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Ustunel, Ali Suleyman

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Author ID: ustunel.ali-suleyman Recent zbMATH articles by "Ustunel, Ali Suleyman"
Published as: Üstünel, Ali Süleyman; Ustunel, A. S.; Üstünel, A. S.; Üstünel, A. Suleyman; Üstünel, A. Süleyman; Ustunel, Ali Suleyman; Üstünel, Ali Suleyman; Ustunel, A. Suleyman
Documents Indexed: 108 Publications since 1982, including 3 Books
8 Contributions as Editor
Biographic References: 1 Publication
Co-Authors: 18 Co-Authors with 73 Joint Publications
462 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

81 Publications have been cited 839 times in 610 Documents Cited by Year
Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034
Decreusefond, Laurent; Üstünel, Ali Süleyman
303
1999
Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space. Zbl 1055.60052
Feyel, D.; Üstünel, A. S.
62
2004
Measure transport on Wiener space and the Girsanov theorem. Zbl 1036.60004
Feyel, Denis; Üstünel, Ali Süleyman
29
2002
An introduction to analysis on Wiener space. Zbl 0837.60051
Üstünel, Ali Süleyman
28
1995
The notion of convexity and concavity on Wiener space. Zbl 0968.60018
Feyel, D.; Üstünel, Ali Süleyman
27
2000
On independence and conditioning on Wiener space. Zbl 0693.60046
Üstünel, Ali Süleyman; Zakai, Moshe
22
1989
Transformation of the Wiener measure under non-invertible shifts. Zbl 0801.60031
Üstünel, A. S.; Zakai, M.
22
1994
Fractional Brownian motion: Theory and applications. Zbl 0914.60019
Decreusefond, Laurent; Üstünel, Ali Süleyman
20
1998
Transportation cost inequalities for diffusions under uniform distance. Zbl 1321.60158
Üstünel, Ali Suleyman
19
2012
Transformation of measure on Wiener space. Zbl 0938.46045
Üstünel, Ali Süleyman; Zakai, Moshe
15
2000
On the structure of independence on Wiener space. Zbl 0753.60008
Ustunel, A. S.; Zakai, M.
14
1990
Transformation of Wiener measure under anticipative flows. Zbl 0767.60046
Üstünel, Ali Süleyman; Zakai, Moshe
13
1992
Random rotations of the Wiener path. Zbl 0832.60052
Üstünel, Ali Süleyman; Zakai, Moshe
13
1995
The construction of filtrations on abstract Wiener space. Zbl 0873.60039
Üstünel, Ali Süleyman; Zakai, Moshe
13
1997
Representation of the distributions on Wiener space and stochastic calculus of variations. Zbl 0637.60069
Üstünel, A. S.
12
1987
Entropy, invertibility and variational calculus of adapted shifts on Wiener space. Zbl 1196.60104
Üstünel, Ali Süleyman
12
2009
On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral. Zbl 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M.
11
1988
A characterization of semimartingales on nuclear spaces. Zbl 0466.60006
Ustunel, A. S.
11
1982
Transformation of measure on Wiener space. Zbl 0974.46044
Üstünel, Ali Süleyman; Zakai, Moshe
11
2000
Some applications of stochastic integration in infinite dimensions. Zbl 0485.60056
Ustunel, A. S.
9
1982
Additive processes on nuclear spaces. Zbl 0554.60072
Ustunel, A. S.
9
1984
Variational calculation of Laplace transforms via entropy on Wiener space and applications. Zbl 1306.60064
Üstünel, Ali Süleyman
8
2014
Some relations among classes of \(\sigma\)-fields on Wiener space. Zbl 0699.60039
Nualart, D.; Ustunel, A. S.; Zakai, M.
7
1990
Applications of the degree theorem to absolute continuity on Wiener space. Zbl 0794.60033
Üstünel, A. S.; Zakai, M.
7
1993
Solution of the Monge-Ampère equation on Wiener space for general log-concave measures. Zbl 1099.60042
Feyel, D.; Üstünel, A. S.
7
2006
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M.
6
2006
Tangent processes on Wiener space. Zbl 1005.60068
Hu, Y.; Üstünel, A. S.; Zakai, M.
6
2002
Representation of the distributions on Wiener space and stochastic calculus of variations. Zbl 0638.46031
Üstünel, A. S.
