最大値に関する極限定理2011
- Author(s)
  笠原勇二
- Organizer
  統計数理研究所共同研究集会
- Place of Presentation
  統計数理研究所
- Year and Date
  2011-11-12
- Data Source
  KAKENHI-PROJECT-21540109
[Presentation] 拡散過程の最大値に関する極限定理2011
- Author(s)
  笠原勇二
- Organizer
  統計数理研究所共同研究集会
- Place of Presentation
  統計数理研究所(東京都立川市)
- Year and Date
  2011-11-12
- Data Source
  KAKENHI-PROJECT-21540109
[Presentation] Brownian functionals attracted to stable L'evy processes2010
- Author(s)
  笠原勇二
- Organizer
  統計数理研究所共同研究集会「無限分解可能過程に関連する諸問題」
- Place of Presentation
  統計数理研究所
- Year and Date
  2010-11-19
- Data Source
  KAKENHI-PROJECT-21540109
[Presentation] 1次元拡散過程の推移確率の漸近挙動2010
- Author(s)
  笠原勇二・渡辺信三
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  名古屋大学
- Year and Date
  2010-09-22
- Data Source
  KAKENHI-PROJECT-21540109
[Presentation] 1次元拡散過程の最大値について2010
- Author(s)
  笠原勇二
- Organizer
  共同研究集会「無限分解可能過程に関連する諸問題」
- Place of Presentation
  統計数理研究所
- Year and Date
  2010-10-23
- Data Source
  KAKENHI-PROJECT-21540109
[Presentation] 1次元拡散過程の推移確率の漸近挙動2010
- Author(s)
  笠原勇二, 渡辺信三
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  名古屋大学
- Year and Date
  2010-09-22
- Data Source
  KAKENHI-PROJECT-21540109
[Presentation] Brownian functionals attracted to stable L'evy processes2009
- Author(s)
  笠原勇二
- Organizer
  統計数理研究所共同研究集会
- Place of Presentation
  統計数理研究所
- Year and Date
  2009-11-19
- Data Source
  KAKENHI-PROJECT-21540109
[Presentation] ランダム媒質中の拡散過程の片側滞在時間2007
- Author(s)
  笠原勇二、渡辺信三
- Organizer
  日本数学会2007年度秋季総合分科会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-21
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Presentation] ランダム媒質中のランダムウォークの片側滞在時間2007
- Author(s)
  渡辺信三、笠原勇二
- Organizer
  日本数学会
- Place of Presentation
  東北大学川内北キャンパス
- Year and Date
  2007-09-21
- Data Source
  KAKENHI-PROJECT-17540105
[Presentation] ランダム媒質中のランダムウォークの片側滞在時間2007
- Author(s)
  渡辺信三、笠原勇二
- Organizer
  日本数学会2007年度秋季総合分科会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-21
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Presentation] Occupation times on the half line of random walks in random environment2007
- Author(s)
  Shinzo Watanabe, Yuji Kasahara
- Organizer
  Japanese Mathematical Society
- Place of Presentation
  Tohoku University
- Year and Date
  2007-09-21
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540105
[Presentation] Occupation times on the half line of diffusions in random environment2007
- Author(s)
  Yuji Kasahara, Shinzo Watanabe
- Organizer
  Japanese Mathematical Society
- Place of Presentation
  Tohoku University
- Year and Date
  2007-09-21
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540105
[Presentation] One-sided occupation time of diffusion processes in random media2007
- Author(s)
  Yuii, Kasahara, Shinzo, Watanabe
- Organizer
  MSJ meeting
- Place of Presentation
  Tohoku University
- Year and Date
  2007-09-21
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Presentation] ランダム媒質中の拡散過程の片側滞在時間2007
- Author(s)
  笠原勇二、渡辺信三
- Organizer
  日本数学会
- Place of Presentation
  東北大学川内北キャンパス
- Year and Date
  2007-09-21
- Data Source
  KAKENHI-PROJECT-17540105
[Presentation] One-sided occupation time of random walks in random media2007
- Author(s)
  Shinzo, Watanabe, Yuji, Kasahara
- Organizer
  MSJ meeting
- Place of Presentation
  Tohoku University
- Year and Date
  2007-09-21
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Presentation] 一次元拡散過程の正側滞在時間の極限定理2005
- Author(s)
  笠原勇二、渡辺信三
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  岡山大学
- Year and Date
  2005-09-19
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Presentation] A limit theorem for the occupation time In the positive half-line of one-dimensional diffusion processes2005
- Author(s)
  Yuii, Kasahara, Shinzo, Watanabe
- Organizer
  MSJ meeting
- Place of Presentation
  Okayama University
- Year and Date
  2005-09-19
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Presentation] Representation of a class of Levy processes in terms of Brownian motion2005
- Author(s)
  Yuii, Kasahara, Shinzo, Watanabe
- Organizer
  MSJ meeting
- Place of Presentation
  Okayama University
- Year and Date
  2005-09-19
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17540100
[Presentation] あるクラスのレヴィ過程のブラウン運動による表現2005
- Author(s)
  笠原勇二、渡辺信三
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  岡山大学
- Year and Date
  2005-09-19
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17540100

1. YOSHIDA Hiroaki (10220667)

# of Collaborated Projects: 9 results

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2. TAKEO Fukiko (40109228)

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3. 神田護 (80023597)

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4. AKAHIRA Masafumi (70017424)

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10. LIANG Song (60324399)

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11. KUBOKAWA Tatsuya (20195499)

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13. NARITA Kiyoko (80189208)

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14. MATSUZAKI Katsuhiko (80222298)

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24. YAMADA Michio (90166736)

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28. ARAI Asao (80134807)

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29. NAKAMO Fumihiko (10291246)

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KASAHARA Yuji 笠原 勇二

笠原 勇二

Research Projects

Research Products

Co-Researchers

Asymptoic theory of the spectral functions of one-dimensional second order differential operators and its applications to diffusion processesPrincipal Investigator

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New approach to spectral theory of generalized second-order differential operators and its applications to probability theoryPrincipal Investigator

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Additive functional of one-dimensional diffusion processesPrincipal Investigator

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Tauberian theorems of exponential type and its applications to probability theoryPrincipal Investigator

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Study of fractional Brownian motionPrincipal Investigator

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STUDY OF SELF-SIMILAR PROCESSESPrincipal Investigator

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点過程の方法による多変数確率過程の研究Principal Investigator

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KASAHARA Yuji 笠原勇二

笠原勇二

[Journal Article] Bessel like diffusion の first hitting time　について2016