## Stroock, Daniel W.

Compute Distance To:
 Author ID: stroock.daniel-w Published as: Stroock, Daniel W.; Stroock, D.; Stroock, D. W.; Stroock, Daniel; Strook, Daniel W.; Strook, D. External Links: MGP · Wikidata · GND · IdRef
 Documents Indexed: 191 Publications since 1967, including 25 Books 6 Contributions as Editor · 3 Further Contributions Co-Authors: 54 Co-Authors with 118 Joint Publications 2,333 Co-Co-Authors
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### Co-Authors

 80 single-authored 29 Varadhan, S. R. Srinivasa 17 Holley, Richard A. 12 Kusuoka, Shigeo 5 Deuschel, Jean-Dominique 5 Jerison, David S. 5 Lyasoff, Andrew 4 Singer, Isadore Manuel 4 Yor, Marc 4 Zegarlinski, Boguslaw 3 Taniguchi, Setsuo 3 Yau, Shing-Tung 2 Aida, Shigeki 2 Ben Arous, Gérard 2 Carlen, Eric Anders 2 Chen, Linan 2 Fabes, Eugene B. 2 Itō, Kiyosi 2 Mazur, Barry 2 Pang, Huadong 2 Papanicolaou, George C. 2 Schmid, Wilfried 2 Turetsky, James 2 Zeitouni, Ofer 1 Ahmed, Zulfikar M. 1 Avellaneda, Marco 1 Baggett, Lawrence Wasson 1 Baxendale, Peter H. 1 Bott, Raoul Harry 1 Burkholder, Donald L. 1 Chayes, Jennifer Tour 1 Chen, Mu-Fa 1 Diaconis, Persi Warren 1 Dinges, Hermann 1 Doob, Joseph Leonard 1 Doss, Halim 1 Dudley, Richard Mansfield 1 Durrett, Richard Timothy 1 Evans, Lawrence Christopher 1 Friz, Peter Karl 1 Fukushima, Masatoshi 1 Guillemin, Victor W. 1 Gundy, Richard F. 1 Hansen, Wolfhard 1 Hopkins, Michael Jerome 1 Hsu, Elton P. 1 Ikeda, Nobuyuki 1 Jaffe, Arthur Michael 1 Jensen, Leif 1 Kahane, Jean-Pierre 1 Kenig, Carlos Eduardo 1 Knight, Frank Bardsley 1 Korzeniowski, Andrzej 1 Lyons, Terence John 1 Malliavin, Paul 1 Meyer, Paul-André 1 Najnudel, Joseph 1 Neel, Robert Weston 1 Norris, James R. 1 Nualart, David 1 Øksendal, Bernt Karsten 1 Puha, Amber L. 1 Rosenblatt, Joseph Max 1 Rost, Hermann 1 Rosu, Ioanid 1 Saloff-Coste, Laurent 1 Snell, J. Laurie 1 Sweet, Ted D. 1 Taylor, Michael Eugene 1 Vergne, Michèle 1 Yau, Horng-Tzer 1 Zessin, Hans N. 1 Zheng, Weian
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### Serials

 15 Journal of Functional Analysis 9 Communications on Pure and Applied Mathematics 5 Communications in Mathematical Physics 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 The Annals of Probability 4 Notices of the American Mathematical Society 4 Graduate Texts in Mathematics 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Journal of Statistical Physics 2 The Mathematical Intelligencer 2 Advances in Mathematics 2 Colloquium Mathematicum 2 Illinois Journal of Mathematics 2 Journal of Differential Geometry 2 Journal of the Faculty of Science. Section I A 2 Mathematical Systems Theory 2 Probability Theory and Related Fields 2 Communications in Analysis and Geometry 2 Mathematical Research Letters 2 Annals of Mathematics. Second Series 2 Cambridge Studies in Advanced Mathematics 1 Archive for Rational Mechanics and Analysis 1 Stochastics 1 Acta Mathematica 1 Annales de l’Institut Fourier 1 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 1 Bulletin des Sciences Mathématiques. Deuxième Série 1 Duke Mathematical Journal 1 Journal of the Mathematical Society of Japan 1 Proceedings of the American Mathematical Society 1 Proceedings of the London Mathematical Society. Third Series 1 Publications of the Research Institute for Mathematical Sciences, Kyoto University 1 Sankhyā. Series A. Methods and Techniques 1 Transactions of the American Mathematical Society 1 Ergodic Theory and Dynamical Systems 1 Advances in Mathematics 1 The Annals of Applied Probability 1 SIAM Journal on Mathematical Analysis 1 Stochastic Processes and their Applications 1 Bulletin of the American Mathematical Society. New Series 1 Journées Équations aux Dérivées Partielles (Saint-Jean-de-Monts) 1 The Journal of Fourier Analysis and Applications 1 The Asian Journal of Mathematics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Bulletin de l’Académie Polonaise des Sciences, Série des Sciences Mathématiques, Astronomiques et Physiques 1 Bulletin of the American Mathematical Society 1 Journal of Mathematics and Mechanics 1 Annals of Mathematics Studies 1 Graduate Studies in Mathematics 1 Grundlehren der Mathematischen Wissenschaften 1 Lectures in Mathematics. Department of Mathematics, Kyoto University 1 Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research 1 Lecture Notes in Mathematics 1 London Mathematical Society Student Texts 1 Mathematical Surveys and Monographs 1 Proceedings of Symposia in Pure Mathematics 1 Series in Pure Mathematics 1 IAS/Park City Mathematics Series 1 Communications on Stochastic Analysis 1 Japanese Journal of Mathematics. 3rd Series 1 Antiquitates Mathematicae 1 Universitext 1 CRM Short Courses 1 Classics in Mathematics