5
1987
Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space. Zbl 1120.60057
Üstünel, Ali Süleyman; Zakai, Moshe
5
2007
Embedding the abstract Wiener space in a probability space. Zbl 0947.60068
Üstünel, Ali Süleyman; Zakai, Moshe
5
2000
The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus. Zbl 0635.60059
Ustunel, A. S.
4
1988
The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities. Zbl 1051.60070
Feyel, Denis; Üstünel, Ali Süleyman
4
2004
A new class of distributions on Wiener spaces. Zbl 0759.60061
Korezlioglu, H.; Üstünel, A. S.
4
1990
The Sard inequality on Wiener space. Zbl 0884.60061
Üstünel, Ali Süleyman; Zakai, Moshe
4
1997
Analysis of random rotations on the Wiener space. (Analyse de rotations aléatoires sur l’espace de Wiener.) Zbl 0810.60001
Üstünel, Ali Süleyman; Zakai, Moshe
4
1994
Radonification of cylindrical semimartingales on Hilbert spaces. Zbl 0856.60005
Badrikian, Albert; Üstünel, Ali Süleyman
4
1996
Some applications of the Malliavin calculus to stochastic analysis. Zbl 0623.60069
Ustunel, A. S.
3
1987
Extension of the Itô calculus via the Malliavin calculus. Zbl 0641.60063
Ustunel, A. S.
3
1988
Monge-Kantorovich measure transportation, Monge-Ampère equation and the Itô calculus. Zbl 1064.60124
Feyel, Denis; Üstünel, Ali Süleyman
3
2004
The composition of Wiener functionals with non absolutely continuous shifts. Zbl 0792.60048
Üstünel, A. S.; Zakai, M.
3
1994
Applications of integration by parts formula for infinite-dimensional semimartingales. Zbl 0602.60049
Ustunel, A. S.
3
1986
Some exponential moment inequalities for the Wiener functionals. Zbl 0851.60067
Üstünel, Ali Süleyman
3
1996
Measures induced on Wiener space by monotone shifts. Zbl 0853.60036
Üstünel, Ali Süleyman; Zakai, Moshe
3
1996
Stochastic analysis on the Lie group-valued Wiener paths. (Analyse stochastique sur l’espace de Lie-Wiener.) Zbl 0734.60062
Pontier, Monique; Üstünel, Ali Süleyman
3
1991
Une extension du calcul d’Itô via le calcul des variations stochastiques (The extension of Itô’s calculus via the stochastic variation calculus). Zbl 0575.60056
Üstünel, Ali Süleyman
3
1985
Persistence of invertibility in the Wiener space. Zbl 1331.60105
Üstünel, A. S.
3
2010
La formule de changement de variables pour l’intégrale anticipante de Skorohod. (The change of variables formula for the anticipative stochastic integral of Skorohod). Zbl 0609.60064
Üstünel, Ali Süleyman
2
1986
Construction du calcul stochastique sur un espace de Wiener abstrait. (Construction of the stochastic calculus on an abstract Wiener space). Zbl 0637.60068
Üstünel, Ali Süleyman
2
1987
Caractérisation géometrique de l’indépendance sur l’espace de Wiener. (Geometric characterization of independence on the Wiener space). Zbl 0639.60059
Üstünel, Ali Süleyman; Zakai, Moshe
2
1988
Some comments on the filtering diffusions and the Malliavin calculus. Zbl 0644.60045
Ustunel, A. S.
2
1988
Caractérisation géométrique de l’indépendance forte sur l’espace de Wiener. II (Geometric characterization of independence on the Wiener space. II). Zbl 0652.60057
Üstünel, Ali Süleyman; Zakaï, Moshe
2
1988
Une extension du laplacien sur l’espace de Wiener et la formule d’Itô associée. (An extension of the Laplace operator on the Wiener space and the associated Itô formula). Zbl 0698.60044
Nualart, David; Üstünel, Ali Süleyman
2
1989
A variational approach to the Cameron-Martin-Girsanov- Maruyama-Ramer formula. (Une approche variationnelle pour la formule de Cameron-Martin-Girsanov- Maruyama-Ramer.) Zbl 0723.60063
Üstünel, Ali Süleyman; Zakai, Moshe
2
1991
Log-concave measures. Zbl 1211.60002
Üstünel, A. S.; Feyel, D.
