Edit Profile (opens in new tab) Stroock, Daniel W. Compute Distance To: Compute 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 all top 5 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 all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 146 Publications have been cited 4,681 times in 3,664 Documents Cited by ▼ Year ▼ Multidimensional diffusion processes. Zbl 0426.60069Stroock, Daniel W.; Varadhan, S. R. Srinivasa 552 1979 Geometric bounds for eigenvalues of Markov chains. Zbl 0731.60061Diaconis, Persi; Stroock, Daniel 215 1991 Large deviations. Rev. ed. Zbl 0705.60029Deuschel, Jean-Dominique; Stroock, Daniel W. 209 1989 Upper bounds for symmetric Markov transition functions. Zbl 0634.60066Carlen, E. A.; Kusuoka, S.; Stroock, D. W. 183 1987 A new proof of Moser’s parabolic Harnack inequality using the old ideas of Nash. Zbl 0652.35052Fabes, E. B.; Stroock, D. W. 171 1986 An introduction to the theory of large deviations. Zbl 0552.60022Stroock, D. W. 144 1984 Diffusion processes associated with Levy generators. Zbl 0292.60122Stroock, Daniel W. 135 1975 Applications of the Malliavin calculus. II. Zbl 0568.60059Kusuoka, S.; Stroock, D. 134 1985 Diffusion processes with boundary conditions. Zbl 0227.76131Stroock, Daniel W.; Varadhan, S. R. S. 127 1971 Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Zbl 1103.60005Stroock, Daniel W.; Varadhan, S. R. Srinivasa 123 2006 On the support of diffusion processes with applications to the strong maximum principle. Zbl 0255.60056Stroock, Daniel W.; Varadhan, S. R. S. 114 1972 Diffusion processes with continuous coefficients. I. Zbl 0167.43903Stroock, Daniel W.; Varadhan, S. R. S. 114 1969 Applications of the Malliavin calculus. III. Zbl 0633.60078Kusuoka, S.; Stroock, D. 105 1987 A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018Deuschel, J. D.; Stroock, D. W. 102 1989 Probability theory: an analytic view. Zbl 0925.60004Stroock, Daniel W. 99 1993 Logarithmic Sobolev inequalities and stochastic Ising models. Zbl 0682.60109Holley, Richard; Stroock, Daniel 98 1987 Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions. Zbl 0412.60065Holley, Richard A.; Stroock, Daniel W. 94 1978 The \(L^ p\)-integrability of Green’s functions and fundamental solutions for elliptic and parabolic equations. Zbl 0567.35003Fabes, E. B.; Stroock, D. W. 72 1984 On degenerate elliptic-parabolic operators of second order and their associated diffusions. Zbl 0344.35041Stroock, Daniel W.; Varadhan, S. R. S. 71 1972 The logarithmic Sobolev inequality for discrete spin systems on a lattice. Zbl 0758.60070Stroock, Daniel W.; Zegarlinski, Boguslaw 67 1992 Martingale approach to some limit theorems. Zbl 0387.60067Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S. 61 1977 The equivalence of the logarithmic Sobolev inequality and the Dobrushin- Shlosman mixing condition. Zbl 0745.60104Stroock, Daniel W.; Zegarlinski, Boguslaw 60 1992 Asymptotics of the spectral gap with applications to the theory of simulated annealing. Zbl 0706.58075Holley, Richard A.; Kusuoka, Shigeo; Stroock, Daniel W. 51 1989 Simulated annealing via Sobolev inequalities. Zbl 0643.60092Holley, Richard; Stroock, Daniel 49 1988 Probability theory. An analytic view. 2nd ed. Zbl 1223.60001Stroock, Daniel W. 49 2011 Diffusions on an infinite dimensional torus. Zbl 0501.58039Holley, R.; Stroock, Daniel W. 45 1981 On the support of Wiener functionals. Zbl 0790.60047Aida, S.; Kusuoka, S.; Stroock, D. 42 1993 Moment estimates derived from Poincaré and logarithmic Sobolev inequalities. Zbl 0862.60064Aida, S.; Stroock, D. 40 1994 Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Zbl 0699.35025Kusuoka, S.; Stroock, D. 37 1988 The Malliavin calculus, a functional analytic approach. Zbl 0475.60060Stroock, Daniel