矢野 孝次

Last Update: 2021/06/11 09:30:17

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Name(Kanji/Kana/Abecedarium Latinum)
矢野 孝次/ヤノ コウジ/Yano, Kouji
Primary Affiliation(Org1/Job title)
Graduate Schools Science/Associate Professor
Faculty
Org1 Job title
理学部
Contact Address
Type Address(Japanese) Address(English)
Office 〒606-8502 京都市左京区北白川追分町 京都大学大学院理学研究科数学・数理解析専攻 Department of Mathematics, Graduate School of Science, Kyoto University. Sakyo-ku, Kyoto 606-8502, JAPAN
E-mail Address
E-mail address
kyano @ math.kyoto-u.ac.jp
Academic Organizations You are Affiliated to in Japan
Organization name(Japanese) Organization name(English)
日本数学会 Mathematical Society of Japan
Academic Degree
Field(Japanese) Field(English) University(Japanese) University(English) Method
修士(理学) M. Sc. 京都大学 Kyoto University
博士(理学) Ph. D. 京都大学 Kyoto University
Work Experience
Period Organization(Japanese) Organization(English) Job title(Japanese) Job title(English)
2006/04/01-2007/03/31 京都大学数理解析研究所 Research Institute for Mathematical Sciences 講師(研究機関研究員) Lecturer (Researcher of the Institute)
2007/04/01-2007/09/30 大阪大学大学院理学研究科 Graduate School of Science, Osaka University 日本学術振興会特別研究員(PD) JSPS Research Fellow (PD)
2007/10/01-2009/12/31 神戸大学大学院理学研究科 Graduate School of Science, Kobe University 講師 Lecturer
2010/01/01-2011/03/31 神戸大学大学院理学研究科 Graduate School of Science, Kobe University 准教授 Associate Professor
2011/04/01- 京都大学大学院理学研究科 Graduate School of Science, Kyoto University 准教授 Associate Professor
Personal Profile
(Japanese)
確率論および確率過程論について研究・教育を行っている.
(English)
I am engaged in study and education in the field of probability theory and stochastic processes.
Language of Instruction
Language(japanese) Language(english) Code
英語 English eng
Personal Website(s) (URL(s))
URL
http://www.math.kyoto-u.ac.jp/~kyano/
ORCID ID
https://orcid.org/0000-0003-3250-7394
researchmap URL
https://researchmap.jp/kyano
Research Topics
(Japanese)
確率論,確率過程論
(English)
Probability theory, Stochastic Processes
Overview of the research
(Japanese)
周遊理論に基づくマルコフ過程の極限定理を主に研究している.
(English)
My research interest is mainly the limit theorems of Markov processes based on the excursion theory
Fields of research (key words)
Key words(Japanese) Key words(English)
確率論 Probability theory
確率過程論 Stochastic Processes
Published Papers
Author Author(Japanese) Author(English) Title Title(Japanese) Title(English) Bibliography Bibliography(Japanese) Bibliography(English) Publication date Refereed paper Language Publishing type Disclose
Kosuke Yamato, Kouji Yano Kosuke Yamato, Kouji Yano Kosuke Yamato, Kouji Yano Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps J. Funct. Anal., 279, 7, 108655-33pp J. Funct. Anal., 279, 7, 108655-33pp J. Funct. Anal., 279, 7, 108655-33pp 2020/10 Refereed English Research paper(scientific journal) Disclose to all
Toru Sera, Kouji Yano Toru Sera, Kouji Yano Toru Sera, Kouji Yano Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations Trans. Amer. Math. Soc., 372, 5, 3191-3209 Trans. Amer. Math. Soc., 372, 5, 3191-3209 Trans. Amer. Math. Soc., 372, 5, 3191-3209 2019/09 Refereed English Research paper(scientific journal) Disclose to all
Kei Noba, Kouji Yano Kei Noba, Kouji Yano Kei Noba, Kouji Yano Generalized refracted Lévy process and its application to exit problem Generalized refracted Lévy process and its application to exit problem Generalized refracted Lévy process and its application to exit problem Stochastic Process. Appl., 129, 5, 1697-1725 Stochastic Process. Appl., 129, 5, 1697-1725 Stochastic Process. Appl., 129, 5, 1697-1725 2019/05 Refereed English Research paper(scientific journal) Disclose to all
Christophe Profeta, Kouji Yano, Yuko Yano Christophe Profeta, Kouji Yano, Yuko Yano Christophe Profeta, Kouji Yano, Yuko Yano Local time penalizations with various clocks for one-dimensional diffusions Local time penalizations with various clocks for one-dimensional diffusions Local time penalizations with various clocks for one-dimensional diffusions J. Math. Soc. Japan, 71, 1, 203-233 J. Math. Soc. Japan, 71, 1, 203-233 J. Math. Soc. Japan, 71, 1, 203-233 2019/01 Refereed English Research paper(scientific journal) Disclose to all
Noba Kei, Pérez José-Luis, Yamazaki Kazutoshi, Yano Kouji Noba Kei, Pérez José-Luis, Yamazaki Kazutoshi, Yano Kouji Noba Kei, Pérez José-Luis, Yamazaki Kazutoshi, Yano Kouji On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models J. Appl. Probab., 55, 4, 1272-1286 J. Appl. Probab., 55, 4, 1272-1286 J. Appl. Probab., 55, 4, 1272-1286 2018/12 Refereed English Research paper(scientific journal) Disclose to all