2
2010
A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space. Zbl 1148.60033
Üstünel, A. Suleyman
2
2008
Exponential integrability of Wiener functionals. (Intégrabilité exponentielle de fonctionnelles de Wiener.) Zbl 0777.60079
Üstünel, Ali Süleyman
2
1992
Erratum to: A characterization of semimartingales on nuclear spaces. Zbl 0513.60009
Ustunel, A. S.
2
1983
Extension of Lipschitz functions on Wiener space. Zbl 0922.60019
Üstünel, Ali Süleyman; Zakai, Moshe
2
1996
Stochastic analysis on Lie groups. Zbl 0892.60058
Üstünel, Ali Süleyman
2
1998
Degree theory on Wiener space. Zbl 0883.60037
Üstünel, Ali Süleyman; Zakai, Moshe
2
1997
The change of variables formula on Wiener space. Zbl 0889.60059
Üstünel, Ali Süleyman; Zakai, Moshe
2
1997
Stochastic analysis and related topics. Zbl 0777.00015
2
1992
Calculation of the Radon-Nikodym density on the Wiener space. (Calcul de densité de Radon-Nikodym sur l’espace de Wiener.) Zbl 0792.46031
Üstünel, Ali Süleyman; Zakai, Moshe
2
1993
The invertibility of adapted perturbations of identity on the Wiener space. Zbl 1108.60048
Üstünel, A. Suleyman; Zakai, Moshe
2
2006
Properties of measure-preserving shifts on the Wiener space. Zbl 1003.46027
Üstünel, A. S.
2
2001
An Itô formula for processes with values in an abstract Wiener space. Zbl 0644.60044
Korezlioglu, H.; Ustunel, A. S.
1
1988
Some measure-preserving point transformations on the Wiener space and their ergodicity. Zbl 1054.60504
Üstünel, A. S.; Zakai, M.
1
2001
Probabilistic solution of the American options. Zbl 1163.91016
Üstünel, Ali Süleyman
1
2009
On the uniform integrability of the Radon-Nikodym densities for Wiener measure. Zbl 0952.60003
Üstünel, Ali Süleyman; Zakai, Moshe
1
1998
Analytic semimartingales and their boundary values. Zbl 0507.60040
Ustunel, A. S.
1
1983
Ergodicity of the rotations on the Wiener space. (Ergodicité des rotations sur l’espace de Wiener.) Zbl 0956.60072
Üstünel, Ali Süleyman; Zakai, Moshe
1
2000
Distributions, Girsanov and degree theorems on Wiener spaces. Zbl 0818.60034
Korezlioglu, H.; Üstünel, A. S.
1
1990
Absolute continuity of monotone shifts on the Wiener space. Zbl 0845.60037
Üstünel, Ali Süleyman; Zakai, Moshe
1
1996
Multiple Wiener-Itô integrals: An introductory survey. Zbl 0877.60035
Houdré, Christian; Pérez-Abreu, Víctor; Üstünel, Ali Süleyman
1
1994
Damped logarithmic Sobolev inequality on the Wiener space. Zbl 0974.46045
Üstünel, Ali Süleyman
1
2001
The Wiener chaos expansion of certain Radon-Nikodym derivatives. Zbl 0784.60057
Ustunel, A. S.; Zakai, M.
1
1992
A new class of stochastic partial differential equations on the Wiener space. Zbl 0795.60053
Ustunel, A. S.
1
1992
Geometric analysis of conditional independence on Wiener space. Zbl 0725.60054
Nualart, D.; Ustunel, A. S.
1
1991
On the regularity of the solutions of stochastic partial differential equations. Zbl 0557.60044
Ustunel, A. S.
1
1985
Stochastic analysis on nuclear spaces and its applications. Zbl 0589.60046
Ustunel, A. S.
1
1985
Local invertibility of adapted shifts on Wiener space and related topics. Zbl 1281.60057
Lassalle, Rémi; Üstünel, A. S.
1
2013
Variational calculation of Laplace transforms via entropy on Wiener space and applications. Zbl 1306.60064
Üstünel, Ali Süleyman
8
2014
Local invertibility of adapted shifts on Wiener space and related topics. Zbl 1281.60057
Lassalle, Rémi; Üstünel, A. S.
