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Kunita, Hiroshi

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Author ID: kunita.hiroshi Recent zbMATH articles by "Kunita, Hiroshi"
Published as: Kunita, H.; Kunita, Hiroshi
Documents Indexed: 94 Publications since 1962, including 9 Books

Publications by Year

Citations contained in zbMATH Open

77 Publications have been cited 1,717 times in 1,421 Documents Cited by Year
Stochastic flows and stochastic differential equations. Zbl 0743.60052
Kunita, Hiroshi
455
1990
On square integrable martingales. Zbl 0167.46602
Kunita, H.; Watanabe, S.
158
1967
Stochastic flows and stochastic differential equations. Zbl 0865.60043
Kunita, Hiroshi
99
1997
Stochastic differential equations and stochastic flows of diffeomorphisms. Zbl 0554.60066
Kunita, H.
90
1984
Stochastic differential equations for the non linear filtering problem. Zbl 0242.93051
Fujisaki, Masatoshi; Kallianpur, Gopinath; Kunita, Hiroshi
72
1972
Stochastic differential equations based on Lévy processes and stochastic flows of diffeomorphisms. Zbl 1082.60052
Kunita, Hiroshi
64
2004
A classification of the second order degenerate elliptic operators and its probabilistic characterization. Zbl 0326.60097
Ichihara, Kanji; Kunita, Hiroshi
58
1974
Markov processes and Martin boundaries. I. Zbl 0147.16505
Kunita, H.; Watanabe, T.
51
1965
Itô’s stochastic calculus: its surprising power for applications. Zbl 1202.60079
Kunita, Hiroshi
49
2010
Asymptotic behavior of the nonlinear filtering errors of Markov processes. Zbl 0245.93027
Kunita, Hiroshi
39
1971
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group. Zbl 0575.60065
Fujiwara, Tsukasa; Kunita, Hiroshi
35
1985
Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps. Zbl 1107.60028
Ishikawa, Yasushi; Kunita, Hiroshi
33
2006
Stochastic integrals based on martingales taking values in Hilbert space. Zbl 0234.60071
Kunita, Hiroshi
29
1970
Absolute continuity of Markov processes and generators. Zbl 0186.51203
Kunita, H.
29
1969
Stochastic flows acting on Schwartz distributions. Zbl 0818.60044
Kunita, H.
27
1994
Stochastic differential equations and stochastic flows of diffeomorphisms. Zbl 1320.60126
Kunita, Hiroshi
25
2013
On backward stochastic differential equations. Zbl 0533.60073
Kunita, Hiroshi
25
1982
Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056
Kunita, H.
21
1994
Lévy flows on manifolds and Lévy processes on Lie groups. Zbl 0804.58057
Applebaum, David; Kunita, Hiroshi
21
1993
Stochastic partial differential equations connected with non-linear filtering. Zbl 0527.60067
Kunita, Hiroshi
21
1982
On the decomposition of solutions of stochastic differential equations. Zbl 0474.60046
Kunita, Hiroshi
21
1981
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
Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory. Zbl 0482.93067
Kunita, Hiroshi
13
1981
Stochastic differential equations with jumps and stochastic flows of diffeomorphisms. Zbl 0899.60048
Kunita, Hiroshi
12
1996
On the representation of solutions of stochastic differential equations. Zbl 0438.60047
Kunita, Hiroshi
11
1980
Supports of diffusion processes and controllability problems. Zbl 0409.60063
Kunita, Hiroshi
11
1978
Densities of a measure-valued process governed by a stochastic partial differential equation. Zbl 0474.93074
Kunita, Hiroshi
10
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
10
1977
Absolute continuity of Markov processes. Zbl 0438.60033
Kunita, Hiroshi
10
1976
On certain reversed processes and their applications to potential theory and boundary theory. Zbl 0192.25102
Kunita, H.; Watanabe, T.
10
1966
A limit theorem for stochastic partial differential equations. Zbl 0637.60075
Kunita, Hiroshi
9
1988
Some extensions of Ito’s formula. Zbl 0471.60061
Kunita, Hiroshi
9
1981
On the controllability of nonlinear systems with applications to polynomial systems. Zbl 0406.93011
Kunita, Hiroshi
9
1979
Representation of martingales with jumps and applications to mathematical finance. Zbl 1059.60059
Kunita, Hiroshi
8
2004
Sub-Markov semi-groups in Banach lattices. Zbl 0193.42402
Kunita, H.
8
1970
Canonical SDE’s based on semimartingales with spatial parameters. I: Stochastic flows of diffeomorphisms. Zbl 0951.60075
Fujiwara, Tsukasa; Kunita, Hiroshi
7
1999
Ergodic properties of nonlinear filtering processes. Zbl 0742.60062
Kunita, Hiroshi