W. 37 1981 Markov chain approximations to symmetric diffusions. Zbl 0885.60065Stroock, Daniel W.; Zheng, Weian 36 1997 The logarithmic Sobolev inequality for continuous spin systems on a lattice. Zbl 0794.46025Stroock, Daniel W.; Zegarlinski, Boguslaw 35 1992 Diffusion semigroups corresponding to uniformly elliptic divergence form operators. I: Aronson’s estimate for elliptic operators in divergence form. Zbl 0651.47031Stroock, Daniel W. 35 1988 Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models. Zbl 0705.60066Deuschel, Jean-Dominique; Stroock, Daniel W. 35 1990 Some stochastic processes which arise from a model of the motion of a bacterium. Zbl 0282.60047Stroock, Daniel W. 34 1974 An introduction to the analysis of paths on a Riemannian manifold. Zbl 0942.58001Stroock, Daniel W. 33 2000 Opérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups). Zbl 0734.58041Saloff-Coste, L.; Stroock, D. W. 33 1991 Markov processes from K. Itô’s perspective. Zbl 1070.60003Stroock, Daniel W. 30 2003 Precise asymptotics of certain Wiener functionals. Zbl 0738.60054Kusuoka, Shigeo; Stroock, Daniel W. 29 1991 The partial Malliavin calculus and its application to nonlinear filtering. Zbl 0567.60046Kusuoka, S.; Stroock, D. 28 1984 Towards a Riemannian geometry on the path space over a Riemannian manifold. Zbl 0847.58080Enchev, Ognian; Strook, Daniel W. 28 1995 Nearest neighbor birth and death processes on the real line. Zbl 0405.60090Holley, R. A.; Stroock, Daniel W. 28 1978 Partial differential equations for probabilists. Zbl 1145.35002Stroock, Daniel W. 28 2008 Lectures on topics in stochastic differential equations. Zbl 0516.60065Stroock, Daniel W. 27 1982 Applications of the Malliavin calculus. I. Zbl 0546.60056Kusuoka, Shigeo; Stroock, Daniel W. 27 1984 A martingale approach to infinite systems of interacting processes. Zbl 0332.60072Holley, Richard A.; Stroock, Daniel W. 26 1976 An introduction to Markov processes. Zbl 1068.60003Stroock, Daniel W. 26 2005 Large deviations and stochastic flows of diffeomorphisms. Zbl 0638.60035Baxendale, P. H.; Stroock, D. W. 25 1988 A concise introduction to the theory of integration. 3rd ed. Zbl 0912.28001Stroock, Daniel W. 24 1999 Microcanonical distributions for lattice gases. Zbl 0727.60025Deuschel, Jean-Dominique; Stroock, Daniel W.; Zessin, Hans 23 1991 Rademacher’s theorem for Wiener functionals. Zbl 0773.60042Enchev, O.; Stroock, D. W. 21 1993 Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063Malliavin, Paul; Stroock, Daniel W. 21 1996 On the growth of stochastic integrals. Zbl 0203.50002Stroock, Daniel W. 20 1971 Estimates on the fundamental solution to heat flows with uniformly elliptic coefficients. Zbl 0694.35075Norris, James R.; Stroock, Daniel W. 20 1991 The Malliavin calculus and its application to second order parabolic differential equations. I. Zbl 0474.60061Stroock, Daniel W. 20 1981 \(L_2\) theory for the stochastic Ising model. Zbl 0332.60073Holley, Richard A.; Stroock, Daniel W. 19 1976 Martingale approach to some limit theorems. Zbl 1316.60097Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S. 18 2012 Upper bounds on derivatives of the logarithm of the heat kernel. Zbl 0928.58031Stroock, Daniel W.; Turetsky, James 17 1998 Essentials of integration theory for analysis. Zbl 1228.26001Stroock, Daniel W. 17 2011 Lectures on stochastic analysis: diffusion theory. Zbl 0605.60057Stroock, Daniel W. 16 1987 Uniform and \(L^ 2\) convergence in one dimensional stochastic Ising models. Zbl 0666.60104Holley, Richard A.; Stroock, Daniel W. 16 1989 Reversibility of solutions to martingale problems. Zbl 0613.60066Fukushima, M.; Stroock, D. 15 1986 Microcanonical distributions, Gibbs states, and the equivalence of ensembles. Zbl 