Researcher Information - MATSUMOTO Hiroyuki |

MATSUMOTO Hiroyuki

Department / Course

Aoyama Gakuin University College of Science and Engineering Department of Mathematical Sciences

Job Professor

Book and thesis
1.	Books	Stochastic Analysis (Co-authored) 2017
2.	Papers	Brownian hitting to spheres J. Math. Soc. Japan 76 (4),pp.1307-1319 (Co-authored) 2024
3.	Papers	Joint distribution of the hitting time and site for Ornstein-Uhlenbeck process Electron. Commun. Probab. 29 (Co-authored) 2024
4.	Papers	Laplacian and Brownian motion on positive definite matrices, revisited Statist. Probab. Lett. (Co-authored) 2023
5.	Papers	On the zeros of the Macdonald functions Opuscula Math. (Co-authored) 2019
6.	Papers	A formula for the expected volume of the Wiener sausage with constant drift Forum Math. 29 (2),pp.369-381 (Co-authored) 2018
7.	Papers	Further studies on square-root boundaries for Bessel processes Electr. Commnu. Probab. 23 (39),pp.1-9 (Co-authored) 2018
8.	Papers	Precise Asymptotic Formulae for the First Hitting Times of Bessel Processes Tokyo J. Math. 41 (2),pp.603-615 (Co-authored) 2018
9.	Papers	Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions J. Math. Soc. Japan 68 (4),pp.1615-1653 (Co-authored) 2016
10.	Papers	Hitting times to spheres of Brownian motions with and without drifts Proc. Amer. Math. Soc. 144 (12),pp.5385-5396 (Co-authored) 2016
11.	Papers	The Kolmogorov operator and classical mechanics Lecture Notes in Mathematics,pp.497 - 504 (Co-authored) 2015