7
1991
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.
7
1986
First order stochastic partial differential equations. Zbl 0545.60061
Kunita, Hiroshi
7
1984
Nonlinear filtering problems. II: Associated equations. Zbl 1223.93114
Kunita, H.
6
2011
Smooth density of canonical stochastic differential equation with jumps. Zbl 1206.60056
Kunita, Hiroshi
6
2009
Some theorems concerning resolvents over locally compact spaces. Zbl 0221.60044
Kunita, H.; Watanabe, T.
6
1967
Markov processes and Martin boundaries. Zbl 0114.33603
Kunita, H.; Watanabe, T.
6
1963
Stochastic differential equations and stochastic flows of homeomorphisms. Zbl 0555.60039
Kunita, Hiroshi
5
1984
Nondegenerate SDEs with jumps and their hypoelliptic properties. Zbl 1283.60084
Kunita, Hiroshi
4
2013
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
Limit theorems for stochastic difference-differential equations. Zbl 0760.60034
Fujiwara, Tsukasa; Kunita, Hiroshi
4
1992
Stochastic flows and stochastic partial differential equations. Zbl 0672.60066
Kunita, Hiroshi
4
1987
Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō’s SDE with jumps. Zbl 1271.60064
Kunita, Hiroshi
3
2011
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. II: Inverse flows and backward SDE’s. Zbl 0951.60076
Fujiwara, Tsukasa; Kunita, Hiroshi
3
1999
Asymptotic self-similarity and short time asymptotics of stochastic flows. Zbl 0890.60007
Kunita, Hiroshi
3
1997
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group. Zbl 0614.60056
Kunita, Hiroshi
3
1986
Convergence of stochastic flows connected with stochastic ordinary differential equations. Zbl 0612.60051
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
Variational equality and portfolio optimization for price processes with jumps. Zbl 1191.91056
Kunita, Hiroshi
2
2004
Canonical stochastic differential equations based on Lévy processes and their supports. Zbl 0937.60058
Kunita, Hiroshi
2
1999
Stochastic processes with independent increments on a Lie group and their selfsimilar properties. Zbl 0897.60006
Kunita, Hiroshi
2
1997
Infinitesimal generators of nonhomogeneous convolution semigroups on Lie groups. Zbl 0876.60003
Kunita, Hiroshi
2
1997
Stochastic flows with self-similar properties. Zbl 0921.60052
Kunita, Hiroshi
2
1996
Random positive semigroups and their random infinitesimal generators. Zbl 0935.60043
Kifer, Yuri; Kunita, Hiroshi
2
1996
Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Zbl 0852.00016
Ikeda, N. (ed.); Watanabe, S. (ed.); Fukushima, M. (ed.); Kunita, H. (ed.)
2
1996
Central limit theorems on random measures and stochastic difference equations. Zbl 0816.60019
Kunita, Hiroshi
2
1991
Limits on random measures and stochastic difference equations related to mixing array of random variables. Zbl 0756.60044
Kunita, H.
2
1991
Non linear filtering for the system with general noise. Zbl 0429.93060
Kunita, Hiroshi
2
1979
Stochastic flows and jump-diffusions. Zbl 1447.60002
Kunita, Hiroshi
1
2019
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. I: Bayes formulas and innovations. Zbl 1223.93113
Kunita, H.
1
2011
Some problems concerning Lévy processes on Lie groups. Zbl 0829.60063
Kunita, Hiroshi
1
1995
Convolution semigroups of stable distributions over a nilpotent Lie group. Zbl 0824.60007
Kunita, Hiroshi
1
1994
Representation and stability of nonlinear filters associated with Gaussian noises. Zbl 0794.62070
Kunita, Hiroshi
1
1993
Tightness of probability measures in D([0,T];C) and D([0,T];D). Zbl 0606.60007
Kunita, Hiroshi
1
1986
Note on Dynkin’s \((\alpha, \xi)\)-subprocess of standard Markov process. Zbl 0201.50403
Kunita, H.
1
1967
Applications of Martin boundaries to instantaneous return Markov processes over a denumerable space. Zbl 0119.34703
Kunita, H.
1
1962
Stochastic flows and jump-diffusions. Zbl 1447.60002
Kunita, Hiroshi
1
2019
Stochastic differential equations and stochastic flows of diffeomorphisms. Zbl 1320.60126
Kunita, Hiroshi
25
2013
Nondegenerate SDEs with jumps and their hypoelliptic properties. Zbl 1283.60084
Kunita, Hiroshi
4
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
49
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
33
2006
Stochastic differential equations based on Lévy processes and stochastic flows of diffeomorphisms. Zbl 1082.60052
Kunita, Hiroshi
64
2004
Representation of martingales with jumps and applications to mathematical finance. Zbl 1059.60059