0745.60105Stroock, Daniel W.; Zeitouni, Ofer 14 1991 Limit theorems for random walks on Lie groups. Zbl 0299.60007Stroock, Daniel W.; Varadhan, S. R. S. 14 1973 Logarithmic Sobolev inequalities for Gibbs states. Zbl 0801.60056Stroock, Daniel W. 14 1993 An approximation scheme for reflected stochastic differential equations. Zbl 1267.60077Evans, Lawrence Christopher; Stroock, Daniel W. 14 2011 Homogeneous chaos revisited. Zbl 0632.60061Stroock, Daniel W. 13 1987 Some applications of stochastic calculus to partial differential equations. Zbl 0494.60060Stroock, Daniel W. 13 1983 An example in the theory of hypercontractive semigroups. Zbl 0577.47043Korzeniowski, Andrzej; Stroock, Daniel W. 13 1985 Diffusion processes with continuous coefficients. II. Zbl 0167.43904Stroock, Daniel W.; Varadhan, S. R. S. 13 1969 Probability theory, an analytic view. Rev. ed. Zbl 0960.60001Stroock, Daniel W. 13 2000 Dual processes and their application to infinite interacting systems. Zbl 0459.60097Holley, Richard A.; Stroock, Daniel W. 13 1979 Lévy’s area under conditioning. Zbl 1099.60054Friz, P.; Lyons, T.; Stroock, D. 13 2006 Some boundedness properties of certain stationary diffusion semigroups. Zbl 0562.60078Kusuoka, S.; Stroock, D. 12 1985 Pinned Brownian motion and its perturbations. Zbl 0853.58111Enchev, Ognian; Stroock, Daniel W. 12 1996 On certain systems of parabolic equations. Zbl 0188.41103Stroock, Daniel W. 12 1970 On extremal solutions of martingale problems. Zbl 0447.60034Stroock, Daniel W.; Yor, M. 12 1980 Abstract Wiener space, revisited. Zbl 1331.60059Stroock, Daniel W. 11 2008 Some remarkable martingales. Zbl 0456.60048Stroock, Daniel W.; Yor, M. 10 1981 Central limit phenomena of various interacting systems. Zbl 0393.60018Holley, Richard A.; Stroock, Daniel W. 10 1979 Diffusion processes. Zbl 1316.60124Stroock, Daniel W.; Varadhan, S. R. S. 9 2012 On the ergodic properties of Glauber dynamics. Zbl 1081.60562Stroock, D.; Zegarliński, B. 9 1995 The fundamental solution to the Wright-Fisher equation. Zbl 1221.35013Chen, Linan; Stroock, Daniel W. 9 2010 The Poisson kernel for certain degenerate elliptic operators. Zbl 0556.35036Ben Arous, Gérard; Kusuoka, Shigeo; Stroock, Daniel W. 8 1984 A concise introduction to the theory of integration. 2nd ed. Zbl 0826.28001Stroock, Daniel W. 8 1994 Analysis of the cut locus via the heat kernel. Zbl 1081.58013Neel, Robert; Stroock, Daniel 8 2004 The Kac approach to potential theory. I. Zbl 0148.36202Stroock, Daniel W. 8 1967 The Malliavin calculus and its application to second order parabolic differential equations. II. Zbl 0474.60062Stroock, Daniel W. 8 1981 An introduction to Markov processes. 2nd corrected and enlarged ed. Zbl 1295.60002Stroock, Daniel W. 8 2014 On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals. Zbl 0604.60076Stroock, Daniel W. 7 1986 Estimates on the heat kernel for second order divergence form operators. Zbl 0779.60065Stroock, Daniel W. 7 1992 Short time behavior of logarithmic derivatives of the heat kernel. Zbl 0930.37027Stroock, Daniel W.; Turetsky, James 7 1997 An estimate on the Hessian of the heat kernel. Zbl 0868.58075Stroock, Daniel W. 7 1996 Asymptotics of certain Wiener functionals with degenerate extrema. Zbl 0812.60043Kusuoka, Shigeo; Stroock, Daniel W. 7 1994 A simple PDE and Wiener-Hopf Riccati equations. Zbl 1082.35173Stroock, Daniel W.; Williams, David 7 2005 The D.L.R. conditions for translation invariant Gaussian measures on \(\mathfrak S'(R^d)\). Zbl 0442.60052Holley, Richard A.; Stroock, Daniel W. 7 1980 A Hodge theory for some non-compact manifolds. Zbl 1073.58001Ahmed, Zulfikar M.; Stroock, Daniel W. 6 2000 A concise introduction to the theory of integration. Zbl 0729.28001Stroock, Daniel W. 5 1990 Integration by parts for pinned Brownian motion. Zbl 0845.58055Enchev, O.; Strook, D. 5 1995 Applications of Fefferman-Stein type interpolation to probability theory and analysis. Zbl 0267.60051Stroock, Daniel W. 5 1973 Elements of stochastic calculus and analysis. Zbl 1428.60001Stroock, Daniel W. 1 2018 An exercise in Malliavin’s calculus. Zbl 1329.35121Stroock, Daniel W. 1 2015 Remarks on the HRT conjecture. Zbl 1337.30065Stroock, Daniel W. 1 2015 An introduction to Markov processes. 