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### Fields

 149 Probability theory and stochastic processes (60-XX) 36 Partial differential equations (35-XX) 31 Global analysis, analysis on manifolds (58-XX) 16 Statistical mechanics, structure of matter (82-XX) 11 Measure and integration (28-XX) 10 History and biography (01-XX) 10 Real functions (26-XX) 9 Operator theory (47-XX) 8 General and overarching topics; collections (00-XX) 6 Functional analysis (46-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Numerical analysis (65-XX) 2 Functions of a complex variable (30-XX) 2 Potential theory (31-XX) 2 Integral equations (45-XX) 2 Fluid mechanics (76-XX) 2 Systems theory; control (93-XX) 1 Number theory (11-XX) 1 Topological groups, Lie groups (22-XX) 1 Ordinary differential equations (34-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX)

### Citations contained in zbMATH Open

146 Publications have been cited 4,681 times in 3,664 Documents Cited by Year
Multidimensional diffusion processes. Zbl 0426.60069
Stroock, Daniel W.; Varadhan, S. R. Srinivasa
1979
Geometric bounds for eigenvalues of Markov chains. Zbl 0731.60061
Diaconis, Persi; Stroock, Daniel
1991
Large deviations. Rev. ed. Zbl 0705.60029
Deuschel, Jean-Dominique; Stroock, Daniel W.
1989
Upper bounds for symmetric Markov transition functions. Zbl 0634.60066
Carlen, E. A.; Kusuoka, S.; Stroock, D. W.
1987
A new proof of Moser’s parabolic Harnack inequality using the old ideas of Nash. Zbl 0652.35052
Fabes, E. B.; Stroock, D. W.
1986
An introduction to the theory of large deviations. Zbl 0552.60022
Stroock, D. W.
1984
Diffusion processes associated with Levy generators. Zbl 0292.60122
Stroock, Daniel W.
1975
Applications of the Malliavin calculus. II. Zbl 0568.60059
Kusuoka, S.; Stroock, D.
1985
Diffusion processes with boundary conditions. Zbl 0227.76131
Stroock, Daniel W.; Varadhan, S. R. S.
1971
Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Zbl 1103.60005
Stroock, Daniel W.; Varadhan, S. R. Srinivasa
2006
On the support of diffusion processes with applications to the strong maximum principle. Zbl 0255.60056
Stroock, Daniel W.; Varadhan, S. R. S.
1972
Diffusion processes with continuous coefficients. I. Zbl 0167.43903
Stroock, Daniel W.; Varadhan, S. R. S.
1969
Applications of the Malliavin calculus. III. Zbl 0633.60078
Kusuoka, S.; Stroock, D.
1987
A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018
Deuschel, J. D.; Stroock, D. W.
1989
Probability theory: an analytic view. Zbl 0925.60004
Stroock, Daniel W.
1993
Logarithmic Sobolev inequalities and stochastic Ising models. Zbl 0682.60109
Holley, Richard; Stroock, Daniel
1987
Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions. Zbl 0412.60065
Holley, Richard A.; Stroock, Daniel W.
1978
The $$L^ p$$-integrability of Green’s functions and fundamental solutions for elliptic and parabolic equations. Zbl 0567.35003
Fabes, E. B.; Stroock, D. W.
1984
On degenerate elliptic-parabolic operators of second order and their associated diffusions. Zbl 0344.35041
Stroock, Daniel W.; Varadhan, S. R. S.
1972
The logarithmic Sobolev inequality for discrete spin systems on a lattice. Zbl 0758.60070
Stroock, Daniel W.; Zegarlinski, Boguslaw
1992
Martingale approach to some limit theorems. Zbl 0387.60067
Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S.
1977
The equivalence of the logarithmic Sobolev inequality and the Dobrushin- Shlosman mixing condition. Zbl 0745.60104
Stroock, Daniel W.; Zegarlinski, Boguslaw
1992
Asymptotics of the spectral gap with applications to the theory of simulated annealing. Zbl 0706.58075
Holley, Richard A.; Kusuoka, Shigeo; Stroock, Daniel W.
1989
Simulated annealing via Sobolev inequalities. Zbl 0643.60092
Holley, Richard; Stroock, Daniel
1988
Probability theory. An analytic view. 2nd ed. Zbl 1223.60001
Stroock, Daniel W.
2011
Diffusions on an infinite dimensional torus. Zbl 0501.58039
Holley, R.; Stroock, Daniel W.
1981
On the support of Wiener functionals. Zbl 0790.60047
Aida, S.; Kusuoka, S.; Stroock, D.
1993
Moment estimates derived from Poincaré and logarithmic Sobolev inequalities. Zbl 0862.60064
Aida, S.; Stroock, D.
1994
Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Zbl 0699.35025
Kusuoka, S.; Stroock, D.