Kunita, Hiroshi
8
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
7
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
99
1997
Asymptotic self-similarity and short time asymptotics of stochastic flows. Zbl 0890.60007
Kunita, Hiroshi
3
1997
Stochastic processes with independent increments on a Lie group and their selfsimilar properties. Zbl 0897.60006
Kunita, Hiroshi
2
1997
Infinitesimal generators of nonhomogeneous convolution semigroups on Lie groups. Zbl 0876.60003
Kunita, Hiroshi
2
1997
Stochastic differential equations with jumps and stochastic flows of diffeomorphisms. Zbl 0899.60048
Kunita, Hiroshi
12
1996
Stochastic flows with self-similar properties. Zbl 0921.60052
Kunita, Hiroshi
2
1996
Random positive semigroups and their random infinitesimal generators. Zbl 0935.60043
Kifer, Yuri; Kunita, Hiroshi
2
1996
Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Zbl 0852.00016
Ikeda, N. (ed.); Watanabe, S. (ed.); Fukushima, M. (ed.); Kunita, H. (ed.)
2
1996
Some problems concerning Lévy processes on Lie groups. Zbl 0829.60063
Kunita, Hiroshi
1
1995
Stochastic flows acting on Schwartz distributions. Zbl 0818.60044
Kunita, H.
27
1994
Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056
Kunita, H.
21
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
21
1993
Representation and stability of nonlinear filters associated with Gaussian noises. Zbl 0794.62070
Kunita, Hiroshi
1
1993
Limit theorems for stochastic difference-differential equations. Zbl 0760.60034
Fujiwara, Tsukasa; Kunita, Hiroshi
4
1992
Ergodic properties of nonlinear filtering processes. Zbl 0742.60062
Kunita, Hiroshi
7
1991
Central limit theorems on random measures and stochastic difference equations. Zbl 0816.60019
Kunita, Hiroshi
2
1991
Limits on random measures and stochastic difference equations related to mixing array of random variables. Zbl 0756.60044
Kunita, H.
2
1991
Stochastic flows and stochastic differential equations. Zbl 0743.60052
Kunita, Hiroshi
455
1990
A limit theorem for stochastic partial differential equations. Zbl 0637.60075
Kunita, Hiroshi
9
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.
7
1986
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group. Zbl 0614.60056
Kunita, Hiroshi
3
1986
Convergence of stochastic flows connected with stochastic ordinary differential equations. Zbl 0612.60051
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.
90
1984
First order stochastic partial differential equations. Zbl 0545.60061
Kunita, Hiroshi
7
1984
Stochastic differential equations and stochastic flows of homeomorphisms. Zbl 0555.60039
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
25
1982
Stochastic partial differential equations connected with non-linear filtering. Zbl 0527.60067
Kunita, Hiroshi
21
1982
On the decomposition of solutions of stochastic differential equations. Zbl 0474.60046
Kunita, Hiroshi
21
1981
Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory. Zbl 0482.93067
Kunita, Hiroshi
13
1981
Densities of a measure-valued process governed by a stochastic partial differential equation. Zbl 0474.93074
Kunita, Hiroshi
10
1981
Some extensions of Ito’s formula. Zbl 0471.60061
Kunita, Hiroshi
9
1981
On the representation of solutions of stochastic differential equations. Zbl 0438.60047
Kunita, Hiroshi
11
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
11
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
10
1977
Absolute continuity of Markov processes. Zbl 0438.60033
Kunita, Hiroshi
10
1976
A classification of the second order degenerate elliptic operators and its probabilistic characterization. Zbl 0326.60097
Ichihara, Kanji; Kunita, Hiroshi
58
1974
Stochastic differential equations for the non linear filtering problem. Zbl 0242.93051
Fujisaki, Masatoshi; Kallianpur, Gopinath; Kunita, Hiroshi
72
1972
Asymptotic behavior of the nonlinear filtering errors of Markov processes. Zbl 0245.93027
Kunita, Hiroshi
39
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.
8
1970
Absolute continuity of Markov processes and generators. Zbl 0186.51203
Kunita, H.
29
1969
On square integrable martingales. Zbl 0167.46602
Kunita, H.; Watanabe, S.
158
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.
51
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.
6
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 1,472 Authors

