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Author ID: kunita.hiroshi Recent zbMATH articles by "Kunita, Hiroshi"
Published as: Kunita, Hiroshi; Kunita, H.

Publications by Year

Citations contained in zbMATH Open

77 Publications have been cited 1,769 times in 1,489 Documents Cited by Year
Stochastic flows and stochastic differential equations. Zbl 0743.60052
Kunita, Hiroshi
476
1990
On square integrable martingales. Zbl 0167.46602
Kunita, H.; Watanabe, S.
159
1967
Stochastic flows and stochastic differential equations. Zbl 0865.60043
Kunita, Hiroshi
113
1997
Stochastic differential equations and stochastic flows of diffeomorphisms. Zbl 0554.60066
Kunita, H.
92
1984
Stochastic differential equations based on Lévy processes and stochastic flows of diffeomorphisms. Zbl 1082.60052
Kunita, Hiroshi
75
2004
Stochastic differential equations for the non linear filtering problem. Zbl 0242.93051
Fujisaki, Masatoshi; Kallianpur, Gopinath; Kunita, Hiroshi
74
1972
Itô’s stochastic calculus: its surprising power for applications. Zbl 1202.60079
Kunita, Hiroshi
64
2010
A classification of the second order degenerate elliptic operators and its probabilistic characterization. Zbl 0326.60097
Ichihara, Kanji; Kunita, Hiroshi
57
1974
Markov processes and Martin boundaries. I. Zbl 0147.16505
Kunita, H.; Watanabe, T.
54
1965
Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps. Zbl 1107.60028
Ishikawa, Yasushi; Kunita, Hiroshi
36
2006
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group. Zbl 0575.60065
Fujiwara, Tsukasa; Kunita, Hiroshi
35
1985
Stochastic integrals based on martingales taking values in Hilbert space. Zbl 0234.60071
Kunita, Hiroshi
29
1970
Stochastic flows acting on Schwartz distributions. Zbl 0818.60044
Kunita, H.
28
1994
Absolute continuity of Markov processes and generators. Zbl 0186.51203
Kunita, H.
27
1969
On backward stochastic differential equations. Zbl 0533.60073
Kunita, Hiroshi
27
1982
Stochastic differential equations and stochastic flows of diffeomorphisms. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1097 (1984), 1362 (1988), 1427 (1990) and 1738 (2004). Zbl 1320.60126
Kunita, Hiroshi
26
2013
Asymptotic behavior of the nonlinear filtering errors of Markov processes. Zbl 0245.93027
Kunita, Hiroshi
24
1971
Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056
Kunita, H.
22
1994
Lévy flows on manifolds and Lévy processes on Lie groups. Zbl 0804.58057
Applebaum, David; Kunita, Hiroshi
22
1993
General boundary conditions for multi-dimensional diffusion processes. Zbl 0204.41502
Kunita, H.
20
1970
Notes on transformations of Markov processes connected with multiplicative functionals. Zbl 0144.40203
Kunita, H.; Watanabe, T.
17
1963
On the decomposition of solutions of stochastic differential equations. Zbl 0474.60046
Kunita, Hiroshi
15
1981
Stochastic partial differential equations connected with non-linear filtering. Zbl 0527.60067
Kunita, Hiroshi
15
1982
Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory. Zbl 0482.93067
Kunita, Hiroshi
12
1981
Supplements and corrections to the paper: A classification of the second order degenerate elliptic operators and its probabilistic characterization. Zbl 0382.60069
Ichihara, Kanji; Kunita, Hiroshi
12
1977
Representation of martingales with jumps and applications to mathematical finance. Zbl 1059.60059
Kunita, Hiroshi
11
2004
Stochastic differential equations with jumps and stochastic flows of diffeomorphisms. Zbl 0899.60048
Kunita, Hiroshi
11
1996
Canonical SDE’s based on semimartingales with spatial parameters. I: Stochastic flows of diffeomorphisms. Zbl 0951.60075
Fujiwara, Tsukasa; Kunita, Hiroshi
10
1999
On certain reversed processes and their applications to potential theory and boundary theory. Zbl 0192.25102
Kunita, H.; Watanabe, T.