1988
The Malliavin calculus, a functional analytic approach. Zbl 0475.60060
Stroock, Daniel W.
1981
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
1997
The logarithmic Sobolev inequality for continuous spin systems on a lattice. Zbl 0794.46025
Stroock, Daniel W.; Zegarlinski, Boguslaw
1992
Diffusion semigroups corresponding to uniformly elliptic divergence form operators. I: Aronson’s estimate for elliptic operators in divergence form. Zbl 0651.47031
Stroock, Daniel W.
1988
Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models. Zbl 0705.60066
Deuschel, Jean-Dominique; Stroock, Daniel W.
1990
Some stochastic processes which arise from a model of the motion of a bacterium. Zbl 0282.60047
Stroock, Daniel W.
1974
An introduction to the analysis of paths on a Riemannian manifold. Zbl 0942.58001
Stroock, Daniel W.
2000
Opérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups). Zbl 0734.58041
Saloff-Coste, L.; Stroock, D. W.
1991
Markov processes from K. Itô’s perspective. Zbl 1070.60003
Stroock, Daniel W.
2003
Precise asymptotics of certain Wiener functionals. Zbl 0738.60054
Kusuoka, Shigeo; Stroock, Daniel W.
1991
The partial Malliavin calculus and its application to nonlinear filtering. Zbl 0567.60046
Kusuoka, S.; Stroock, D.
1984
Towards a Riemannian geometry on the path space over a Riemannian manifold. Zbl 0847.58080
Enchev, Ognian; Strook, Daniel W.
1995
Nearest neighbor birth and death processes on the real line. Zbl 0405.60090
Holley, R. A.; Stroock, Daniel W.
1978
Partial differential equations for probabilists. Zbl 1145.35002
Stroock, Daniel W.
2008
Lectures on topics in stochastic differential equations. Zbl 0516.60065
Stroock, Daniel W.
1982
Applications of the Malliavin calculus. I. Zbl 0546.60056
Kusuoka, Shigeo; Stroock, Daniel W.
1984
A martingale approach to infinite systems of interacting processes. Zbl 0332.60072
Holley, Richard A.; Stroock, Daniel W.
1976
An introduction to Markov processes. Zbl 1068.60003
Stroock, Daniel W.
2005
Large deviations and stochastic flows of diffeomorphisms. Zbl 0638.60035
Baxendale, P. H.; Stroock, D. W.
1988
A concise introduction to the theory of integration. 3rd ed. Zbl 0912.28001
Stroock, Daniel W.
1999
Microcanonical distributions for lattice gases. Zbl 0727.60025
Deuschel, Jean-Dominique; Stroock, Daniel W.; Zessin, Hans
1991
Rademacher’s theorem for Wiener functionals. Zbl 0773.60042
Enchev, O.; Stroock, D. W.
1993
Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063
Malliavin, Paul; Stroock, Daniel W.
1996
On the growth of stochastic integrals. Zbl 0203.50002
Stroock, Daniel W.
1971
Estimates on the fundamental solution to heat flows with uniformly elliptic coefficients. Zbl 0694.35075
Norris, James R.; Stroock, Daniel W.
1991
The Malliavin calculus and its application to second order parabolic differential equations. I. Zbl 0474.60061
Stroock, Daniel W.
1981
$$L_2$$ theory for the stochastic Ising model. Zbl 0332.60073
Holley, Richard A.; Stroock, Daniel W.
1976
Martingale approach to some limit theorems. Zbl 1316.60097
Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S.
2012
Upper bounds on derivatives of the logarithm of the heat kernel. Zbl 0928.58031
Stroock, Daniel W.; Turetsky, James
1998
Essentials of integration theory for analysis. Zbl 1228.26001
Stroock, Daniel W.
2011
Lectures on stochastic analysis: diffusion theory. Zbl 0605.60057
Stroock, Daniel W.
1987
Uniform and $$L^ 2$$ convergence in one dimensional stochastic Ising models. Zbl 0666.60104
Holley, Richard A.; Stroock, Daniel W.
1989
Reversibility of solutions to martingale problems. Zbl 0613.60066
Fukushima, M.; Stroock, D.
1986
Microcanonical distributions, Gibbs states, and the equivalence of ensembles. Zbl 0745.60105
Stroock, Daniel W.; Zeitouni, Ofer
1991
Limit theorems for random walks on Lie groups. Zbl 0299.60007
Stroock, Daniel W.; Varadhan, S. R. S.
1973
Logarithmic Sobolev inequalities for Gibbs states. Zbl 0801.60056
Stroock, Daniel W.
1993
An approximation scheme for reflected stochastic differential equations. Zbl 1267.60077
Evans, Lawrence Christopher; Stroock, Daniel W.
2011
Homogeneous chaos revisited. Zbl 0632.60061
Stroock, Daniel W.
1987
Some applications of stochastic calculus to partial differential equations. Zbl 0494.60060
Stroock, Daniel W.
1983
An example in the theory of hypercontractive semigroups. Zbl 0577.47043
Korzeniowski, Andrzej; Stroock, Daniel W.
1985
Diffusion processes with continuous coefficients. II. Zbl 0167.43904
Stroock, Daniel W.; Varadhan, S. R. S.
1969
Probability theory, an analytic view. Rev. ed. Zbl 0960.60001
Stroock, Daniel W.
