Hiroyuki Matsumoto

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All published works

Action	Title	Year	Authors
+ PDF Chat	Brownian hitting to spheres	2024	Yuji Hamana Hiroyuki Matsumoto
+	Laplacian and Brownian motion on positive definite matrices, revisited	2022	Hiroyuki Matsumoto Jun Otani
+	On the zeros of the Macdonald functions	2019	Yuji Hamana Hiroyuki Matsumoto Tomoyuki Shirai
+ PDF Chat	Precise Asymptotic Formulae for the First Hitting Times of Bessel Processes	2018	Yuji Hamana Hiroyuki Matsumoto
+	Stochastic Analysis: Itô and Malliavin Calculus in Tandem	2016	Hiroyuki Matsumoto Setsuo Taniguchi
+	Brownian Motion and the Laplacian	2016	Hiroyuki Matsumoto Setsuo Taniguchi
+	Stochastic Differential Equations	2016	Hiroyuki Matsumoto Setsuo Taniguchi
+	Malliavin Calculus	2016	Hiroyuki Matsumoto Setsuo Taniguchi
+	Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions	2016	Yuji Hamana Hiroyuki Matsumoto
+ PDF Chat	A formula for the expected volume of the Wiener sausage with constant drift	2016	Yuji Hamana Hiroyuki Matsumoto
+ PDF Chat	Hitting times to spheres of Brownian motions with and without drifts	2016	Yuji Hamana Hiroyuki Matsumoto
+	A formula for the expected volume of the Wiener sausage with constant drift	2015	Yuji Hamana Hiroyuki Matsumoto
+	The Kolmogorov Operator and Classical Mechanics	2015	Nobuyuki Ikeda Hiroyuki Matsumoto
+	605 Vibration analysis using a singular spectrum analysis : Separation of damping characteristics	2015	Hiroyuki Matsumoto
+	Hitting times to spheres of Brownian motions with and without drifts	2015	Yuji Hamana Hiroyuki Matsumoto
+	Asymptotics of the probability distributions of the first hitting times of Bessel processes	2014	Yuji Hamana Hiroyuki Matsumoto
+ PDF Chat	The probability distributions of the first hitting times of Bessel processes	2013	Yuji Hamana Hiroyuki Matsumoto
+	On the zeros of the Macdonald functions	2013	Yuji Hamana Hiroyuki Matsumoto Tomoyuki Shirai
+	Hitting times of Bessel processes, volume of Wiener sausages and zeros of Macdonald functions	2013	Yuji Hamana Hiroyuki Matsumoto
+	The probability densities of the first hitting times of Bessel processes	2012	Yuji Hamana Hiroyuki Matsumoto
+	The probability densities of the first hitting times of Bessel processes	2012	Yuji Hamana Hiroyuki Matsumoto
+	The probability distributions of the first hitting times of Bessel processes	2011	Yuji Hamana Hiroyuki Matsumoto
+ PDF Chat	Limiting behaviors of the Brownian motions on hyperbolic spaces	2010	Hiroyuki Matsumoto
+	Tree structured independence for exponential Brownian functionals	2009	Hiroyuki Matsumoto Jacek Wesołowski Piotr Witkowski
+	Limiting behaviors of the Brownian motions on hyperbolic spaces	2009	Hiroyuki Matsumoto
+ PDF Chat	Exponential functionals of Brownian motion, I: Probability laws at fixed time	2005	Hiroyuki Matsumoto Marc Yor
+ PDF Chat	Exponential functionals of Brownian motion, II: Some related diffusion processes	2005	Hiroyuki Matsumoto Marc Yor
+ PDF Chat	Markov or non-Markov property of cM-X processes	2004	Hiroyuki Matsumoto Yukio Ogura
+	On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts	2003	Hiroyuki Matsumoto Marc Yor
+	The Law of Geometric Brownian Motion and its Integral, Revisited; Application to Conditional Moments	2002	Catherine Donati-Martin Hiroyuki Matsumoto Marc Yor