10
1966
Stochastic flows and jump-diffusions. Zbl 1447.60002
Kunita, Hiroshi
10
2019
Sub-Markov semi-groups in Banach lattices. Zbl 0193.42402
Kunita, H.
9
1970
On the controllability of nonlinear systems with applications to polynomial systems. Zbl 0406.93011
Kunita, Hiroshi
9
1979
On the representation of solutions of stochastic differential equations. Zbl 0438.60047
Kunita, Hiroshi
9
1980
Densities of a measure-valued process governed by a stochastic partial differential equation. Zbl 0474.93074
Kunita, Hiroshi
9
1981
Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh. Zbl 0625.60073
Kunita, H.
8
1986
Some extensions of Ito’s formula. Zbl 0471.60061
Kunita, Hiroshi
8
1981
Markov processes and Martin boundaries. Zbl 0114.33603
Kunita, H.; Watanabe, T.
7
1963
Ergodic properties of nonlinear filtering processes. Zbl 0742.60062
Kunita, Hiroshi
7
1991
Supports of diffusion processes and controllability problems. Zbl 0409.60063
Kunita, Hiroshi
7
1978
Absolute continuity of Markov processes. Zbl 0438.60033
Kunita, Hiroshi
7
1976
Some theorems concerning resolvents over locally compact spaces. Zbl 0221.60044
Kunita, H.; Watanabe, T.
6
1967
Smooth density of canonical stochastic differential equation with jumps. Zbl 1206.60056
Kunita, Hiroshi
6
2009
Nondegenerate SDEs with jumps and their hypoelliptic properties. Zbl 1283.60084
Kunita, Hiroshi
6
2013
Nonlinear filtering problems. II: Associated equations. Zbl 1223.93114
Kunita, H.
6
2011
A limit theorem for stochastic partial differential equations. Zbl 0637.60075
Kunita, Hiroshi
5
1988
Stochastic differential equations and stochastic flows of homeomorphisms. Zbl 0555.60039
Kunita, Hiroshi
5
1984
First order stochastic partial differential equations. Zbl 0545.60061
Kunita, Hiroshi
5
1984
Analyticity and injectivity of convolution semigroups on Lie groups. Zbl 0957.60008
Kunita, Hiroshi
4
1999
Stable Lévy processes on nilpotent Lie groups. Zbl 0814.60003
Kunita, H.
4
1994
Stochastic flows and stochastic partial differential equations. Zbl 0672.60066
Kunita, Hiroshi
4
1987
Smooth density and its short time estimate for jump process determined by SDE. Zbl 1405.60127
Ishikawa, Yasushi; Kunita, Hiroshi; Tsuchiya, Masaaki
4
2018
Canonical SDE’s based on semimartingales with spatial parameters. II: Inverse flows and backward SDE’s. Zbl 0951.60076
Fujiwara, Tsukasa; Kunita, Hiroshi
3
1999
Invariant measures for Lévy flows of diffeomorphisms. Zbl 0969.58010
Applebaum, David; Kunita, Hiroshi
3
2000
Asymptotic self-similarity and short time asymptotics of stochastic flows. Zbl 0890.60007
Kunita, Hiroshi
3
1997
Convergence of stochastic flows connected with stochastic ordinary differential equations. Zbl 0612.60051
Kunita, Hiroshi
3
1986
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group. Zbl 0614.60056
Kunita, Hiroshi
3
1986
On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms. Zbl 0549.60032
Kunita, Hiroshi
3
1984
Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō’s SDE with jumps. Zbl 1271.60064
Kunita, Hiroshi
3
2011
Canonical stochastic differential equations based on Lévy processes and their supports. Zbl 0937.60058
Kunita, Hiroshi
2
1999
Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Zbl 0852.00016
2
1996
Some problems concerning Lévy processes on Lie groups. Zbl 0829.60063
Kunita, Hiroshi
2
1995
Random positive semigroups and their random infinitesimal generators. Zbl 0935.60043
Kifer, Yuri; Kunita, Hiroshi
2
1996
Stochastic flows with self-similar properties. Zbl 0921.60052
Kunita, Hiroshi
2
1996
Infinitesimal generators of nonhomogeneous convolution semigroups on Lie groups. Zbl 0876.60003
Kunita, Hiroshi
2
1997
Stochastic processes with independent increments on a Lie group and their selfsimilar properties. Zbl 0897.60006
Kunita, Hiroshi
2
1997
Limits on random measures and stochastic difference equations related to mixing array of random variables. Zbl 0756.60044
Kunita, H.