2000
Dual processes and their application to infinite interacting systems. Zbl 0459.60097
Holley, Richard A.; Stroock, Daniel W.
1979
Lévy’s area under conditioning. Zbl 1099.60054
Friz, P.; Lyons, T.; Stroock, D.
2006
Some boundedness properties of certain stationary diffusion semigroups. Zbl 0562.60078
Kusuoka, S.; Stroock, D.
1985
Pinned Brownian motion and its perturbations. Zbl 0853.58111
Enchev, Ognian; Stroock, Daniel W.
1996
On certain systems of parabolic equations. Zbl 0188.41103
Stroock, Daniel W.
1970
On extremal solutions of martingale problems. Zbl 0447.60034
Stroock, Daniel W.; Yor, M.
1980
Abstract Wiener space, revisited. Zbl 1331.60059
Stroock, Daniel W.
2008
Some remarkable martingales. Zbl 0456.60048
Stroock, Daniel W.; Yor, M.
1981
Central limit phenomena of various interacting systems. Zbl 0393.60018
Holley, Richard A.; Stroock, Daniel W.
1979
Diffusion processes. Zbl 1316.60124
Stroock, Daniel W.; Varadhan, S. R. S.
2012
On the ergodic properties of Glauber dynamics. Zbl 1081.60562
Stroock, D.; Zegarliński, B.
1995
The fundamental solution to the Wright-Fisher equation. Zbl 1221.35013
Chen, Linan; Stroock, Daniel W.
2010
The Poisson kernel for certain degenerate elliptic operators. Zbl 0556.35036
Ben Arous, Gérard; Kusuoka, Shigeo; Stroock, Daniel W.
1984
A concise introduction to the theory of integration. 2nd ed. Zbl 0826.28001
Stroock, Daniel W.
1994
Analysis of the cut locus via the heat kernel. Zbl 1081.58013
Neel, Robert; Stroock, Daniel
2004
The Kac approach to potential theory. I. Zbl 0148.36202
Stroock, Daniel W.
1967
The Malliavin calculus and its application to second order parabolic differential equations. II. Zbl 0474.60062
Stroock, Daniel W.
1981
An introduction to Markov processes. 2nd corrected and enlarged ed. Zbl 1295.60002
Stroock, Daniel W.
2014
On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals. Zbl 0604.60076
Stroock, Daniel W.
1986
Estimates on the heat kernel for second order divergence form operators. Zbl 0779.60065
Stroock, Daniel W.
1992
Short time behavior of logarithmic derivatives of the heat kernel. Zbl 0930.37027
Stroock, Daniel W.; Turetsky, James
1997
An estimate on the Hessian of the heat kernel. Zbl 0868.58075
Stroock, Daniel W.
1996
Asymptotics of certain Wiener functionals with degenerate extrema. Zbl 0812.60043
Kusuoka, Shigeo; Stroock, Daniel W.
1994
A simple PDE and Wiener-Hopf Riccati equations. Zbl 1082.35173
Stroock, Daniel W.; Williams, David
2005
The D.L.R. conditions for translation invariant Gaussian measures on $$\mathfrak S'(R^d)$$. Zbl 0442.60052
Holley, Richard A.; Stroock, Daniel W.
1980
A Hodge theory for some non-compact manifolds. Zbl 1073.58001
Ahmed, Zulfikar M.; Stroock, Daniel W.
2000
A concise introduction to the theory of integration. Zbl 0729.28001
Stroock, Daniel W.
1990
Integration by parts for pinned Brownian motion. Zbl 0845.58055
Enchev, O.; Strook, D.
1995
Applications of Fefferman-Stein type interpolation to probability theory and analysis. Zbl 0267.60051
Stroock, Daniel W.
1973
Elements of stochastic calculus and analysis. Zbl 1428.60001
Stroock, Daniel W.
2018
An exercise in Malliavin’s calculus. Zbl 1329.35121
Stroock, Daniel W.
2015
Remarks on the HRT conjecture. Zbl 1337.30065
Stroock, Daniel W.
2015
An introduction to Markov processes. 2nd corrected and enlarged ed. Zbl 1295.60002
Stroock, Daniel W.
2014
Additive functions and Gaussian measures. Zbl 1271.60053
Chen, Linan; Stroock, Daniel W.
2013
Mathematics of probability. Zbl 1303.60005
Stroock, Daniel W.
2013
Martingale approach to some limit theorems. Zbl 1316.60097
Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S.
2012
Diffusion processes. Zbl 1316.60124
Stroock, Daniel W.; Varadhan, S. R. S.
2012
On the support of diffusion processes with applications to the strong maximum principle. Zbl 1316.60123
Stroock, Daniel W.; Varadhan, S. R. S.
2012
Partial differential equations for probabilists. Reprint of the 2008 hardback ed. Zbl 1245.35004
Stroock, Daniel W.
2012
On degenerate elliptic-parabolic operators of second order and their associated diffusions. Zbl 1316.35134
Stroock, Daniel W.; Varadhan, S. R. S.
2012
Malliavin calculus at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998). Zbl 1261.60004
Ikeda, Nobuyuki; Nualart, David; Stroock, Daniel W.