2nd corrected and enlarged ed. Zbl 1295.60002Stroock, Daniel W. 8 2014 Additive functions and Gaussian measures. Zbl 1271.60053Chen, Linan; Stroock, Daniel W. 2 2013 Mathematics of probability. Zbl 1303.60005Stroock, Daniel W. 1 2013 Martingale approach to some limit theorems. Zbl 1316.60097Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S. 18 2012 Diffusion processes. Zbl 1316.60124Stroock, Daniel W.; Varadhan, S. R. S. 9 2012 On the support of diffusion processes with applications to the strong maximum principle. Zbl 1316.60123Stroock, Daniel W.; Varadhan, S. R. S. 4 2012 Partial differential equations for probabilists. Reprint of the 2008 hardback ed. Zbl 1245.35004Stroock, Daniel W. 4 2012 On degenerate elliptic-parabolic operators of second order and their associated diffusions. Zbl 1316.35134Stroock, Daniel W.; Varadhan, S. R. S. 1 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 1261.60004Ikeda, Nobuyuki; Nualart, David; Stroock, Daniel W. 1 2012 Probability theory. An analytic view. 2nd ed. Zbl 1223.60001Stroock, Daniel W. 49 2011 Essentials of integration theory for analysis. Zbl 1228.26001Stroock, Daniel W. 17 2011 An approximation scheme for reflected stochastic differential equations. Zbl 1267.60077Evans, Lawrence Christopher; Stroock, Daniel W. 14 2011 On a theorem of Laurent Schwartz. (Sur un théorème de Laurent Schwartz.) Zbl 1214.46015Stroock, Daniel W. 1 2011 The fundamental solution to the Wright-Fisher equation. Zbl 1221.35013Chen, Linan; Stroock, Daniel W. 9 2010 Partial differential equations for probabilists. Zbl 1145.35002Stroock, Daniel W. 28 2008 Abstract Wiener space, revisited. Zbl 1331.60059Stroock, Daniel W. 11 2008 Weyl’s lemma, one of many. Zbl 1172.35344Stroock, Daniel W. 1 2008 Some Riemann sums are better than others. Zbl 1173.26307Guillemin, Victor W.; Stroock, Daniel W. 1 2008 A highly unstable initial value boundary value problem. Zbl 1173.35514Pang, Huadong; Stroock, Daniel W. 1 2008 A peculiar two point boundary value problem. Zbl 1208.60079Pang, Huadong; Stroock, Daniel W. 4 2007 Estimates for transition probabilities on a compact manifold. Zbl 1110.58029Stroock, Daniel W. 1 2007 Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Zbl 1103.60005Stroock, Daniel W.; Varadhan, S. R. Srinivasa 123 2006 Lévy’s area under conditioning. Zbl 1099.60054Friz, P.; Lyons, T.; Stroock, D. 13 2006 Further study of a simple PDE. Zbl 1102.35004Stroock, Daniel W.; Williams, David 4 2006 An introduction to Markov processes. Zbl 1068.60003Stroock, Daniel W. 26 2005 A simple PDE and Wiener-Hopf Riccati equations. Zbl 1082.35173Stroock, Daniel W.; Williams, David 7 2005 Analysis of the cut locus via the heat kernel. Zbl 1081.58013Neel, Robert; Stroock, Daniel 8 2004 Markov processes from K. Itô’s perspective. Zbl 1070.60003Stroock, Daniel W. 30 2003 The Ornstein-Uhlenbeck process in a Riemannian manifold. Zbl 1054.60084Stroock, Daniel W. 2 2001 An introduction to the analysis of paths on a Riemannian manifold. Zbl 0942.58001Stroock, Daniel W. 33 2000 Probability theory, an analytic view. Rev. ed. Zbl 0960.60001Stroock, Daniel W. 13 2000 A Hodge theory for some non-compact manifolds. Zbl 1073.58001Ahmed, Zulfikar M.; Stroock, Daniel W. 6 2000 A concise introduction to the theory of integration. 