2
1991
Limit theorems for stochastic difference-differential equations. Zbl 0760.60034
Fujiwara, Tsukasa; Kunita, Hiroshi
2
1992
Non linear filtering for the system with general noise. Zbl 0429.93060
Kunita, Hiroshi
2
1979
Variational equality and portfolio optimization for price processes with jumps. Zbl 1191.91056
Kunita, Hiroshi
2
2004
Central limit theorems on random measures and stochastic difference equations. Zbl 0816.60019
Kunita, Hiroshi
1
1991
Convolution semigroups of stable distributions over a nilpotent Lie group. Zbl 0824.60007
Kunita, Hiroshi
1
1994
Note on Dynkin’s \((\alpha, \xi)\)-subprocess of standard Markov process. Zbl 0201.50403
Kunita, H.
1
1967
Tightness of probability measures in D([0,T];C) and D([0,T];D). Zbl 0606.60007
Kunita, Hiroshi
1
1986
Stochastic differential geometry at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1097 (1984), 1362 (1988), 1427 (1990) and 1738 (2004). Zbl 1320.60006
Ancona, Alano; Elworthy, K. David; Emery, Michel; Kunita, Hiroshi
1
2013
Applications of Martin boundaries to instantaneous return Markov processes over a denumerable space. Zbl 0119.34703
Kunita, H.
1
1962
Nonlinear filtering problems. I: Bayes formulas and innovations. Zbl 1223.93113
Kunita, H.
1
2011
Chain rules for Lévy flows and Kolmogorov equations for associated jump-diffusions. Zbl 1267.60095
Kunita, Hiroshi
1
2012
Stochastic flows and jump-diffusions. Zbl 1447.60002
Kunita, Hiroshi
10
2019
Smooth density and its short time estimate for jump process determined by SDE. Zbl 1405.60127
Ishikawa, Yasushi; Kunita, Hiroshi; Tsuchiya, Masaaki
4
2018
Stochastic differential equations and stochastic flows of diffeomorphisms. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1097 (1984), 1362 (1988), 1427 (1990) and 1738 (2004). Zbl 1320.60126
Kunita, Hiroshi
26
2013
Nondegenerate SDEs with jumps and their hypoelliptic properties. Zbl 1283.60084
Kunita, Hiroshi
6
2013
Stochastic differential geometry at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1097 (1984), 1362 (1988), 1427 (1990) and 1738 (2004). Zbl 1320.60006
Ancona, Alano; Elworthy, K. David; Emery, Michel; Kunita, Hiroshi
1
2013
Chain rules for Lévy flows and Kolmogorov equations for associated jump-diffusions. Zbl 1267.60095
Kunita, Hiroshi
1
2012
Nonlinear filtering problems. II: Associated equations. Zbl 1223.93114
Kunita, H.
6
2011
Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō’s SDE with jumps. Zbl 1271.60064
Kunita, Hiroshi
3
2011
Nonlinear filtering problems. I: Bayes formulas and innovations. Zbl 1223.93113
Kunita, H.