2012
Probability theory. An analytic view. 2nd ed. Zbl 1223.60001
Stroock, Daniel W.
2011
Essentials of integration theory for analysis. Zbl 1228.26001
Stroock, Daniel W.
2011
An approximation scheme for reflected stochastic differential equations. Zbl 1267.60077
Evans, Lawrence Christopher; Stroock, Daniel W.
2011
On a theorem of Laurent Schwartz. (Sur un théorème de Laurent Schwartz.) Zbl 1214.46015
Stroock, Daniel W.
2011
The fundamental solution to the Wright-Fisher equation. Zbl 1221.35013
Chen, Linan; Stroock, Daniel W.
2010
Partial differential equations for probabilists. Zbl 1145.35002
Stroock, Daniel W.
2008
Abstract Wiener space, revisited. Zbl 1331.60059
Stroock, Daniel W.
2008
Weyl’s lemma, one of many. Zbl 1172.35344
Stroock, Daniel W.
2008
Some Riemann sums are better than others. Zbl 1173.26307
Guillemin, Victor W.; Stroock, Daniel W.
2008
A highly unstable initial value boundary value problem. Zbl 1173.35514
2008
A peculiar two point boundary value problem. Zbl 1208.60079
2007
Estimates for transition probabilities on a compact manifold. Zbl 1110.58029
Stroock, Daniel W.
2007
Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Zbl 1103.60005
Stroock, Daniel W.; Varadhan, S. R. Srinivasa
2006
Lévy’s area under conditioning. Zbl 1099.60054
Friz, P.; Lyons, T.; Stroock, D.
2006
Further study of a simple PDE. Zbl 1102.35004
Stroock, Daniel W.; Williams, David
2006
An introduction to Markov processes. Zbl 1068.60003
Stroock, Daniel W.
2005
A simple PDE and Wiener-Hopf Riccati equations. Zbl 1082.35173
Stroock, Daniel W.; Williams, David
2005
Analysis of the cut locus via the heat kernel. Zbl 1081.58013
Neel, Robert; Stroock, Daniel
2004
Markov processes from K. Itô’s perspective. Zbl 1070.60003
Stroock, Daniel W.
2003
The Ornstein-Uhlenbeck process in a Riemannian manifold. Zbl 1054.60084
Stroock, Daniel W.
2001
An introduction to the analysis of paths on a Riemannian manifold. Zbl 0942.58001
Stroock, Daniel W.
2000
Probability theory, an analytic view. Rev. ed. Zbl 0960.60001
Stroock, Daniel W.
2000
A Hodge theory for some non-compact manifolds. Zbl 1073.58001
Ahmed, Zulfikar M.; Stroock, Daniel W.
2000
A concise introduction to the theory of integration. 3rd ed. Zbl 0912.28001
Stroock, Daniel W.
1999
An introduction to analysis on path space. Zbl 1069.58502
Stroock, Daniel W.
1999
Upper bounds on derivatives of the logarithm of the heat kernel. Zbl 0928.58031
Stroock, Daniel W.; Turetsky, James
1998
Non-divergence form operators and variations on Yau’s explosion criterion. Zbl 1101.58304
Stroock, Daniel W.
1998
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
1997
Short time behavior of logarithmic derivatives of the heat kernel. Zbl 0930.37027
Stroock, Daniel W.; Turetsky, James
1997
The legacy of Norbert Wiener: a centennial symposium. In honor of the 100th anniversary of Norbert Wiener’s birth, October 8–14, Cambridge, MA, USA. Zbl 0869.00026
1997
Norbert Wiener. Zbl 0884.01027
Jerison, David; Stroock, Daniel W.
1997
Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063
Malliavin, Paul; Stroock, Daniel W.
1996
Pinned Brownian motion and its perturbations. Zbl 0853.58111
Enchev, Ognian; Stroock, Daniel W.
1996
An estimate on the Hessian of the heat kernel. Zbl 0868.58075
Stroock, Daniel W.
1996
Variations on a theme by Bismut. Zbl 0863.58065
Stroock, D. W.; Zeitouni, O.
1996
Stroock, Daniel W.
1996
Towards a Riemannian geometry on the path space over a Riemannian manifold. Zbl 0847.58080
Enchev, Ognian; Strook, Daniel W.
1995
On the ergodic properties of Glauber dynamics. Zbl 1081.60562
Stroock, D.; Zegarliński, B.
1995
Integration by parts for pinned Brownian motion. Zbl 0845.58055
Enchev, O.; Strook, D.
1995
Norbert Wiener. Zbl 1042.01522
Jerison, David; Stroock, Daniel
1995
Moment estimates derived from Poincaré and logarithmic Sobolev inequalities. Zbl 0862.60064
Aida, S.; Stroock, D.
1994
A concise introduction to the theory of integration. 2nd ed. Zbl 0826.28001
Stroock, Daniel W.
1994
Asymptotics of certain Wiener functionals with degenerate extrema. Zbl 0812.60043
Kusuoka, Shigeo; Stroock, Daniel W.
1994
Diffusions as integral curves, or Stratonovich without Itô. Zbl 0814.60074
Stroock, D.; Taniguchi, S.
1994
Estimates for the heat kernel of second order elliptic operators. Zbl 0810.35016
Stroock, D. W.