1
2013
Transportation cost inequalities for diffusions under uniform distance. Zbl 1321.60158
Üstünel, Ali Suleyman
19
2012
Persistence of invertibility in the Wiener space. Zbl 1331.60105
Üstünel, A. S.
3
2010
Log-concave measures. Zbl 1211.60002
Üstünel, A. S.; Feyel, D.
2
2010
Entropy, invertibility and variational calculus of adapted shifts on Wiener space. Zbl 1196.60104
Üstünel, Ali Süleyman
12
2009
Probabilistic solution of the American options. Zbl 1163.91016
Üstünel, Ali Süleyman
1
2009
A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space. Zbl 1148.60033
Üstünel, A. Suleyman
2
2008
Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space. Zbl 1120.60057
Üstünel, Ali Süleyman; Zakai, Moshe
5
2007
Solution of the Monge-Ampère equation on Wiener space for general log-concave measures. Zbl 1099.60042
Feyel, D.; Üstünel, A. S.
7
2006
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M.
6
2006
The invertibility of adapted perturbations of identity on the Wiener space. Zbl 1108.60048
Üstünel, A. Suleyman; Zakai, Moshe
2
2006
Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space. Zbl 1055.60052
Feyel, D.; Üstünel, A. S.
62
2004
The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities. Zbl 1051.60070
Feyel, Denis; Üstünel, Ali Süleyman
4
2004
Monge-Kantorovich measure transportation, Monge-Ampère equation and the Itô calculus. Zbl 1064.60124
Feyel, Denis; Üstünel, Ali Süleyman
3
2004
Measure transport on Wiener space and the Girsanov theorem. Zbl 1036.60004
Feyel, Denis; Üstünel, Ali Süleyman
29
2002
Tangent processes on Wiener space. Zbl 1005.60068
Hu, Y.; Üstünel, A. S.; Zakai, M.
6
2002
Properties of measure-preserving shifts on the Wiener space. Zbl 1003.46027
Üstünel, A. S.
2
2001
Some measure-preserving point transformations on the Wiener space and their ergodicity. Zbl 1054.60504
Üstünel, A. S.; Zakai, M.
1
2001
Damped logarithmic Sobolev inequality on the Wiener space. Zbl 0974.46045
Üstünel, Ali Süleyman
1
2001
The notion of convexity and concavity on Wiener space. Zbl 0968.60018
Feyel, D.; Üstünel, Ali Süleyman
27
2000
Transformation of measure on Wiener space. Zbl 0938.46045
Üstünel, Ali Süleyman; Zakai, Moshe
15
2000
Transformation of measure on Wiener space. Zbl 0974.46044
Üstünel, Ali Süleyman; Zakai, Moshe
11
2000
Embedding the abstract Wiener space in a probability space. Zbl 0947.60068
Üstünel, Ali Süleyman; Zakai, Moshe
5
2000
Ergodicity of the rotations on the Wiener space. (Ergodicité des rotations sur l’espace de Wiener.) Zbl 0956.60072
Üstünel, Ali Süleyman; Zakai, Moshe
1
2000
Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034
Decreusefond, Laurent; Üstünel, Ali Süleyman
303
1999
Fractional Brownian motion: Theory and applications. Zbl 0914.60019
Decreusefond, Laurent; Üstünel, Ali Süleyman
20
1998
Stochastic analysis on Lie groups. Zbl 0892.60058
Üstünel, Ali Süleyman
2
1998
On the uniform integrability of the Radon-Nikodym densities for Wiener measure. Zbl 0952.60003
Üstünel, Ali Süleyman; Zakai, Moshe
1
1998
The construction of filtrations on abstract Wiener space. Zbl 0873.60039
Üstünel, Ali Süleyman; Zakai, Moshe
13
1997
The Sard inequality on Wiener space. Zbl 0884.60061
Üstünel, Ali Süleyman; Zakai, Moshe
4
1997
Degree theory on Wiener space. Zbl 0883.60037
Üstünel, Ali Süleyman; Zakai, Moshe
2
1997
The change of variables formula on Wiener space. Zbl 0889.60059
Üstünel, Ali Süleyman; Zakai, Moshe
2
1997
Radonification of cylindrical semimartingales on Hilbert spaces. Zbl 0856.60005
Badrikian, Albert; Üstünel, Ali Süleyman
4
1996
Some exponential moment inequalities for the Wiener functionals. Zbl 0851.60067
Üstünel, Ali Süleyman
3
1996
Measures induced on Wiener space by monotone shifts. Zbl 0853.60036
Üstünel, Ali Süleyman; Zakai, Moshe
3
1996
Extension of Lipschitz functions on Wiener space. Zbl 0922.60019
Üstünel, Ali Süleyman; Zakai, Moshe
2
1996
Absolute continuity of monotone shifts on the Wiener space. Zbl 0845.60037
Üstünel, Ali Süleyman; Zakai, Moshe
1
1996
An introduction to analysis on Wiener space. Zbl 0837.60051
Üstünel, Ali Süleyman
28
1995
Random rotations of the Wiener path. Zbl 0832.60052
Üstünel, Ali Süleyman; Zakai, Moshe
13
1995
Transformation of the Wiener measure under non-invertible shifts. Zbl 0801.60031
Üstünel, A. S.; Zakai, M.