1
2011
Itô’s stochastic calculus: its surprising power for applications. Zbl 1202.60079
Kunita, Hiroshi
64
2010
Smooth density of canonical stochastic differential equation with jumps. Zbl 1206.60056
Kunita, Hiroshi
6
2009
Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps. Zbl 1107.60028
Ishikawa, Yasushi; Kunita, Hiroshi
36
2006
Stochastic differential equations based on Lévy processes and stochastic flows of diffeomorphisms. Zbl 1082.60052
Kunita, Hiroshi
75
2004
Representation of martingales with jumps and applications to mathematical finance. Zbl 1059.60059
Kunita, Hiroshi
11
2004
Variational equality and portfolio optimization for price processes with jumps. Zbl 1191.91056
Kunita, Hiroshi
2
2004
Invariant measures for Lévy flows of diffeomorphisms. Zbl 0969.58010
Applebaum, David; Kunita, Hiroshi
3
2000
Canonical SDE’s based on semimartingales with spatial parameters. I: Stochastic flows of diffeomorphisms. Zbl 0951.60075
Fujiwara, Tsukasa; Kunita, Hiroshi
10
1999
Analyticity and injectivity of convolution semigroups on Lie groups. Zbl 0957.60008
Kunita, Hiroshi
4
1999
Canonical SDE’s based on semimartingales with spatial parameters. II: Inverse flows and backward SDE’s. Zbl 0951.60076
Fujiwara, Tsukasa; Kunita, Hiroshi
3
1999
Canonical stochastic differential equations based on Lévy processes and their supports. Zbl 0937.60058
Kunita, Hiroshi
2
1999
Stochastic flows and stochastic differential equations. Zbl 0865.60043
Kunita, Hiroshi
113
1997
Asymptotic self-similarity and short time asymptotics of stochastic flows. Zbl 0890.60007
Kunita, Hiroshi
3
1997
Infinitesimal generators of nonhomogeneous convolution semigroups on Lie groups. Zbl 0876.60003
Kunita, Hiroshi
2
1997
Stochastic processes with independent increments on a Lie group and their selfsimilar properties. Zbl 0897.60006
Kunita, Hiroshi
2
1997
Stochastic differential equations with jumps and stochastic flows of diffeomorphisms. Zbl 0899.60048
Kunita, Hiroshi
11
1996
Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Zbl 0852.00016
2
1996
Random positive semigroups and their random infinitesimal generators. Zbl 0935.60043
Kifer, Yuri; Kunita, Hiroshi
2
1996
Stochastic flows with self-similar properties. Zbl 0921.60052
Kunita, Hiroshi
2
1996
Some problems concerning Lévy processes on Lie groups. Zbl 0829.60063
Kunita, Hiroshi
2
1995
Stochastic flows acting on Schwartz distributions. Zbl 0818.60044
Kunita, H.
28
1994
Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056
Kunita, H.
22
1994
Stable Lévy processes on nilpotent Lie groups. Zbl 0814.60003
Kunita, H.
4
1994
Convolution semigroups of stable distributions over a nilpotent Lie group. Zbl 0824.60007
Kunita, Hiroshi
1
1994
Lévy flows on manifolds and Lévy processes on Lie groups. Zbl 0804.58057
Applebaum, David; Kunita, Hiroshi
22
1993
Limit theorems for stochastic difference-differential equations. Zbl 0760.60034
Fujiwara, Tsukasa; Kunita, Hiroshi
2
1992
Ergodic properties of nonlinear filtering processes. Zbl 0742.60062
Kunita, Hiroshi
7
1991
Limits on random measures and stochastic difference equations related to mixing array of random variables. Zbl 0756.60044
Kunita, H.
2
1991
Central limit theorems on random measures and stochastic difference equations. Zbl 0816.60019
Kunita, Hiroshi
1
1991
Stochastic flows and stochastic differential equations. Zbl 0743.60052
Kunita, Hiroshi
476
1990
A limit theorem for stochastic partial differential equations. Zbl 0637.60075
Kunita, Hiroshi
5
1988
Stochastic flows and stochastic partial differential equations. Zbl 0672.60066
Kunita, Hiroshi
4
1987
Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh. Zbl 0625.60073
Kunita, H.
8
1986
Convergence of stochastic flows connected with stochastic ordinary differential equations. Zbl 0612.60051
Kunita, Hiroshi
3
1986
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group. Zbl 0614.60056
Kunita, Hiroshi
3
1986
Tightness of probability measures in D([0,T];C) and D([0,T];D). Zbl 0606.60007
Kunita, Hiroshi
1
1986
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group. Zbl 0575.60065
Fujiwara, Tsukasa; Kunita, Hiroshi
35
1985
Stochastic differential equations and stochastic flows of diffeomorphisms. Zbl 0554.60066
Kunita, H.