1994
Probability theory: an analytic view. Zbl 0925.60004
Stroock, Daniel W.
1993
On the support of Wiener functionals. Zbl 0790.60047
Aida, S.; Kusuoka, S.; Stroock, D.
1993
Rademacher’s theorem for Wiener functionals. Zbl 0773.60042
Enchev, O.; Stroock, D. W.
1993
Logarithmic Sobolev inequalities for Gibbs states. Zbl 0801.60056
Stroock, Daniel W.
1993
Precise asymptotics in large deviations. Zbl 0791.60017
Ben Arous, Gérard; Deuschel, Jean-Dominique; Stroock, D. W.
1993
Anticipative diffusion and related change of measures. Zbl 0804.60072
Enchev, O.; Stroock, D. W.
1993
The logarithmic Sobolev inequality for discrete spin systems on a lattice. Zbl 0758.60070
Stroock, Daniel W.; Zegarlinski, Boguslaw
1992
The equivalence of the logarithmic Sobolev inequality and the Dobrushin- Shlosman mixing condition. Zbl 0745.60104
Stroock, Daniel W.; Zegarlinski, Boguslaw
1992
The logarithmic Sobolev inequality for continuous spin systems on a lattice. Zbl 0794.46025
Stroock, Daniel W.; Zegarlinski, Boguslaw
1992
Estimates on the heat kernel for second order divergence form operators. Zbl 0779.60065
Stroock, Daniel W.
1992
Geometric bounds for eigenvalues of Markov chains. Zbl 0731.60061
Diaconis, Persi; Stroock, Daniel
1991
Opérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups). Zbl 0734.58041
Saloff-Coste, L.; Stroock, D. W.
1991
Precise asymptotics of certain Wiener functionals. Zbl 0738.60054
Kusuoka, Shigeo; Stroock, Daniel W.
1991
Microcanonical distributions for lattice gases. Zbl 0727.60025
Deuschel, Jean-Dominique; Stroock, Daniel W.; Zessin, Hans
1991
Estimates on the fundamental solution to heat flows with uniformly elliptic coefficients. Zbl 0694.35075
Norris, James R.; Stroock, Daniel W.
1991
Microcanonical distributions, Gibbs states, and the equivalence of ensembles. Zbl 0745.60105
Stroock, Daniel W.; Zeitouni, Ofer
1991
Microcanonical distributions for one dimensional lattice gases. Zbl 0756.60100
Stroock, Daniel W.
1991
Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems). Zbl 0736.60050
Doss, Halim; Stroock, Daniel W.
1991
Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models. Zbl 0705.60066
Deuschel, Jean-Dominique; Stroock, Daniel W.
1990
A concise introduction to the theory of integration. Zbl 0729.28001
Stroock, Daniel W.
1990
Large deviations. Rev. ed. Zbl 0705.60029
Deuschel, Jean-Dominique; Stroock, Daniel W.
1989
A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018
Deuschel, J. D.; Stroock, D. W.
1989
Asymptotics of the spectral gap with applications to the theory of simulated annealing. Zbl 0706.58075
Holley, Richard A.; Kusuoka, Shigeo; Stroock, Daniel W.
1989
Uniform and $$L^ 2$$ convergence in one dimensional stochastic Ising models. Zbl 0666.60104
Holley, Richard A.; Stroock, Daniel W.
1989
Simulated annealing via Sobolev inequalities. Zbl 0643.60092
Holley, Richard; Stroock, Daniel
1988
Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Zbl 0699.35025
Kusuoka, S.; Stroock, D.
1988
Diffusion semigroups corresponding to uniformly elliptic divergence form operators. I: Aronson’s estimate for elliptic operators in divergence form. Zbl 0651.47031
Stroock, Daniel W.
1988
Large deviations and stochastic flows of diffeomorphisms. Zbl 0638.60035
Baxendale, P. H.; Stroock, D. W.
1988
Upper bounds for symmetric Markov transition functions. Zbl 0634.60066
Carlen, E. A.; Kusuoka, S.; Stroock, D. W.
1987
Applications of the Malliavin calculus. III. Zbl 0633.60078
Kusuoka, S.; Stroock, D.
1987
Logarithmic Sobolev inequalities and stochastic Ising models. Zbl 0682.60109
Holley, Richard; Stroock, Daniel
1987
Lectures on stochastic analysis: diffusion theory. Zbl 0605.60057
Stroock, Daniel W.
1987
Homogeneous chaos revisited. Zbl 0632.60061
Stroock, Daniel W.
1987
Selected papers. Ed. by Daniel W. Stroock and S. R. S. Varadhan. Zbl 0621.01019
Itô, Kiyosi
1987
Slepian’s inequality and commuting semigroups. Zbl 0655.47035
Dudley, Richard M.; Stroock, Daniel W.
1987
A new proof of Moser’s parabolic Harnack inequality using the old ideas of Nash. Zbl 0652.35052
Fabes, E. B.; Stroock, D. W.
1986
Reversibility of solutions to martingale problems. Zbl 0613.60066
Fukushima, M.; Stroock, D.
1986
On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals. Zbl 0604.60076
Stroock, Daniel W.
1986
An application of the Bakry-Emery criterion to infinite dimensional diffusions. Zbl 0609.60086
Carlen, Eric A.; Stroock, Daniel W.