3rd ed. Zbl 0912.28001Stroock, Daniel W. 24 1999 An introduction to analysis on path space. Zbl 1069.58502Stroock, Daniel W. 3 1999 Upper bounds on derivatives of the logarithm of the heat kernel. Zbl 0928.58031Stroock, Daniel W.; Turetsky, James 17 1998 Non-divergence form operators and variations on Yau’s explosion criterion. Zbl 1101.58304Stroock, Daniel W. 2 1998 Markov chain approximations to symmetric diffusions. Zbl 0885.60065Stroock, Daniel W.; Zheng, Weian 36 1997 Short time behavior of logarithmic derivatives of the heat kernel. Zbl 0930.37027Stroock, Daniel W.; Turetsky, James 7 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 1 1997 Norbert Wiener. Zbl 0884.01027Jerison, David; Stroock, Daniel W. 1 1997 Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063Malliavin, Paul; Stroock, Daniel W. 21 1996 Pinned Brownian motion and its perturbations. Zbl 0853.58111Enchev, Ognian; Stroock, Daniel W. 12 1996 An estimate on the Hessian of the heat kernel. Zbl 0868.58075Stroock, Daniel W. 7 1996 Variations on a theme by Bismut. Zbl 0863.58065Stroock, D. W.; Zeitouni, O. 3 1996 Gaussian measures in traditional and not so traditional settings. Zbl 0854.60081Stroock, Daniel W. 1 1996 Towards a Riemannian geometry on the path space over a Riemannian manifold. Zbl 0847.58080Enchev, Ognian; Strook, Daniel W. 28 1995 On the ergodic properties of Glauber dynamics. Zbl 1081.60562Stroock, D.; Zegarliński, B. 9 1995 Integration by parts for pinned Brownian motion. Zbl 0845.58055Enchev, O.; Strook, D. 5 1995 Norbert Wiener. Zbl 1042.01522Jerison, David; Stroock, Daniel 2 1995 Moment estimates derived from Poincaré and logarithmic Sobolev inequalities. Zbl 0862.60064Aida, S.; Stroock, D. 40 1994 A concise introduction to the theory of integration. 2nd ed. Zbl 0826.28001Stroock, Daniel W. 8 1994 Asymptotics of certain Wiener functionals with degenerate extrema. Zbl 0812.60043Kusuoka, Shigeo; Stroock, Daniel W. 7 1994 Diffusions as integral curves, or Stratonovich without Itô. Zbl 0814.60074Stroock, D.; Taniguchi, S. 3 1994 Estimates for the heat kernel of second order elliptic operators. Zbl 0810.35016Stroock, D. W. 2 1994 Probability theory: an analytic view. Zbl 0925.60004Stroock, Daniel W. 99 1993 On the support of Wiener functionals. Zbl 0790.60047Aida, S.; Kusuoka, S.; Stroock, D. 42 1993 Rademacher’s theorem for Wiener functionals. Zbl 0773.60042Enchev, O.; Stroock, D. W. 21 1993 Logarithmic Sobolev inequalities for Gibbs states. Zbl 0801.60056Stroock, Daniel W. 14 1993 Precise asymptotics in large deviations. Zbl 0791.60017Ben Arous, Gérard; Deuschel, Jean-Dominique; Stroock, D. W. 3 1993 Anticipative diffusion and related change of measures. Zbl 0804.60072Enchev, O.; Stroock, D. W. 1 1993 The logarithmic Sobolev inequality for discrete spin systems on a lattice. Zbl 0758.60070Stroock, Daniel W.; Zegarlinski, Boguslaw 67 1992 The equivalence of the logarithmic Sobolev inequality and the Dobrushin- Shlosman mixing condition. Zbl 0745.60104Stroock, Daniel W.; Zegarlinski, Boguslaw 60 1992 The logarithmic Sobolev inequality for continuous spin systems on a lattice. Zbl 0794.46025Stroock, Daniel W.; Zegarlinski, Boguslaw 35 1992 Estimates on the heat kernel for second order divergence form operators. Zbl 0779.60065Stroock, Daniel W. 7 1992 Geometric bounds for eigenvalues of Markov chains. Zbl 0731.60061Diaconis, Persi; Stroock, Daniel 215 1991 Opérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups). Zbl 0734.58041Saloff-Coste, L.; Stroock, D. W. 33 1991 Precise asymptotics of certain Wiener functionals. Zbl 0738.60054Kusuoka, Shigeo; Stroock, Daniel W. 29 1991 Microcanonical distributions for lattice gases. Zbl 0727.60025Deuschel, Jean-Dominique; Stroock, Daniel W.; Zessin, Hans 23 1991 Estimates on