92
1984
Stochastic differential equations and stochastic flows of homeomorphisms. Zbl 0555.60039
Kunita, Hiroshi
5
1984
First order stochastic partial differential equations. Zbl 0545.60061
Kunita, Hiroshi
5
1984
On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms. Zbl 0549.60032
Kunita, Hiroshi
3
1984
On backward stochastic differential equations. Zbl 0533.60073
Kunita, Hiroshi
27
1982
Stochastic partial differential equations connected with non-linear filtering. Zbl 0527.60067
Kunita, Hiroshi
15
1982
On the decomposition of solutions of stochastic differential equations. Zbl 0474.60046
Kunita, Hiroshi
15
1981
Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory. Zbl 0482.93067
Kunita, Hiroshi
12
1981
Densities of a measure-valued process governed by a stochastic partial differential equation. Zbl 0474.93074
Kunita, Hiroshi
9
1981
Some extensions of Ito’s formula. Zbl 0471.60061
Kunita, Hiroshi
8
1981
On the representation of solutions of stochastic differential equations. Zbl 0438.60047
Kunita, Hiroshi
9
1980
On the controllability of nonlinear systems with applications to polynomial systems. Zbl 0406.93011
Kunita, Hiroshi
9
1979
Non linear filtering for the system with general noise. Zbl 0429.93060
Kunita, Hiroshi
2
1979
Supports of diffusion processes and controllability problems. Zbl 0409.60063
Kunita, Hiroshi
7
1978
Supplements and corrections to the paper: A classification of the second order degenerate elliptic operators and its probabilistic characterization. Zbl 0382.60069
Ichihara, Kanji; Kunita, Hiroshi
12
1977
Absolute continuity of Markov processes. Zbl 0438.60033
Kunita, Hiroshi
7
1976
A classification of the second order degenerate elliptic operators and its probabilistic characterization. Zbl 0326.60097
Ichihara, Kanji; Kunita, Hiroshi
57
1974
Stochastic differential equations for the non linear filtering problem. Zbl 0242.93051
Fujisaki, Masatoshi; Kallianpur, Gopinath; Kunita, Hiroshi
74
1972
Asymptotic behavior of the nonlinear filtering errors of Markov processes. Zbl 0245.93027
Kunita, Hiroshi
24
1971
Stochastic integrals based on martingales taking values in Hilbert space. Zbl 0234.60071
Kunita, Hiroshi
29
1970
General boundary conditions for multi-dimensional diffusion processes. Zbl 0204.41502
Kunita, H.
20
1970
Sub-Markov semi-groups in Banach lattices. Zbl 0193.42402
Kunita, H.
9
1970
Absolute continuity of Markov processes and generators. Zbl 0186.51203
Kunita, H.
27
1969
On square integrable martingales. Zbl 0167.46602
Kunita, H.; Watanabe, S.
159
1967
Some theorems concerning resolvents over locally compact spaces. Zbl 0221.60044
Kunita, H.; Watanabe, T.
6
1967
Note on Dynkin’s \((\alpha, \xi)\)-subprocess of standard Markov process. Zbl 0201.50403
Kunita, H.
1
1967
On certain reversed processes and their applications to potential theory and boundary theory. Zbl 0192.25102
Kunita, H.; Watanabe, T.
10
1966
Markov processes and Martin boundaries. I. Zbl 0147.16505
Kunita, H.; Watanabe, T.
54
1965
Notes on transformations of Markov processes connected with multiplicative functionals. Zbl 0144.40203
Kunita, H.; Watanabe, T.
17
1963
Markov processes and Martin boundaries. Zbl 0114.33603
Kunita, H.; Watanabe, T.
7
1963
Applications of Martin boundaries to instantaneous return Markov processes over a denumerable space. Zbl 0119.34703
Kunita, H.
1
1962
all top 5

Cited by 1,514 Authors

