Masahiro Handa, Noriyoshi Sakuma, Ryoichi Suzuki. A Girsanov transformed Clark-Ocone-Haussmann type formula for $$L^1$$-pure jump additive processes and its application to portfolio optimization. Annals of Finance. 2024
Takahiro Hasebe, Kei Noba, Noriyoshi Sakuma, Yuki Ueda. On Boolean selfdecomposable distributions. Studia Mathematica. 2024. 274. 2. 129-151
Ikkei Hotta, Wojciech Młotkowski, Noriyoshi Sakuma, Yuki Ueda. On freely quasi-infinitely divisible distributions. Latin American Journal of Probability and Mathematical Statistics. 2023. XX. 2. 941-971
Makoto Maejima, Noriyoshi Sakuma. Rates of convergence in the free central limit theorem. Statistics & Probability Letters. 2023. 197
Noriyoshi Sakuma, Ryoichi Suzuki. A modified Φ-Sobolev inequality for canonical Lévy processes and its applications. Modern Stochastics: Theory and Applications. 2023. 1-29
A modified logarithmic Sobolev inequality for canonical Lévy processes. The Institute of Statistical Mathematics Cooperative Research Report. 2018. 402. 77-91