+	A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration	2001	Hiroyuki Matsumoto Marc Yor
+ PDF Chat	An Analogue of Pitman’s <i>2</i>M <i>— X</i> Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws	2001	Hiroyuki Matsumoto Marc Yor
+	On positive and negative moments of the integral of geometric Brownian motions	2000	Catherine Donati-Martin Hiroyuki Matsumoto Marc Yor
+	None	2000	Catherine Donati-Martin Hiroyuki Matsumoto Marc Yor
+ PDF Chat	An analogue of Pitman’s 2<i>M – X</i>theorem for exponential Wiener functionals: Part I: A time-inversion approach	2000	Hiroyuki Matsumoto Marc Yor
+ PDF Chat	Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's $2M-X$ Theorem	1999	Hiroyuki Matsumoto Marc Yor
+ PDF Chat	Identification of Boundary Condition for Elastostatic Thin Plate Bending Problems. 1st Report, BEM Analysis of Inverse Problems for Boundary Values.	1999	Masahiro ARAI S Oshima Tadaharu Adachi Hiroyuki Matsumoto
+ PDF Chat	On Bougerol and Dufresne's identities for exponential Brownian functionals	1998	Hiroyuki Matsumoto Marc Yor
+ PDF Chat	Torsion of an Infinite Solid Having a Rigid Cylindrical Inclusion of Finite Length	1982	Hideaki Kasano Hiroyuki Matsumoto Ichiro NAKAHARA

Common Coauthors

Coauthor	Papers Together
Yuji Hamana	15
Marc Yor	10
Setsuo Taniguchi	4
Catherine Donati-Martin	3
Tomoyuki Shirai	2
Masahiro ARAI	1
J Otani	1
Tadaharu Adachi	1
Yukio Ogura	1
S Oshima	1
Nobuyuki Ikeda	1
Marc Yor	1
Jacek Wesołowski	1
Ichiro NAKAHARA	1
Piotr Witkowski	1
Hideaki Kasano	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	The probability distributions of the first hitting times of Bessel processes	2013	Yuji Hamana Hiroyuki Matsumoto	11
+ PDF Chat	On Some Exponential Functionals of Brownian Motion	2001	Marc Yor	10
+	A Treatise on the Theory of Bessel Functions.	1923	Matthew Porter G. N. Watson	10
+	Brownian Motion on the Hyperbolic Plane and Selberg Trace Formula	1999	Nobuyuki Ikeda Hiroyuki Matsumoto	9
+ PDF Chat	Some Probabilistic Properties of Bessel Functions	1978	John T. Kent	8
+	Special Functions and their Applications	1966	Y. L. L. Nikolai Lebedev Richard A. Silverman	8
+	A Treatise on the Theory of Bessel Functions	1944	H. T. Davis G. N. Watson	8
+	Semi-groupe du mouvement brownienhyperbolique	1996	Gruet J.C.	8
+ PDF Chat	On some exponential functionals of Brownian motion	1992	Marc Yor	8
+	The expected volume and surface area of the Wiener sausage in odd dimensions	2012	Yuji Hamana	7
+ PDF Chat	On the expected volume of the Wiener sausage	2010	Yuji Hamana	7
+ PDF Chat	On Bougerol and Dufresne's identities for exponential Brownian functionals	1998	Hiroyuki Matsumoto Marc Yor	7
+	Some Aspects of Brownian Motion	1997	Marc Yor	7
+ PDF Chat	Hitting distributions of geometric Brownian motion	2006	T. Byczkowski Michał Ryznar	7
+	Diffusion Processes and Their Sample Paths.	1996	PALE Kiyosi Itô H. P. McKean	7
+ PDF Chat	Exponential functionals of Brownian motion and disordered systems	1998	Alain Comtet Cécile Monthus Marc Yor	7
+ PDF Chat	An analogue of Pitman’s 2<i>M – X</i>theorem for exponential Wiener functionals: Part I: A time-inversion approach	2000	Hiroyuki Matsumoto Marc Yor	6
+	Bessel processes and infinitely divisible laws	1981	Jim Pitman Marc Yor	5