22
1994
Analysis of random rotations on the Wiener space. (Analyse de rotations aléatoires sur l’espace de Wiener.) Zbl 0810.60001
Üstünel, Ali Süleyman; Zakai, Moshe
4
1994
The composition of Wiener functionals with non absolutely continuous shifts. Zbl 0792.60048
Üstünel, A. S.; Zakai, M.
3
1994
Multiple Wiener-Itô integrals: An introductory survey. Zbl 0877.60035
Houdré, Christian; Pérez-Abreu, Víctor; Üstünel, Ali Süleyman
1
1994
Applications of the degree theorem to absolute continuity on Wiener space. Zbl 0794.60033
Üstünel, A. S.; Zakai, M.
7
1993
Calculation of the Radon-Nikodym density on the Wiener space. (Calcul de densité de Radon-Nikodym sur l’espace de Wiener.) Zbl 0792.46031
Üstünel, Ali Süleyman; Zakai, Moshe
2
1993
Transformation of Wiener measure under anticipative flows. Zbl 0767.60046
Üstünel, Ali Süleyman; Zakai, Moshe
13
1992
Exponential integrability of Wiener functionals. (Intégrabilité exponentielle de fonctionnelles de Wiener.) Zbl 0777.60079
Üstünel, Ali Süleyman
2
1992
Stochastic analysis and related topics. Zbl 0777.00015
2
1992
The Wiener chaos expansion of certain Radon-Nikodym derivatives. Zbl 0784.60057
Ustunel, A. S.; Zakai, M.
1
1992
A new class of stochastic partial differential equations on the Wiener space. Zbl 0795.60053
Ustunel, A. S.
1
1992
Stochastic analysis on the Lie group-valued Wiener paths. (Analyse stochastique sur l’espace de Lie-Wiener.) Zbl 0734.60062
Pontier, Monique; Üstünel, Ali Süleyman
3
1991
A variational approach to the Cameron-Martin-Girsanov- Maruyama-Ramer formula. (Une approche variationnelle pour la formule de Cameron-Martin-Girsanov- Maruyama-Ramer.) Zbl 0723.60063
Üstünel, Ali Süleyman; Zakai, Moshe
2
1991
Geometric analysis of conditional independence on Wiener space. Zbl 0725.60054
Nualart, D.; Ustunel, A. S.
1
1991
On the structure of independence on Wiener space. Zbl 0753.60008
Ustunel, A. S.; Zakai, M.
14
1990
Some relations among classes of \(\sigma\)-fields on Wiener space. Zbl 0699.60039
Nualart, D.; Ustunel, A. S.; Zakai, M.
7
1990
A new class of distributions on Wiener spaces. Zbl 0759.60061
Korezlioglu, H.; Üstünel, A. S.
4
1990
Distributions, Girsanov and degree theorems on Wiener spaces. Zbl 0818.60034
Korezlioglu, H.; Üstünel, A. S.
1
1990
On independence and conditioning on Wiener space. Zbl 0693.60046
Üstünel, Ali Süleyman; Zakai, Moshe
22
1989
Une extension du laplacien sur l’espace de Wiener et la formule d’Itô associée. (An extension of the Laplace operator on the Wiener space and the associated Itô formula). Zbl 0698.60044
Nualart, David; Üstünel, Ali Süleyman
2
1989
On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral. Zbl 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M.
11
1988
The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus. Zbl 0635.60059
Ustunel, A. S.
