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Asymptotic analysis for interactive oscillators of the van der Pol typeNarita, Kiyomasa · Advances in Applied Probability · 1987
Large deviation principle for diffusion processesNarita, Kiyomasa · Tsukuba Journal of Mathematics · 1988
Nonexplosion Criteria for Solutions of SDE with Fractional Brownian MotionNarita, Kiyomasa · Stochastic Analysis and Applications · 2007
Asymptotic Behavior of Velocity Process in the Smoluchowski-Kramers Approximation for Stochastic Differential EquationsKiyomasa Narita · Advances in Applied Probability · 1991
The Smoluchowski–Kramers approximation for the stochastic Liénard equation by mean-fieldNarita, Kiyomasa · Advances in Applied Probability · 1991
The Smoluchowski-Kramers Approximation for the Stochastic Liénard Equation with Mean-FieldKiyomasa Narita · Advances in Applied Probability · 1991
On Random RotationsP. H. Roberts and D. E. Winch · Advances in Applied Probability · 1984
Homecomings of Markov ProcessesJ. F. C. Kingman · Advances in Applied Probability · 1973
Optimal Stopping Problems for Brownian MotionJohn Bather · Advances in Applied Probability · 1970
Student ProcessesC. C. Heyde and N. N. Leonenko · Advances in Applied Probability · 2005
Dynamic Programming and Gambling ModelsSheldon M. Ross · Advances in Applied Probability · 1974
Further Monotonicity Properties of Renewal ProcessesMasaaki Kijima · Advances in Applied Probability · 1992
Coefficients of Ergodicity: Structure and ApplicationsE. Seneta · Advances in Applied Probability · 1979
Cumulative Shock ModelsAllan Gut · Advances in Applied Probability · 1990