20 Flandoli, Franco
19 Elliott, Robert James
18 Kunita, Hiroshi
18 Zhang, Xicheng
17 Schmalfuß, Björn
16 Song, Renming
15 Chen, Zhen-Qing
15 Olivera, Christian
15 Scheutzow, Michael K. R.
14 Luo, Dejun
13 Applebaum, David B.
12 Garrido-Atienza, María José
12 Kim, Panki
12 Liu, Meng
11 Belopol’skaya, Yana Isaevna
11 Duan, Jinqiao
11 Fang, Shizan
11 Mao, Xuerong
11 Wang, Ke
11 Yor, Marc
10 Brzeźniak, Zdzisław
10 Proske, Frank Norbert
10 Siu, Tak Kuen
10 Zhang, Tusheng S.
10 Zhao, Huaizhong
9 Crisan, Dan O.
9 Mohammed, Salah-Eldin A.
9 Vondraček, Zoran
8 Fukushima, Masatoshi
8 Imkeller, Peter
8 Kannan, Devika
8 Kohlmann, Michael
8 Le Jan, Yves
8 Matoussi, Anis
8 Nualart, David
8 Thalmaier, Anton
8 Young, Lai-Sang
7 Chow, Pao-Liu
7 Malliavin, Paul
7 van Handel, Ramon
7 Walsh, John Bradstreet
7 Watanabe, Shinzo
7 Xi, Fubao
6 Baxendale, Peter H.
6 Catuogno, Pedro José
6 Eyink, Gregory L.
6 Funaki, Tadahisa
6 Holm, Darryl D.
6 Ishikawa, Yasushi
6 Liang, Zongxia
6 Liao, Ming
6 Löcherbach, Eva
6 Lu, Kening
6 Menoukeu Pamen, Olivier
6 Meyer-Brandis, Thilo
6 Nagasawa, Masao
6 Phelan, Michael J.
6 Priola, Enrico
6 Ruffino, Paulo Régis C.
6 Xiang, Kai-Nan
5 Airault, Hélène
5 Albeverio, Sergio A.
5 Arnaudon, Marc
5 Baños, David R.
5 Bessaih, Hakima
5 Cruzeiro, Ana-Bela
5 Denis, Laurent
5 Ding, Xiaohua
5 Driver, Bruce K.
5 Engelbert, Hans Jürgen
5 Feng, Chunrong
5 Friz, Peter Karl
5 Gess, Benjamin
5 Gobet, Emmanuel
5 Hu, Yaozhong
5 Iyer, Gautam
5 Krylov, Nicolaĭ Vladimirovich
5 Léandre, Rémi
5 Ledesma, Diego Sebastian
5 Manna, Utpal
5 Nguyen Dinh Cong
5 Øksendal, Bernt Karsten
5 Pilipenko, Andrey Yu.
5 Stroock, Daniel W.
5 Zhang, Qi
5 Zou, Xiaoling
4 Arnold, Ludwig
4 Azéma, Jacques
4 Befekadu, Getachew K.
4 Bismut, Jean-Michel
4 Bouleau, Nicolas
4 Budhiraja, Amarjit S.
4 Chetrite, Raphaël
4 Clement, Emmanuelle
4 Da Silva, Fabiano Borges
4 Di Nunno, Giulia
4 Dimitrov, Georgi K.
4 Drivas, Theodore Dimitrios
4 Fitzsimmons, Patrick J.
4 Gloter, Arnaud
...and 1,372 more Authors
all top 5