20 Schmalfuß, Björn
19 Elliott, Robert James
19 Flandoli, Franco
18 Kunita, Hiroshi
18 Olivera, Christian
18 Zhang, Xicheng
16 Scheutzow, Michael K. R.
16 Song, Renming
15 Chen, Zhen-Qing
15 Garrido-Atienza, María José
15 Luo, Dejun
13 Applebaum, David B.
13 Liu, Meng
12 Duan, Jinqiao
12 Kim, Panki
12 Zhao, Huaizhong
11 Belopol’skaya, Yana Isaevna
11 Fang, Shizan
11 Wang, Ke
10 Brzeźniak, Zdzisław
10 Mao, Xuerong
10 Proske, Frank Norbert
10 Yor, Marc
9 Matoussi, Anis
9 Mohammed, Salah-Eldin A.
9 Vondraček, Zoran
9 Zhang, Tusheng S.
8 Crisan, Dan O.
8 Fukushima, Masatoshi
8 Holm, Darryl D.
8 Kannan, Devika
8 Kohlmann, Michael
8 Siu, Tak Kuen
8 Thalmaier, Anton
8 Young, Lai-Sang
7 Chow, Pao-Liu
7 Imkeller, Peter
7 Le Jan, Yves
7 Liu, Xianming
7 Lu, Kening
7 Malliavin, Paul
7 Manna, Utpal
7 Nualart, David
7 Walsh, John Bradstreet
7 Watanabe, Shinzo
6 Baxendale, Peter H.
6 Catuogno, Pedro José
6 Eyink, Gregory L.
6 Feng, Chunrong
6 Gao, Hongjun
6 Ishikawa, Yasushi
6 Komorowski, Tomasz
6 Liang, Zongxia
6 Löcherbach, Eva
6 Menoukeu Pamen, Olivier
6 Meyer-Brandis, Thilo
6 Mikulevicius, Remigijus
6 Nagasawa, Masao
6 Phelan, Michael J.
6 Priola, Enrico
6 Ruffino, Paulo Régis C.
6 van Handel, Ramon
6 Xiang, Kai-Nan
5 Airault, Hélène
5 Albeverio, Sergio A.
5 Arnaudon, Marc
5 Bally, Vlad
5 Baños, David R.
5 Bessaih, Hakima
5 Cruzeiro, Ana-Bela
5 Denis, Laurent
5 Di Nunno, Giulia
5 Ding, Xiaohua
5 Drivas, Theodore Dimitrios
5 Driver, Bruce K.
5 Engelbert, Hans Jürgen
5 Friz, Peter Karl
5 Funaki, Tadahisa
5 Gess, Benjamin
5 Gobet, Emmanuel
5 Hu, Yaozhong
5 Iyer, Gautam
5 Krylov, Nicolaĭ Vladimirovich
5 Léandre, Rémi
5 Ledesma, Diego Sebastian
5 Li, Wenxue
5 Liao, Ming
5 Liu, Jicheng
5 Masuda, Hiroki
5 Nguyen Dinh Cong
5 Øksendal, Bernt Karsten
5 Picard, Jean
5 Stroock, Daniel W.
5 Wei, Jinlong
5 Xi, Fubao
5 Zou, Xiaoling
4 Arnold, Ludwig
4 Azéma, Jacques
4 Befekadu, Getachew K.
4 Bouleau, Nicolas
...and 1,414 more Authors
all top 5

Cited in 298 Serials

111 Stochastic Processes and their Applications
62 The Annals of Probability
54 Stochastic Analysis and Applications
51 Probability Theory and Related Fields
48 Journal of Functional Analysis
44 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
38 The Annals of Applied Probability
38 Stochastics and Dynamics
30 Journal of Differential Equations
25 Journal of Mathematical Analysis and Applications
25 Applied Mathematics and Optimization
24 Journal of Theoretical Probability
19 Transactions of the American Mathematical Society
18 Systems & Control Letters
18 Potential Analysis
16 Lithuanian Mathematical Journal
16 Applied Mathematics and Computation
15 Stochastics
15 Bulletin des Sciences Mathématiques
15 Discrete and Continuous Dynamical Systems. Series B
15 Stochastic and Partial Differential Equations. Analysis and Computations
14 Statistics & Probability Letters
14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
14 Journal of Dynamics and Differential Equations
14 Stochastics
13 Journal of Mathematical Physics
13 SIAM Journal on Control and Optimization
13 Infinite Dimensional Analysis, Quantum Probability and Related Topics
12 Communications in Mathematical Physics
12 Journal of Computational and Applied Mathematics
12 Electronic Journal of Probability
12 Bernoulli
11 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
11 Finance and Stochastics
9 Journal of Statistical Physics
9 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
9 Journal de Mathématiques Pures et Appliquées. Neuvième Série
8 Automatica
8 Acta Applicandae Mathematicae
8 Stochastics and Stochastics Reports
7 Communications on Pure and Applied Mathematics
7 Annales de l’Institut Fourier
7 Inventiones Mathematicae
7 Journal of Applied Probability
7 Mathematische Nachrichten
7 Nagoya Mathematical Journal
7 Journal of Nonlinear Science
7 NoDEA. Nonlinear Differential Equations and Applications
7 Mathematical Problems in Engineering
6 Chaos, Solitons and Fractals
6 Physica D