Noba Kei, Pérez José-Luis, Yamazaki Kazutoshi, Yano Kouji Noba Kei, Pérez José-Luis, Yamazaki Kazutoshi, Yano Kouji Noba Kei, Pérez José-Luis, Yamazaki Kazutoshi, Yano Kouji On optimal periodic dividend strategies for Lévy risk processes On optimal periodic dividend strategies for Lévy risk processes On optimal periodic dividend strategies for Lévy risk processes Insurance Math. Econom., 80, 29-44 Insurance Math. Econom., 80, 29-44 Insurance Math. Econom., 80, 29-44 2018/05 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Yuko Yano, Ju-Yi Yen Kouji Yano, Yuko Yano, Ju-Yi Yen Kouji Yano, Yuko Yano, Ju-Yi Yen Weak convergence of h-transforms for one-dimensional diffusions Weak convergence of h-transforms for one-dimensional diffusions Weak convergence of h-transforms for one-dimensional diffusions Statist. Probab. Lett., 122, 152-156 Statist. Probab. Lett., 122, 152-156 Statist. Probab. Lett., 122, 152-156 2017/03 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Functional limit theorems for processes pieced together from excursions Functional limit theorems for processes pieced together from excursions Functional limit theorems for processes pieced together from excursions J. Math. Soc. Japan, 67, 4, 1859-1890 J. Math. Soc. Japan, 67, 4, 1859-1890 J. Math. Soc. Japan, 67, 4, 1859-1890 2015/11 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Yuko Yano Kouji Yano, Yuko Yano Kouji Yano, Yuko Yano On h-transforms of one-dimensional diffusions stopped upon hitting zero On h-transforms of one-dimensional diffusions stopped upon hitting zero On h-transforms of one-dimensional diffusions stopped upon hitting zero Seminaire de Probabilites XLVII. In Memoriam Marc Yor, 2137, 127-156 Seminaire de Probabilites XLVII. In Memoriam Marc Yor, 2137, 127-156 Seminaire de Probabilites XLVII. In Memoriam Marc Yor, 2137, 127-156 2015/09 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Marc Yor Kouji Yano, Marc Yor Kouji Yano, Marc Yor Around Tsirelson's equation, or: The evolution process may not explain everything Around Tsirelson's equation, or: The evolution process may not explain everything Around Tsirelson's equation, or: The evolution process may not explain everything Probab. Surv., 12, 1-12 Probab. Surv., 12, 1-12 Probab. Surv., 12, 1-12 2015/07 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Entropy of random chaotic interval map with noise which causes coarse-graining Entropy of random chaotic interval map with noise which causes coarse-graining Entropy of random chaotic interval map with noise which causes coarse-graining J. Math. Anal. Appl., 414, 1, 250-258 J. Math. Anal. Appl., 414, 1, 250-258 J. Math. Anal. Appl., 414, 1, 250-258 2014/06 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Extensions of diffusion processes on intervals and Feller's boundary conditions Extensions of diffusion processes on intervals and Feller's boundary conditions Extensions of diffusion processes on intervals and Feller's boundary conditions Osaka J. Math., 51, 2, 375-405 Osaka J. Math., 51, 2, 375-405 Osaka J. Math., 51, 2, 375-405 2014/04 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes J. Math-for-Ind., 5A, 17-24 J. Math-for-Ind., 5A, 17-24 J. Math-for-Ind., 5A, 17-24 2013/04 Refereed English Research paper(scientific journal) Disclose to all
Takao Hirayama, Kouji Yano Takao Hirayama, Kouji Yano Takao Hirayama, Kouji Yano Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action Statist. Probab. Lett., 83, 3, 824-828 Statist. Probab. Lett., 83, 3, 824-828 Statist. Probab. Lett., 83, 3, 824-828 2013/03/15 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Random walk in a finite directed graph subject to a road coloring Random walk in a finite directed graph subject to a road coloring Random walk in a finite directed graph subject to a road coloring J. Theoret. Probab., 26, 1, 259-283 J. Theoret. Probab., 26, 1, 259-283 J. Theoret. Probab., 26, 1, 259-283 2013/03/01 Refereed English Research paper(scientific journal) Disclose to all
