Yuko Yano

On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes

Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable Levy processes. Ito’s excursion theory plays a key role in this study.

On a generalized arc-sine law for one-dimensional diffusion processes

Laws of the occupation times on a half line are studied for one-dimensional diffusion processes. The asymptotic behavior of the distribution function is determined in terms of the speed measure.

On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero

For a one-dimensional diffusion on an interval for which 0 is the regular-reflecting left boundary, three kinds of conditionings to avoid zero are studied. The limit processes are h-transforms of the process stopped upon hitting zero, where h’s are the ground state, the scale function, and the renormalized zero-resolvent. Several properties of the h-transforms are investigated.