1986
Applications of the Malliavin calculus. II. Zbl 0568.60059
Kusuoka, S.; Stroock, D.
1985
An example in the theory of hypercontractive semigroups. Zbl 0577.47043
Korzeniowski, Andrzej; Stroock, Daniel W.
1985
Some boundedness properties of certain stationary diffusion semigroups. Zbl 0562.60078
Kusuoka, S.; Stroock, D.
1985
An introduction to the theory of large deviations. Zbl 0552.60022
Stroock, D. W.
1984
...and 46 more Documents
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### Cited by 3,583 Authors

 45 Stroock, Daniel W. 39 Röckner, Michael 33 Chen, Zhen-Qing 32 Albeverio, Sergio A. 26 Deuschel, Jean-Dominique 25 Bass, Richard F. 25 Zegarlinski, Boguslaw 24 Friz, Peter Karl 24 Kumagai, Takashi 23 Kondrat’yev, Yuriĭ Grygorovych 21 Saloff-Coste, Laurent 21 Yavin, Yaakov 19 Léandre, Rémi 18 Grigor’yan, Alexander Asaturovich 18 Hairer, Martin 18 Wang, Jian 17 Dawson, Donald Andrew 17 Sanz-Solé, Marta 17 Zhang, Xicheng 16 Bismut, Jean-Michel 16 Bogachev, Vladimir Igorevich 16 Pardoux, Etienne 16 Wang, Feng-Yu 15 Nualart, David 15 Wu, Liming 14 Chen, Mu-Fa 14 Shaposhnikov, Stanislav V. 13 Gao, Fuqing 13 Miclo, Laurent 13 Zhang, Tusheng S. 12 Barlow, Martin T. 12 Bojdecki, Tomasz 12 Coulhon, Thierry 12 Driver, Bruce K. 12 Flandoli, Franco 12 Funaki, Tadahisa 12 Gorostiza, Luis G. 12 Kusuoka, Shigeo 12 Russo, Francesco 11 Aida, Shigeki 11 Ben Arous, Gérard 11 Burdzy, Krzysztof 11 Crisan, Dan O. 11 Kohatsu-Higa, Arturo 11 Lanconelli, Ermanno 11 Mikulevicius, Remigijus 11 Sznitman, Alain-Sol 11 Wu, Jianglun 11 Yamada, Toshihiro 10 Baudoin, Fabrice 10 Holley, Richard A. 10 Kim, Panki 10 Kim, Seick 10 Krylov, Nicolaĭ Vladimirovich 10 Landim, Claudio 10 Löwe, Matthias 10 Menozzi, Stéphane 10 Robinson, Derek W. 10 Yor, Marc 9 Bally, Vlad 9 Bobkov, Sergey Germanovich 9 Delarue, François 9 Greven, Andreas 9 Guillin, Arnaud 9 Hu, Jiaxin 9 Ledoux, Michel 9 Martinelli, Fabio 9 Otto, Felix 9 Qian, Zhongmin M. 9 Redig, Frank 9 Song, Renming 9 Taira, Kazuaki 8 Arnaudon, Marc 8 Bonfiglioli, Andrea 8 Cattiaux, Patrick 8 Chen, Xin 8 Davies, Edward Brian 8 Dembo, Amir 8 Diaconis, Persi Warren 8 Dupuis, Paul G. 8 Fang, Shizan 8 Gozlan, Nathael 8 Jakubowski, Jacek 8 Jara, Milton D. 8 Jiang, Daqing 8 Kunita, Hiroshi 8 Lyons, Terence John 8 Polidoro, Sergio 8 Touzi, Nizar 8 Uguzzoni, Francesco 8 Veretennikov, Alexander Yu. 8 Williams, Ruth J. 8 Zeitouni, Ofer 7 Andres, Sebastian 7 Bardina, Xavier 7 Baxendale, Peter H. 7 Caputo, Pietro 7 Cocozza-Thivent, Christiane 7 Da Prato, Giuseppe 7 Del Moral, Pierre ...and 3,483 more Authors
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### Cited in 456 Serials

 269 Stochastic Processes and their Applications 214 Probability Theory and Related Fields 212 Journal of Functional Analysis 158 The Annals of Probability 115 The Annals of Applied Probability 94 Communications in Mathematical Physics 93 Transactions of the American Mathematical Society 92 Journal of Statistical Physics 66 Journal of Theoretical Probability 65 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 63 Journal of Mathematical Analysis and Applications 63 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 58 Potential Analysis 51 Statistics & Probability Letters 50 Journal of Differential Equations 38 Journal of Mathematical Physics 36 Proceedings of the American Mathematical Society 36 Stochastic Analysis and Applications 35 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 30 Applied Mathematics and Optimization 28 Journal de Mathématiques Pures et Appliquées. Neuvième Série 28 Bernoulli 27 Communications in Partial Differential Equations 26 Electronic Journal of Probability 24 Journal of Applied Probability 24 Infinite Dimensional Analysis, Quantum Probability and Related Topics 23 Lithuanian Mathematical Journal 21 Communications on Pure and Applied Mathematics 21 Stochastics 21 Advances in Mathematics 21 Mathematische Annalen 21 Bulletin des Sciences Mathématiques 20 Journal of Optimization Theory and Applications 20 Journal of Mathematical Sciences (New York) 20 Journal of Evolution Equations 19 Duke Mathematical Journal 19 Finance and Stochastics 18 Advances in Applied Probability 18 Archive for Rational Mechanics and Analysis 18 Acta Applicandae Mathematicae 18 Stochastics and Dynamics 17 SIAM Journal on Mathematical Analysis 17 Acta Mathematica Sinica. English Series 16 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 15 Mathematische Zeitschrift 14 Journal of Mathematical Biology 14 SIAM Journal on Control and Optimization 14 Science in China. Series A 13 Reviews in Mathematical Physics 13 The