6 Journal of Mathematical Sciences (New York)
6 International Journal of Theoretical and Applied Finance
6 Acta Mathematica Sinica. English Series
6 Science China. Mathematics
5 Physica A
5 Ukrainian Mathematical Journal
5 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
5 Journal of Optimization Theory and Applications
5 Mathematische Zeitschrift
5 Proceedings of the American Mathematical Society
5 Publications of the Research Institute for Mathematical Sciences, Kyoto University
5 Tohoku Mathematical Journal. Second Series
5 Discrete and Continuous Dynamical Systems
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Quantitative Finance
5 Advances in Difference Equations
5 SIAM Journal on Financial Mathematics
4 Advances in Applied Probability
4 Computers & Mathematics with Applications
4 Journal of Mathematical Biology
4 Theory of Probability and its Applications
4 Journal of Soviet Mathematics
4 Mathematical Systems Theory
4 Osaka Journal of Mathematics
4 Proceedings of the Japan Academy. Series A
4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
4 Acta Mathematicae Applicatae Sinica. English Series
4 Science in China. Series A
4 SIAM Journal on Mathematical Analysis
4 Doklady Mathematics
4 Fractional Calculus & Applied Analysis
4 Journal of Evolution Equations
4 Proceedings of the Japan Academy
4 Nonlinear Analysis. Hybrid Systems
4 International Journal of Stochastic Analysis
3 International Journal of Control
3 Journal of Fluid Mechanics
3 Mathematical Notes
3 Reports on Mathematical Physics
3 Mathematics of Computation
3 Advances in Mathematics
3 Annals of the Institute of Statistical Mathematics
3 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
3 Bulletin de la Société Mathématique de France
3 Information Sciences
3 Journal of Economic Theory
3 Journal of Multivariate Analysis
3 Journal of Statistical Planning and Inference
3 Results in Mathematics
...and 198 more Serials
all top 5

Cited in 49 Fields

1,268 Probability theory and stochastic processes (60-XX)
276 Partial differential equations (35-XX)
181 Systems theory; control (93-XX)
151 Dynamical systems and ergodic theory (37-XX)
123 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
118 Ordinary differential equations (34-XX)
97 Global analysis, analysis on manifolds (58-XX)
90 Numerical analysis (65-XX)
78 Fluid mechanics (76-XX)
61 Statistics (62-XX)
61 Biology and other natural sciences (92-XX)
46 Operator theory (47-XX)
44 Potential theory (31-XX)
42 Calculus of variations and optimal control; optimization (49-XX)
32 Statistical mechanics, structure of matter (82-XX)
27 Differential geometry (53-XX)
23 Functional analysis (46-XX)
20 Quantum theory (81-XX)
18 Measure and integration (28-XX)
16 Operations research, mathematical programming (90-XX)
13 Abstract harmonic analysis (43-XX)
9 Topological groups, Lie groups (22-XX)
9 Integral equations (45-XX)
9 Geophysics (86-XX)
8 Information and communication theory, circuits (94-XX)
7 Manifolds and cell complexes (57-XX)
6 Linear and multilinear algebra; matrix theory (15-XX)
5 Real functions (26-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
5 Mechanics of particles and systems (70-XX)
4 History and biography (01-XX)
4 Functions of a complex variable (30-XX)
4 Computer science (68-XX)
3 General and overarching topics; collections (00-XX)
3 Nonassociative rings and algebras (17-XX)
3 Difference and functional equations (39-XX)
3 Algebraic topology (55-XX)
3 Optics, electromagnetic theory (78-XX)
2 Special functions (33-XX)
2 Sequences, series, summability (40-XX)
2 Approximations and expansions (41-XX)
2 Integral transforms, operational calculus (44-XX)
2 Convex and discrete geometry (52-XX)
2 Mechanics of deformable solids (74-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Relativity and gravitational theory (83-XX)
1 Mathematical logic and foundations (03-XX)
1 Algebraic geometry (14-XX)
1 Several complex variables and analytic spaces (32-XX)

Citations by Year