Masafumi Hayashi, Kouji Yano Masafumi Hayashi, Kouji Yano Masafumi Hayashi, Kouji Yano On the laws of total local times for h-paths and bridges of symmetric Levy processes On the laws of total local times for h-paths and bridges of symmetric Levy processes On the laws of total local times for h-paths and bridges of symmetric Levy processes Abstr. Appl. Anal., 2013, 463857, 1-12 Abstr. Appl. Anal., 2013, 463857, 1-12 Abstr. Appl. Anal., 2013, 463857, 1-12 2013/02 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Kenji Yasutomi Kouji Yano, Kenji Yasutomi Kouji Yano, Kenji Yasutomi Realization of an ergodic Markov Chain as a random walk subject to a synchronizing road coloring Realization of an ergodic Markov Chain as a random walk subject to a synchronizing road coloring Realization of an ergodic Markov Chain as a random walk subject to a synchronizing road coloring J. Appl. Probab., 48, 3, 766-777 J. Appl. Probab., 48, 3, 766-777 J. Appl. Probab., 48, 3, 766-777 2011/10 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Wiener integral for the coordinate process under the sigma-finite measure unifying Brownian penalisations Wiener integral for the coordinate process under the sigma-finite measure unifying Brownian penalisations Wiener integral for the coordinate process under the sigma-finite measure unifying Brownian penalisations ESAIM Probab. Stat. Supplement: In honor of Marc Yor, 15, S69-S84 ESAIM Probab. Stat. Supplement: In honor of Marc Yor, 15, S69-S84 ESAIM Probab. Stat. Supplement: In honor of Marc Yor, 15, S69-S84 2011/05 Refereed English Research paper(scientific journal) Disclose to all
Ayako Matsumoto, Kouji Yano Ayako Matsumoto, Kouji Yano Ayako Matsumoto, Kouji Yano On a zero-one law for the norm process of transient random walk On a zero-one law for the norm process of transient random walk On a zero-one law for the norm process of transient random walk Seminaire de Probabilites XLIII, 2006, 105-126 Seminaire de Probabilites XLIII, 2006, 105-126 Seminaire de Probabilites XLIII, 2006, 105-126 2011 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Yuko Yano, Marc Yor Kouji Yano, Yuko Yano, Marc Yor Kouji Yano, Yuko Yano, Marc Yor Penalisation of a stable Levy process involving its one-sided supremum Penalisation of a stable Levy process involving its one-sided supremum Penalisation of a stable Levy process involving its one-sided supremum Ann. Inst. Henri Poincare Probab. Stat., 46, 4, 1042-1054 Ann. Inst. Henri Poincare Probab. Stat., 46, 4, 1042-1054 Ann. Inst. Henri Poincare Probab. Stat., 46, 4, 1042-1054 2010/11 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Katsutoshi Yoshioka Kouji Yano, Katsutoshi Yoshioka Kouji Yano, Katsutoshi Yoshioka Scaling limit of d-inverse of Brownian motion with functional drift Scaling limit of d-inverse of Brownian motion with functional drift Scaling limit of d-inverse of Brownian motion with functional drift J. Math-for-Ind., 2B, 133-138 J. Math-for-Ind., 2B, 133-138 J. Math-for-Ind., 2B, 133-138 2010/10 Refereed English Research paper(scientific journal) Disclose to all
Takao Hirayama, Kouji Yano Takao Hirayama, Kouji Yano Takao Hirayama, Kouji Yano Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups Stochastic Process. Appl., 120, 8, 1404-1423 Stochastic Process. Appl., 120, 8, 1404-1423 Stochastic Process. Appl., 120, 8, 1404-1423 2010/08 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Cameron-Martin formula for the sigma-finite measure unifying Brownian penalisations Cameron-Martin formula for the sigma-finite measure unifying Brownian penalisations Cameron-Martin formula for the sigma-finite measure unifying Brownian penalisations J. Funct. Anal., 258, 10, 3492-3516 J. Funct. Anal., 258, 10, 3492-3516 J. Funct. Anal., 258, 10, 3492-3516 2010/05/15 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part Potential Anal., 32, 4, 305-341 Potential Anal., 32, 4, 305-341 Potential Anal., 32, 4, 305-341 2010/05 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Two kinds of conditionings for stable Levy processes Two kinds of conditionings for stable Levy processes Two kinds of conditionings for stable Levy processes Probabilistic approach to geometry. Adv. Stud. Pure Math., 57, 493-503 Probabilistic approach to geometry. Adv. Stud. Pure Math., 57, 493-503 Probabilistic approach to geometry. Adv. Stud. Pure Math., 57, 493-503 2010/04/15 Refereed English Research paper(scientific journal) Disclose to all