Cited in 271 Serials

123 Stochastic Processes and their Applications
60 The Annals of Probability
52 Stochastic Analysis and Applications
51 Probability Theory and Related Fields
49 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
46 Journal of Functional Analysis
37 The Annals of Applied Probability
35 Stochastics and Dynamics
28 Journal of Mathematical Analysis and Applications
25 Journal of Differential Equations
24 Systems & Control Letters
23 Applied Mathematics and Optimization
22 Journal of Theoretical Probability
19 Transactions of the American Mathematical Society
17 Applied Mathematics and Computation
17 Potential Analysis
16 Lithuanian Mathematical Journal
15 Stochastics
15 Statistics & Probability Letters
14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
14 Bulletin des Sciences Mathématiques
13 Journal of Dynamics and Differential Equations
13 Infinite Dimensional Analysis, Quantum Probability and Related Topics
12 Communications in Mathematical Physics
12 Journal of Computational and Applied Mathematics
12 SIAM Journal on Control and Optimization
12 Discrete and Continuous Dynamical Systems. Series B
12 Stochastics
11 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
11 Finance and Stochastics
11 Stochastic and Partial Differential Equations. Analysis and Computations
10 Journal of Mathematical Physics
10 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
10 Journal de Mathématiques Pures et Appliquées. Neuvième Série
9 Bernoulli
8 Journal of Statistical Physics
8 Automatica
8 Acta Applicandae Mathematicae
8 Stochastics and Stochastics Reports
8 Electronic Journal of Probability
7 Communications on Pure and Applied Mathematics
7 Annales de l’Institut Fourier
7 Journal of Applied Probability
7 Mathematische Nachrichten
7 Nagoya Mathematical Journal
7 NoDEA. Nonlinear Differential Equations and Applications
7 Mathematical Problems in Engineering
6 Chaos, Solitons and Fractals
6 Inventiones Mathematicae
6 Physica D
6 Journal of Nonlinear Science
6 Journal of Mathematical Sciences (New York)
6 Science China. Mathematics
5 Ukrainian Mathematical Journal
5 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
5 Journal of Multivariate Analysis
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 International Journal of Theoretical and Applied Finance
5 Acta Mathematica Sinica. English Series
5 SIAM Journal on Financial Mathematics
5 International Journal of Stochastic Analysis
4 Advances in Applied Probability
4 Computers & Mathematics with Applications
4 Reports on Mathematical Physics
4 Information Sciences
4 Journal of Optimization Theory and Applications
4 Journal of Soviet Mathematics
4 Mathematical Systems Theory
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 Quantitative Finance
4 Advances in Difference Equations
4 Proceedings of the Japan Academy
4 Nonlinear Analysis. Hybrid Systems
3 Journal of Fluid Mechanics
3 Journal of Mathematical Biology
3 Mathematical Notes
3 Mathematics of Computation
3 Theory of Probability and its Applications
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 Journal of Economic Theory
3 Osaka Journal of Mathematics
3 Results in Mathematics
3 MCSS. Mathematics of Control, Signals, and Systems
3 Applied Mathematical Modelling
3 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
3 Random Operators and Stochastic Equations
...and 171 more Serials
all top 5

Cited in 48 Fields

1,207 Probability theory and stochastic processes (60-XX)
253 Partial differential equations (35-XX)
187 Systems theory; control (93-XX)
136 Dynamical systems and ergodic theory (37-XX)
121 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
109 Ordinary differential equations (34-XX)
100 Global analysis, analysis on manifolds (58-XX)
79 Numerical analysis (65-XX)
71 Fluid mechanics (76-XX)
64 Statistics (62-XX)
52 Biology and other natural sciences (92-XX)
45 Potential theory (31-XX)
45 Calculus of variations and optimal control; optimization (49-XX)
41 Operator theory (47-XX)
26 Statistical mechanics, structure of matter (82-XX)
25 Differential geometry (53-XX)
23 Functional analysis (46-XX)
21 Quantum theory (81-XX)
18 Measure and integration (28-XX)
15 Operations research, mathematical programming (90-XX)
13 Abstract harmonic analysis (43-XX)
8 Topological groups, Lie groups (22-XX)
7 Integral equations (45-XX)
7 Manifolds and cell complexes (57-XX)
7 Geophysics (86-XX)
7 Information and communication theory, circuits (94-XX)
6 Linear and multilinear algebra; matrix theory (15-XX)
5 Mechanics of particles and systems (70-XX)
4 History and biography (01-XX)
4 Real functions (26-XX)
4 Harmonic analysis on Euclidean spaces (42-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 Functions of a complex variable (30-XX)
2 Convex and discrete geometry (52-XX)
2 Computer science (68-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)
1 Special functions (33-XX)
1 Sequences, series, summability (40-XX)
1 Approximations and expansions (41-XX)

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