Annals of Statistics 13 Acta Mathematicae Applicatae Sinica. English Series 13 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 13 Discrete and Continuous Dynamical Systems 13 Comptes Rendus. Mathématique. Académie des Sciences, Paris 13 Frontiers of Mathematics in China 13 Science China. Mathematics 12 Annales de l’Institut Fourier 12 Applied Mathematics and Computation 12 Journal of Econometrics 12 Journal of the Mathematical Society of Japan 12 Journal of Multivariate Analysis 12 Mathematische Nachrichten 12 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 12 The Journal of Geometric Analysis 11 Annali di Matematica Pura ed Applicata. Serie Quarta 11 Inventiones Mathematicae 11 Publications of the Research Institute for Mathematical Sciences, Kyoto University 11 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 11 Stochastic and Partial Differential Equations. Analysis and Computations 10 Memoirs of the American Mathematical Society 10 Systems & Control Letters 10 Monte Carlo Methods and Applications 10 ALEA. Latin American Journal of Probability and Mathematical Statistics 9 Revista Matemática Iberoamericana 8 Illinois Journal of Mathematics 8 Proceedings of the Japan Academy. Series A 8 Tohoku Mathematical Journal. Second Series 8 Linear Algebra and its Applications 8 Calculus of Variations and Partial Differential Equations 8 Combinatorics, Probability and Computing 8 Electronic Communications in Probability 8 Annales Henri Poincaré 8 Stochastic Models 7 International Journal of Systems Science 7 Journal d’Analyse Mathématique 7 Ukrainian Mathematical Journal 7 Journal of Computational and Applied Mathematics 7 Manuscripta Mathematica 7 Nagoya Mathematical Journal 7 Osaka Journal of Mathematics 7 Forum Mathematicum 7 Random Structures & Algorithms 7 Stochastics and Stochastics Reports 7 Journal of Dynamics and Differential Equations 7 Doklady Mathematics 7 Journal of the European Mathematical Society (JEMS) 7 Discrete and Continuous Dynamical Systems. Series B 7 Communications on Pure and Applied Analysis 6 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 6 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série ...and 356 more Serials
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### Cited in 57 Fields

 2,724 Probability theory and stochastic processes (60-XX) 867 Partial differential equations (35-XX) 398 Statistical mechanics, structure of matter (82-XX) 305 Global analysis, analysis on manifolds (58-XX) 248 Operator theory (47-XX) 213 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 209 Numerical analysis (65-XX) 188 Systems theory; control (93-XX) 158 Statistics (62-XX) 147 Dynamical systems and ergodic theory (37-XX) 144 Functional analysis (46-XX) 135 Potential theory (31-XX) 128 Biology and other natural sciences (92-XX) 100 Calculus of variations and optimal control; optimization (49-XX) 89 Ordinary differential equations (34-XX) 88 Differential geometry (53-XX) 87 Measure and integration (28-XX) 81 Quantum theory (81-XX) 79 Combinatorics (05-XX) 79 Fluid mechanics (76-XX) 75 Operations research, mathematical programming (90-XX) 64 Computer science (68-XX) 59 Real functions (26-XX) 46 Topological groups, Lie groups (22-XX) 39 Linear and multilinear algebra; matrix theory (15-XX) 39 Harmonic analysis on Euclidean spaces (42-XX) 35 Integral equations (45-XX) 34 Abstract harmonic analysis (43-XX) 24 Difference and functional equations (39-XX) 24 Information and communication theory, circuits (94-XX) 18 Mechanics of particles and systems (70-XX) 17 Approximations and expansions (41-XX) 15 Convex and discrete geometry (52-XX) 14 Functions of a complex variable (30-XX) 14 Several complex variables and analytic spaces (32-XX) 12 Mechanics of deformable solids (74-XX) 10 General and overarching topics; collections (00-XX) 9 Mathematical logic and foundations (03-XX) 9 Special functions (33-XX) 9 Classical thermodynamics, heat transfer (80-XX) 8 History and biography (01-XX) 8 Group theory and generalizations (20-XX) 6 Relativity and gravitational theory (83-XX) 5 Number theory (11-XX) 5 Integral transforms, operational calculus (44-XX) 5 Geometry (51-XX) 4 Algebraic geometry (14-XX) 4 Manifolds and cell complexes (57-XX) 3 Algebraic topology (55-XX) 3 Geophysics (86-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Commutative algebra (13-XX) 2 Nonassociative rings and algebras (17-XX) 2 General topology (54-XX) 2 Optics, electromagnetic theory (78-XX) 2 Astronomy and astrophysics (85-XX) 1 Sequences, series, summability (40-XX)

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