Ryoki Fukushima, Atsushi Tanida, Kouji Yano Ryoki Fukushima, Atsushi Tanida, Kouji Yano Ryoki Fukushima, Atsushi Tanida, Kouji Yano Non-Markov property of certain eigenvalue processes analogous to Dyson's model Non-Markov property of certain eigenvalue processes analogous to Dyson's model Non-Markov property of certain eigenvalue processes analogous to Dyson's model Probabilistic approach to geometry. Adv. Stud. Pure Math., 57, 119-128 Probabilistic approach to geometry. Adv. Stud. Pure Math., 57, 119-128 Probabilistic approach to geometry. Adv. Stud. Pure Math., 57, 119-128 2010/04/01 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Yuko Yano, Marc Yor Kouji Yano, Yuko Yano, Marc Yor Kouji Yano, Yuko Yano, Marc Yor Penalising symmetric stable Levy paths Penalising symmetric stable Levy paths Penalising symmetric stable Levy paths J. Math. Soc. Japan, 61, 3, 757-798 J. Math. Soc. Japan, 61, 3, 757-798 J. Math. Soc. Japan, 61, 3, 757-798 2009/07 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Yuko Yano, Marc Yor Kouji Yano, Yuko Yano, Marc Yor Kouji Yano, Yuko Yano, Marc Yor On the laws of first hitting times of points for one-dimensional symmetric stable Levy processes On the laws of first hitting times of points for one-dimensional symmetric stable Levy processes On the laws of first hitting times of points for one-dimensional symmetric stable Levy processes Sem. Probab. XLII, 42, 187-227 Sem. Probab. XLII, 42, 187-227 Sem. Probab. XLII, 42, 187-227 2009/06 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line Bernoulli, 14, 4, 963-987 Bernoulli, 14, 4, 963-987 Bernoulli, 14, 4, 963-987 2008/11 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano, Yuko Yano Kouji Yano, Yuko Yano Kouji Yano, Yuko Yano Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions Statist. Probab. Lett., 78, 14, 2175-2180 Statist. Probab. Lett., 78, 14, 2175-2180 Statist. Probab. Lett., 78, 14, 2175-2180 2008/10 Refereed English Research paper(scientific journal) Disclose to all
Patrick J. Fitzsimmons, Kouji Yano Patrick J. Fitzsimmons, Kouji Yano Patrick J. Fitzsimmons, Kouji Yano Time change approach to generalized excursion measures, and its application to limit theorems Time change approach to generalized excursion measures, and its application to limit theorems Time change approach to generalized excursion measures, and its application to limit theorems J. Theoret. Probab., 21, 1, 246-265 J. Theoret. Probab., 21, 1, 246-265 J. Theoret. Probab., 21, 1, 246-265 2008/03/15 Refereed English Research paper(scientific journal) Disclose to all
Jiro Akahori, Chihiro Uenishi, Kouji Yano Jiro Akahori, Chihiro Uenishi, Kouji Yano Jiro Akahori, Chihiro Uenishi, Kouji Yano Stochastic equations on compact groups in discrete negative time Stochastic equations on compact groups in discrete negative time Stochastic equations on compact groups in discrete negative time Probab. Theory Rel. Fields, 140, 3, 569-593 Probab. Theory Rel. Fields, 140, 3, 569-593 Probab. Theory Rel. Fields, 140, 3, 569-593 2008/03/01 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano Excursion measure away from an exit boundary of one-dimensional diffusion processes Excursion measure away from an exit boundary of one-dimensional diffusion processes Excursion measure away from an exit boundary of one-dimensional diffusion processes Publ. RIMS, 42, 3, 837-878 Publ. RIMS, 42, 3, 837-878 Publ. RIMS, 42, 3, 837-878 2006 Refereed English Research paper(scientific journal) Disclose to all
Shinzo Watanabe, Kouji Yano, Yuko Yano Shinzo Watanabe, Kouji Yano, Yuko Yano Shinzo Watanabe, Kouji Yano, Yuko Yano A density formula for the law of time spent on the positive side of one-dimensional diffusion processes A density formula for the law of time spent on the positive side of one-dimensional diffusion processes A density formula for the law of time spent on the positive side of one-dimensional diffusion processes J. Math. Kyoto Univ., 45, 4, 781-806 J. Math. Kyoto Univ., 45, 4, 781-806 J. Math. Kyoto Univ., 45, 4, 781-806 2005 Refereed English Research paper(scientific journal) Disclose to all
Kouji Yano Kouji Yano Kouji Yano A generalization of the Buckdahn-Follmer formula for composite transformations denned by finite dimensional substitution A generalization of the Buckdahn-Follmer formula for composite transformations denned by finite dimensional substitution A generalization of the Buckdahn-Follmer formula for composite transformations denned by finite dimensional substitution J. Math. Kyoto Univ., 42, 4, 671-702 J. Math. Kyoto Univ., 42, 4, 671-702 J. Math. Kyoto Univ., 42, 4, 671-702 2003 Refereed English Research paper(scientific journal) Disclose to all

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Title language:
Misc
Author Author(Japanese) Author(English) Title Title(Japanese) Title(English) Bibliography Bibliography(Japanese) Bibliography(English) Publication date Refereed paper Language Publishing type Disclose
矢野孝次 矢野孝次 一次元拡散過程 一次元拡散過程 特集「伊藤清と確率論」, 数学セミナー2015年9月号, 20-25 特集「伊藤清と確率論」, 数学セミナー2015年9月号, 20-25 , 20-25 2015/09 Refereed Japanese Article, review, commentary, editorial, etc.(trade magazine, newspaper, online media) Disclose to all
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Conference Activities & Talks
Title Title(Japanese) Title(English) Conference Conference(Japanese) Conference(English) Promotor Promotor(Japanese) Promotor(English) Date Language Assortment Disclose
Arcsine law for a piecewise linear random map[Invited] Arcsine law for a piecewise linear random map [Invited] Arcsine law for a piecewise linear random map [Invited] Session "Ergodic Theory, Dynamical Systems, Fractals and Applications", CMS Summer Meeting Session "Ergodic Theory, Dynamical Systems, Fractals and Applications", CMS Summer Meeting Session "Ergodic Theory, Dynamical Systems, Fractals and Applications", CMS Summer Meeting 2021/06/08 English Oral presentation(invited, special) Disclose to all
The third noise problems for action evolution with infinite past[Invited] The third noise problems for action evolution with infinite past [Invited] The third noise problems for action evolution with infinite past [Invited] Research on the Theory of Random Dynamical Systems and Fractal Geometry Research on the Theory of Random Dynamical Systems and Fractal Geometry Research on the Theory of Random Dynamical Systems and Fractal Geometry 2019/08/29 English Oral presentation(invited, special) Disclose to all
The third noise problems for action evolution with infinite past[Invited] The third noise problems for action evolution with infinite past [Invited] The third noise problems for action evolution with infinite past [Invited] Interactions between commutative and non-commutative probability Interactions between commutative and non-commutative probability Interactions between commutative and non-commutative probability 2019/08/21 English Oral presentation(invited, special) Disclose to all
Generalized arcsine laws for null recurrent diffusions and for infinite ergodic transformations[Invited] Generalized arcsine laws for null recurrent diffusions and for infinite ergodic transformations [Invited] Generalized arcsine laws for null recurrent diffusions and for infinite ergodic transformations [Invited] Second Interdisciplinary and Research Alumni Symposium Second Interdisciplinary and Research Alumni Symposium Second Interdisciplinary and Research Alumni Symposium 2018/09/05 English Oral presentation(invited, special) Disclose to all
Generalization of refracted Levy processes and its application to exit problems[Invited] Generalization of refracted Levy processes and its application to exit problems [Invited] 8th International Conference on Levy Processes 8th International Conference on Levy Processes 2016/07/26 English Oral presentation(invited, special) Disclose to all
On discrete-time Tsirelson equations[Invited] On discrete-time Tsirelson equations [Invited] Brownian Motion and Stochastic Processes --- Conference in memory of Marc Yor --- Brownian Motion and Stochastic Processes --- Conference in memory of Marc Yor --- 2016/06/04 English Oral presentation(invited, special) Disclose to all
Several limit theorems for Markov processes via convergence of excursions[Invited] Several limit theorems for Markov processes via convergence of excursions [Invited] Stochastic Analysis Stochastic Analysis 2015/09/10 English Oral presentation(invited, special) Disclose to all
Local time penalizations with various clocks for one-dimensional diffusions[Invited] Local time penalizations with various clocks for one-dimensional diffusions [Invited] Summer School on Dirichlet Forms and Stochastic Analysis Summer School on Dirichlet Forms and Stochastic Analysis 2015/08/27 English Oral presentation(invited, special) Disclose to all
Functional limit theorems for processes pieced together from excursions[Invited] Functional limit theorems for processes pieced together from excursions [Invited] Dirichlet Forms and Applications: German-Japanese Open Meeting on Stochastic Analysis Dirichlet Forms and Applications: German-Japanese Open Meeting on Stochastic Analysis 2013/09/10 English Oral presentation(invited, special) Disclose to all