the fundamental solution to heat flows with uniformly elliptic coefficients. Zbl 0694.35075Norris, James R.; Stroock, Daniel W. 20 1991 Microcanonical distributions, Gibbs states, and the equivalence of ensembles. Zbl 0745.60105Stroock, Daniel W.; Zeitouni, Ofer 14 1991 Microcanonical distributions for one dimensional lattice gases. Zbl 0756.60100Stroock, Daniel W. 3 1991 Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems). Zbl 0736.60050Doss, Halim; Stroock, Daniel W. 2 1991 Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models. Zbl 0705.60066Deuschel, Jean-Dominique; Stroock, Daniel W. 35 1990 A concise introduction to the theory of integration. Zbl 0729.28001Stroock, Daniel W. 5 1990 Large deviations. Rev. ed. Zbl 0705.60029Deuschel, Jean-Dominique; Stroock, Daniel W. 209 1989 A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018Deuschel, J. D.; Stroock, D. W. 102 1989 Asymptotics of the spectral gap with applications to the theory of simulated annealing. Zbl 0706.58075Holley, Richard A.; Kusuoka, Shigeo; Stroock, Daniel W. 51 1989 Uniform and \(L^ 2\) convergence in one dimensional stochastic Ising models. Zbl 0666.60104Holley, Richard A.; Stroock, Daniel W. 16 1989 Simulated annealing via Sobolev inequalities. Zbl 0643.60092Holley, Richard; Stroock, Daniel 49 1988 Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Zbl 0699.35025Kusuoka, S.; Stroock, D. 37 1988 Diffusion semigroups corresponding to uniformly elliptic divergence form operators. I: Aronson’s estimate for elliptic operators in divergence form. Zbl 0651.47031Stroock, Daniel W. 35 1988 Large deviations and stochastic flows of diffeomorphisms. Zbl 0638.60035Baxendale, P. H.; Stroock, D. W. 25 1988 Upper bounds for symmetric Markov transition functions. Zbl 0634.60066Carlen, E. A.; Kusuoka, S.; Stroock, D. W. 183 1987 Applications of the Malliavin calculus. III. Zbl 0633.60078Kusuoka, S.; Stroock, D. 105 1987 Logarithmic Sobolev inequalities and stochastic Ising models. Zbl 0682.60109Holley, Richard; Stroock, Daniel 98 1987 Lectures on stochastic analysis: diffusion theory. Zbl 0605.60057Stroock, Daniel W. 16 1987 Homogeneous chaos revisited. Zbl 0632.60061Stroock, Daniel W. 13 1987 Selected papers. Ed. by Daniel W. Stroock and S. R. S. Varadhan. Zbl 0621.01019Itô, Kiyosi 2 1987 Slepian’s inequality and commuting semigroups. Zbl 0655.47035Dudley, Richard M.; Stroock, Daniel W. 1 1987 A new proof of Moser’s parabolic Harnack inequality using the old ideas of Nash. Zbl 0652.35052Fabes, E. B.; Stroock, D. W. 171 1986 Reversibility of solutions to martingale problems. Zbl 0613.60066Fukushima, M.; Stroock, D. 15 1986 On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals. Zbl 0604.60076Stroock, Daniel W. 7 1986 An application of the Bakry-Emery criterion to infinite dimensional diffusions. Zbl 0609.60086Carlen, Eric A.; Stroock, Daniel W. 4 1986 Applications of the Malliavin calculus. II. Zbl 0568.60059Kusuoka, S.; Stroock, D. 134 1985 An example in the theory of hypercontractive semigroups. Zbl 0577.47043Korzeniowski, Andrzej; Stroock, Daniel W. 13 1985 Some boundedness properties of certain stationary diffusion semigroups. Zbl 0562.60078Kusuoka, S.; Stroock, D. 12 1985 An introduction to the theory of large deviations. Zbl 0552.60022Stroock, D. W. 144 1984 ...and 46 more Documents all cited Publications top 5 cited Publications all top 5 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 all top 5 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. 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Quatrième Série ...and 356 more Serials all top 5 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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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