+ PDF Chat	Excursions of Brownian motion and bessel processes	1979	R. K. Getoor M. J. Sharpe	5
+ PDF Chat	An Analogue of Pitman’s <i>2</i>M <i>— X</i> Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws	2001	Hiroyuki Matsumoto Marc Yor	5
+ PDF Chat	Asymptotic Expansions for the Expected Volume of a Stable Sausage	1990	Sidney C. Port	4
+ PDF Chat	Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities	2001	Paolo Baldi Enrico Cassadio Tarabusi Alessandro Figà-Talamanca Marc Yor	4
+	Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions	2016	Yuji Hamana Hiroyuki Matsumoto	4
+ PDF Chat	Poisson kernels of half–spaces in real hyperbolic spaces	2007	T. Byczkowski Piotr Graczyk Andrzej Stós	4
+	Wiener sausage and self-intersection local times	1990	Jean‐François Le Gall	4
+ PDF Chat	Integral Representations and Complete Monotonicity of Various Quotients of Bessel Functions	1977	Mourad E. H. Ismail	4
+	Formulas and Theorems for the Special Functions of Mathematical Physics	1966	Wilhelm Magnus Fritz Oberhettinger Raj Pal Soni	4
+	Interpretations in Terms of Brownian and Bessel Meanders of the Distribution of a Subordinated Perpetuity	2001	Marc Yor	4
+	A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration	2001	Hiroyuki Matsumoto Marc Yor	4
+	Some asymptotic formulas involving capacity	1965	R. K. Getoor	4
+	Asymptotics of the probability distributions of the first hitting times of Bessel processes	2014	Yuji Hamana Hiroyuki Matsumoto	4
+ PDF Chat	Sur une conjecture de M. Kac	1988	J. F. Le Gall	4
+	Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one	2001	Hiroyuki Matsumoto	4
+ PDF Chat	Eigenvalue expansions for diffusion hitting times	1980	John T. Kent	4
+ PDF Chat	On the maximum of a diffusion process in a drifted Brownian environment	1993	Kiyoshi Kawazu Hiroshi Tanaka	3
+ PDF Chat	Markov Functions	1981	L. C. G. Rogers Jim Pitman	3
+ PDF Chat	Exponential functionals of Brownian motion, I: Probability laws at fixed time	2005	Hiroyuki Matsumoto Marc Yor	3
+ PDF Chat	Diffusion in a one-dimensional random medium and hyperbolic Brownian motion	1996	Alain Comtet Cécile Monthus	3
+	On positive and negative moments of the integral of geometric Brownian motions	2000	Catherine Donati-Martin Hiroyuki Matsumoto Marc Yor	3
+ PDF Chat	ASYMPTOTIC EXPANSION OF THE EXPECTED VOLUME OF THE WIENER SAUSAGE IN EVEN DIMENSIONS	2016	Yuji Hamana	3
+ PDF Chat	Asymptotic Estimates of the Distribution of Brownian Hitting Time of a Disc	2010	Kôhei Uchiyama	3
+ PDF Chat	On the growth of stochastic integrals	1971	Daniel W. Stroock	3
+ PDF Chat	Exponential functionals of Brownian motion, II: Some related diffusion processes	2005	Hiroyuki Matsumoto Marc Yor	3
+	One-dimensional Brownian motion and the three-dimensional Bessel process	1974	Jim Pitman	3
+ PDF Chat	Hitting time distributions of single points for 1-dimensional generalized diffusion processes	1990	Makoto Yamazato	3
+	Heat Kernels and Spectral Theory	1989	E. B. Davies	3
+ PDF Chat	An independence property for the product of GIG and gamma laws	2000	Gérard Letac Jacek Wesołowski	3
+ PDF Chat	Hitting Spheres with Brownian Motion	1980	J. G. Wendel	3
+	Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift	1997	Larbi Alili Daniel Dufresne Marc Yor	3
+	The probability densities of the first hitting times of Bessel processes	2012	Yuji Hamana Hiroyuki Matsumoto	3