Excursion theoryとその応用(サーベイ講演)[Invited] Excursion theoryとその応用(サーベイ講演) [Invited] 確率論シンポジウム 確率論シンポジウム 2011/12/19 Japanese Oral presentation(invited, special) Disclose to all
On universal sigma-finite measures for penalisations by multiplicative weights[Invited] On universal sigma-finite measures for penalisations by multiplicative weights [Invited] 5th International Conference on Stochastic Analysis and Its Applications 5th International Conference on Stochastic Analysis and Its Applications 2011/09/05 English Oral presentation(invited, special) Disclose to all
Extremality of excursion measure and of sigma-finite measure unifying penalisations[Invited] Extremality of excursion measure and of sigma-finite measure unifying penalisations [Invited] 34th Conference on Stochastic Processes and their Applications 34th Conference on Stochastic Processes and their Applications 2010/09/07 English Oral presentation(invited, special) Disclose to all
Penalising stable Levy paths[Invited] Penalising stable Levy paths [Invited] 4th International Conference on Stochastic Analysis and its Applications 4th International Conference on Stochastic Analysis and its Applications 2010/09/03 English Oral presentation(invited, special) Disclose to all
Stochastic equations indexed by negative integers and taking values in compact groups[Invited] Stochastic equations indexed by negative integers and taking values in compact groups [Invited] Mathematical Finance and Related Topics in Economics and Engineering Mathematical Finance and Related Topics in Economics and Engineering 2009/08/15 English Oral presentation(invited, special) Disclose to all
Penalisation of symmetric stable Levy paths with Feynman Kac weights[Invited] Penalisation of symmetric stable Levy paths with Feynman Kac weights [Invited] Markov Processes and applications Markov Processes and applications 2008/10/18 English Oral presentation(invited, special) Disclose to all
Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part[Invited] Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part [Invited] Stochastic Analysis and Applications Stochastic Analysis and Applications 2008/09/11 English Oral presentation(invited, special) Disclose to all
Random time evolution with remote past[Invited] Random time evolution with remote past [Invited] Stochastic Processes and Applications to Mathematical Finance Stochastic Processes and Applications to Mathematical Finance 2007/02/26 English Oral presentation(invited, special) Disclose to all
Generalized excursion measure for one-dimensional diffusion processes[Invited] Generalized excursion measure for one-dimensional diffusion processes [Invited] Probability Theory and Related Topics --- Oidemase Yamaguchi Symposium --- Probability Theory and Related Topics --- Oidemase Yamaguchi Symposium --- 2006/11/13 English Oral presentation(invited, special) Disclose to all
一次元拡散過程のexcursionと極限定理[Invited] 一次元拡散過程のexcursionと極限定理 [Invited] 日本数学会秋季総合分科会 統計数学分科会 特別講演 日本数学会秋季総合分科会 統計数学分科会 特別講演 2006/09 Japanese Oral presentation(invited, special) Disclose to all
Excursion measure away from an exit boundary of one-dimensional diffusion processes[Invited] Excursion measure away from an exit boundary of one-dimensional diffusion processes [Invited] Stochastic Analysis for Markov processes and its applications Stochastic Analysis for Markov processes and its applications 2006/02/24 English Oral presentation(invited, special) Disclose to all
A generalization of the Buckdahn-Follmer formula[Invited] A generalization of the Buckdahn-Follmer formula [Invited] Stochastic Processes and Their Applications Stochastic Processes and Their Applications 2002/05/31 English Oral presentation(invited, special) Disclose to all

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Title language:
Awards
Title(Japanese) Title(English) Organization name(Japanese) Organization name(English) Date
日本数学会賞建部賢弘賞特別賞 Takebe Prize by the MSJ 日本数学会 Mathematical Society of Japan 2008/09/00
科学技術分野の文部科学大臣表彰若手科学者賞 Young Scientists' Prize of the Commendation for Science and Technology by the MEXT 文部科学省 Ministry of Education, Culture, Sports, Science and Technology 2010/04/00
Study / Research groups you organized
Group name Organization name Date
Perspectives of Nonlinear Phenomena in Random and Non-autonomous Dynamics (佐藤譲(北海道大学)・角大輝(京都大学)と共催) 2017/09/28
RIMS共同研究(公開型)ランダム力学系理論の総合的研究 (佐藤譲(北海道大学)・角大輝(京都大学)と共催) 2017/09/25
Workshop on interactions between commutative and noncommutative probability (長谷部高広(北海道大学)・佐久間紀佳(愛知教育大学)と共催) 2017/07/26
Kyoto Dynamics Days: Random Dynamical Systems Theory and Its Applications (國府寛司(京都大学)・佐藤譲(北海道大学)・角大輝(京都大学)と共催) 2017/04/24
Seminars related to Levy processes 2017/02/14
確率論シンポジウム(福山克司氏(神戸大学),矢野裕子(立命館大学),福島竜輝氏(京都大学),中島誠氏(名古屋大学)と共催) 2016/12/19
Brownian Motion and Stochastic Processes (local organizer) 2016/06/03
ランダム力学系理論とその応用(佐藤譲(北海道大学)・角大輝(大阪大学)と共催) 2015/09/27
Stochastic Analysis (local organizer) 2015/09/07
Workshop on interactions between commutative and noncommutative probability (長谷部高広(北海道大学)・佐久間紀佳(愛知教育大学)と共催) 2015/08/05
ワークショップ「確率論早春セミナー」(矢野裕子(京都産業大学)と共催) 2014/03/07
ランダム力学系理論とその応用(角大輝(大阪大学)・佐藤譲(北海道大学)と共催) 2014/02/19
マルコフ過程と確率解析(上村稔大(関西大学)・塩沢裕一(岡山大学)と共催) 2013/01/11
確率論ヤングサマーセミナー(矢野裕子(立命館大学)と共催) 2009/08/18

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External funds: competitive funds and Grants-in-Aid for Scientific Research (Kakenhi)
Type Position Title(Japanese) Title(English) Period
挑戦的研究(萌芽) Representative 確率過程論的アプローチによるランダム力学系の理論研究 Theoretical study of random dynamical systems through the approach of stochastic processes 2019/06/28-2022/03/31
基盤研究(B) Representative 拡散過程とレヴィ過程およびその変型過程に関する極限定理とその応用 Limit theorems for diffusions, Levy processes and their variants with their applications 2019/04/01-2023/03/31
若手研究(B) Representative 周遊理論の基礎理論の発展と新しい応用への展開 Progress of fundamentals of excursion theory and development of its novel applications 2014/04/01-2018/03/31
若手研究(B) Representative マルコフ過程のエクスカーション理論の新展開 New developments for excursion theory of Markov processes 2008/04/01-2012/03/31
特別研究員奨励費 Representative マルコフ過程の特異性を持つ変換,汎関数および遠足の研究 Study on singular transformations, functionals and excursions of Markov processes 2007/04/01-2008/03/31
External funds: other than those above
System Main person Title(Japanese) Title(English) Period
二国間交流事業 メキシコとのオープンパートナーシップ共同研究 (日本側) 矢野孝次 (メキシコ側) Octavio Arizmendi 古典確率論と自由確率論の観点からの無限分解可能分布及びレヴィ過程の研究 Research on Infinitely Divisible Distributions and Levy Processes from the Viewpoints of Classical and Free Probability Theories 2020/04/01-2022/03/31
二国間交流事業・フランスとの共同研究(MAEDI)<SAKURAプログラム> 矢野孝次・Thomas Simon レヴィ過程とその変形に対する分布の性質および標本路の挙動の研究 Studies of distributional properties and sample path behaviors related to Levy processes and their variants 2016/04/01-2018/03/31
稲盛財団研究助成 矢野孝次 マルコフ連鎖の流れおよび情報系の理論の展開とその応用 Developments and applications of the theory of flows and informations for Markov chains 2012/04/01-2014/03/31
Teaching subject(s)
Name(Japanese) Name(English) Term Department Period
微分積分学B[理学部] Calculus B 後期 全学共通科目 2011/04-2012/03
解析学特論C Advanced Analysis I 前期 理学研究科 2011/04-2012/03
解析学特論I Topics in Analysis C 前期 理学部 2011/04-2012/03
数学特殊研究BI 通年 理学研究科 2011/04-2012/03
数学特殊研究BII 通年 理学研究科 2011/04-2012/03
数学基盤研究 解析学A Seminar on Analysis A 前期 理学研究科 2011/04-2012/03
数学基盤研究 解析学B Seminar on Analysis B 後期 理学研究科 2011/04-2012/03
微分積分学A Calculus A 前期 全学共通科目 2012/04-2013/03
微分積分学B Calculus B 後期 全学共通科目 2012/04-2013/03
数学基盤研究 解析学C Seminar on Analysis C 前期 理学研究科 2012/04-2013/03
数学基盤研究 解析学D Seminar on Analysis D 後期 理学研究科 2012/04-2013/03
確率論数学先端研究D Seminar on Probability Theory D 後期 理学研究科 2012/04-2013/03
解析学演義I Exercises in Analysis I 前期 理学部 2013/04-2014/03
解析学特論II Advanced Analysis II 後期 理学部 2013/04-2014/03
確率論 Probability Theory 前期 理学部 2013/04-2014/03
コルモゴロフ「確率論の基礎概念」を読む Foundations of the Theory of Probability 前期 全学共通科目 2013/04-2014/03
基礎数学からの展開B Development of Mathematics - from basic to advanced B 後期 理学部 2014/04-2015/03
確率論数学先端研究A Seminar on Probability Theory A 前期 理学研究科 2014/04-2015/03
確率論数学先端研究B Seminar on Probability Theory B 後期 理学研究科 2014/04-2015/03
確率論数学先端研究C Seminar on Probability Theory C 前期 理学研究科 2014/04-2015/03
確率論数学先端研究D Seminar on Probability Theory D 後期 理学研究科 2014/04-2015/03
数学基盤研究 解析学A Seminar on Analysis A 前期 理学研究科 2014/04-2015/03
数学基盤研究 解析学B Seminar on Analysis B 後期 理学研究科 2014/04-2015/03
コルモゴロフ「確率論の基礎概念」を読む Foundations of the Theory of Probability 前期 全学共通科目 2014/04-2015/03
微分積分学(講義・演義)A Calculus with Exercises A 前期 全学共通科目 2015/04-2016/03
微分積分学(講義・演義)B Calculus with Exercises B 後期 全学共通科目 2015/04-2016/03
数学基盤研究 解析学C Seminar on Analysis C 前期 理学研究科 2015/04-2016/03
数学基盤研究 解析学D Seminar on Analysis D 後期 理学研究科 2015/04-2016/03
コルモゴロフ「確率論の基礎概念」を読む Foundations of the Theory of Probability 前期 全学共通科目 2015/04-2016/03
確率論数学先端研究A Seminar on Probability Theory A 前期 理学研究科 2015/04-2016/03
確率論数学先端研究B Seminar on Probability Theory B 後期 理学研究科 2015/04-2016/03
確率論数学先端研究C Seminar on Probability Theory C 前期 理学研究科 2015/04-2016/03
確率論数学先端研究D Seminar on Probability Theory D 後期 理学研究科 2015/04-2016/03
解析学特論I Advanced Analysis I 前期 理学部 2015/04-2016/03
解析学特論C Topics in Analysis C 前期 理学研究科 2015/04-2016/03
数学講究 Mathematics seminary 通年 理学部 2016/04-2017/03
確率論 Probability Theory 前期 理学研究科 2016/04-2017/03
確率論 Probability Theory 前期 理学部 2016/04-2017/03
確率論基礎 Elementary Probability 前期 全学共通科目 2016/04-2017/03
確率論数学先端研究A Seminar on Probability Theory A 前期 理学研究科 2016/04-2017/03
確率論数学先端研究B Seminar on Probability Theory B 後期 理学研究科 2016/04-2017/03
確率論数学先端研究C Seminar on Probability Theory C 前期 理学研究科 2016/04-2017/03
確率論数学先端研究D Seminar on Probability Theory D 後期 理学研究科 2016/04-2017/03
数学先端研究 確率論A Seminar on Probability Theory A 前期 理学研究科 2017/04-2018/03
数学先端研究 確率論B Seminar on Probability Theory B 後期 理学研究科 2017/04-2018/03
数学先端研究 確率論C  Seminar on Probability Theory C 前期 理学研究科 2017/04-2018/03
数学先端研究 確率論D  Seminar on Probability Theory D 後期 理学研究科 2017/04-2018/03
数学基盤研究 解析学A Seminar on Analysis A 前期 理学研究科 2017/04-2018/03
数学基盤研究 解析学B Seminar on Analysis B 後期 理学研究科 2017/04-2018/03
解析学I Analysis I 前期 理学部 2017/04-2018/03
微分積分学(講義・演義)A Calculus with Exercises A 前期 全学共通科目 2018/04-2019/03
微分積分学(講義・演義)B Calculus with Exercises B 後期 全学共通科目 2018/04-2019/03
数学先端研究 確率論a Seminar on Probability Theory a 前期 理学研究科 2018/04-2019/03
数学先端研究 確率論b Seminar on Probability Theory b 後期 理学研究科 2018/04-2019/03
数学先端研究 確率論c Seminar on Probability Theory c 前期 理学研究科 2018/04-2019/03
数学先端研究 確率論d Seminar on Probability Theory d 後期 理学研究科 2018/04-2019/03
確率論基礎 Elementary Probability 前期 全学共通科目 2018/04-2019/03
微分積分学(講義・演義)A Calculus with Exercises A 前期 全学共通科目 2019/04-2020/03
微分積分学(講義・演義)B Calculus with Exercises B 後期 全学共通科目 2019/04-2020/03
数学先端研究 確率論a Seminar on Probability Theory a 前期 理学研究科 2019/04-2020/03
数学先端研究 確率論b Seminar on Probability Theory b 後期 理学研究科 2019/04-2020/03
数学先端研究 確率論c Seminar on Probability Theory c 前期 理学研究科 2019/04-2020/03
数学先端研究 確率論d Seminar on Probability Theory d 後期 理学研究科 2019/04-2020/03
確率論基礎 Elementary Probability 前期 全学共通科目 2019/04-2020/03
解析学演義I Exercises in Analysis I 前期 理学部 2019/04-2020/03
数学先端研究 確率論a Seminar on Probability Theory a 前期 理学研究科 2020/04-2021/03
数学先端研究 確率論b Seminar on Probability Theory b 後期 理学研究科 2020/04-2021/03
数学先端研究 確率論c Seminar on Probability Theory c 前期 理学研究科 2020/04-2021/03
数学先端研究 確率論d Seminar on Probability Theory d 後期 理学研究科 2020/04-2021/03
数理科学課題研究 Special study course (Mathematical Science) 通年 理学部 2020/04-2021/03
数理統計 Mathematical Statistics 後期 全学共通科目 2020/04-2021/03
確率論基礎 Elementary Probability 前期 全学共通科目 2020/04-2021/03
微分積分学(講義・演義)A Calculus with Exercises A 前期 全学共通科目 2021/04-2022/03
数学先端研究 確率論a Seminar on Probability Theory a 前期 理学研究科 2021/04-2022/03
数学先端研究 確率論b Seminar on Probability Theory b 後期 理学研究科 2021/04-2022/03
数学先端研究 確率論c Seminar on Probability Theory c 前期 理学研究科 2021/04-2022/03
数学先端研究 確率論d Seminar on Probability Theory d 後期 理学研究科 2021/04-2022/03
数学基盤研究 解析学a Seminar on Analysis a 前期 理学研究科 2021/04-2022/03
数学基盤研究 解析学b Seminar on Analysis b 後期 理学研究科 2021/04-2022/03
数理統計 Mathematical Statistics 後期 全学共通科目 2021/04-2022/03
確率論基礎 Elementary Probability 前期 全学共通科目 2021/04-2022/03

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Participation in PhD Defense
Acquirer Title Position Date
鈴木 康平 Convergence of stochastic processes on varying metric spaces(変化する距離空間上の確率過程の収束) 2016/03/23
野場 啓 Generalized scale functions and refracted processes(一般化スケール関数と屈折過程) 2019/03/25
世良 透 Functional limit theorem for occupation time processes of intermittent maps(間欠写像の滞在時間過程に対する関数型極限定理) Chief 2020/11/24
濱口 雄史 Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems(拡張型後退確率ヴォルテラ積分方程式と時間非整合な再帰的確率制御問題への応用) Sub 2021/03/23
Participation in PhD Defenses (other than KU)
Acquirer Title University Country Position Date
塚田 大史 Local time and Tanaka formula for Levy processes 大阪市立大学 日本 Sub 2018/02/02
Faculty management (title, position)
Title Period
京都大学男女共同参画推進センター・ワーキンググループ事業推進員 (育児・介護支援事業WG主査) 2018/04/01-2020/09/30
理学研究科図書・出版委員会委員 2021/04/01-2022/03/31
Academic organizations (administrative history with title(s), position(s), etc.)
Organization name(Japanese) Organization name(English) Title(Japanese) Title(English) Period
日本数学会 社会連携協議会 委員 2019/07/01-2021/06/30
Academic organizations (editor, editing team)
Organization name(Japanese) Organization name(English) Journal name(Japanese) Journal name(English) Title Period
日本数学会 ‘数学’編集委員会 非常任編集委員 2017/07/01-2021/06/30