4
1988
Extension of the Itô calculus via the Malliavin calculus. Zbl 0641.60063
Ustunel, A. S.
3
1988
Caractérisation géometrique de l’indépendance sur l’espace de Wiener. (Geometric characterization of independence on the Wiener space). Zbl 0639.60059
Üstünel, Ali Süleyman; Zakai, Moshe
2
1988
Some comments on the filtering diffusions and the Malliavin calculus. Zbl 0644.60045
Ustunel, A. S.
2
1988
Caractérisation géométrique de l’indépendance forte sur l’espace de Wiener. II (Geometric characterization of independence on the Wiener space. II). Zbl 0652.60057
Üstünel, Ali Süleyman; Zakaï, Moshe
2
1988
An Itô formula for processes with values in an abstract Wiener space. Zbl 0644.60044
Korezlioglu, H.; Ustunel, A. S.
1
1988
Representation of the distributions on Wiener space and stochastic calculus of variations. Zbl 0637.60069
Üstünel, A. S.
12
1987
Representation of the distributions on Wiener space and stochastic calculus of variations. Zbl 0638.46031
Üstünel, A. S.
5
1987
Some applications of the Malliavin calculus to stochastic analysis. Zbl 0623.60069
Ustunel, A. S.
3
1987
Construction du calcul stochastique sur un espace de Wiener abstrait. (Construction of the stochastic calculus on an abstract Wiener space). Zbl 0637.60068
Üstünel, Ali Süleyman
2
1987
Applications of integration by parts formula for infinite-dimensional semimartingales. Zbl 0602.60049
Ustunel, A. S.
3
1986
La formule de changement de variables pour l’intégrale anticipante de Skorohod. (The change of variables formula for the anticipative stochastic integral of Skorohod). Zbl 0609.60064
Üstünel, Ali Süleyman
2
1986
Une extension du calcul d’Itô via le calcul des variations stochastiques (The extension of Itô’s calculus via the stochastic variation calculus). Zbl 0575.60056
Üstünel, Ali Süleyman
3
1985
On the regularity of the solutions of stochastic partial differential equations. Zbl 0557.60044
Ustunel, A. S.
1
1985
Stochastic analysis on nuclear spaces and its applications. Zbl 0589.60046
Ustunel, A. S.
1
1985
Additive processes on nuclear spaces. Zbl 0554.60072
Ustunel, A. S.
9
1984
Erratum to: A characterization of semimartingales on nuclear spaces. Zbl 0513.60009
Ustunel, A. S.
2
1983
Analytic semimartingales and their boundary values. Zbl 0507.60040
Ustunel, A. S.
1
1983
A characterization of semimartingales on nuclear spaces. Zbl 0466.60006
Ustunel, A. S.
11
1982
Some applications of stochastic integration in infinite dimensions. Zbl 0485.60056
Ustunel, A. S.
9
1982
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Cited by 616 Authors

37 Ustunel, Ali Suleyman
35 Nualart, David
20 Jumarie, Guy M.
20 Yan, Litan
18 Zakai, Moshe
13 Privault, Nicolas
12 Tudor, Ciprian A.
11 Bogachev, Vladimir Igorevich
11 Fan, Xiliang
11 Fang, Shizan
9 Decreusefond, Laurent
9 Maslowski, Bohdan
9 Ouknine, Youssef
9 Shao, Jinghai
9 Tindel, Samy
7 Hu, Yaozhong
7 Kolesnikov, Alexander V.
7 Viens, Frederi G.
7 Yu, Xianye
6 Feyel, Denis
6 Jolis, Maria
6 León, Jorge A.
6 Li, Zhi
6 Mayer-Wolf, Eduardo
6 Nourdin, Ivan
6 Proske, Frank Norbert
6 Wu, Jianglun
5 Boufoussi, Brahim
5 Čoupek, Petr
5 Duncan, Tyrone E.
5 Russo, Francesco
5 Sun, Xichao
5 Wang, Feng-Yu
5 Yuan, Chenggui
4 Alpay, Daniel Aron
4 Ambrosio, Luigi
4 Bardina, Xavier
4 Baudoin, Fabrice
4 Bender, Christian
4 Bourguin, Solesne
4 Cipriano, Fernanda
4 Coutin, Laure
4 Cruzeiro, Ana-Bela
4 Es-Sebaiy, Khalifa
4 Fonseca-Mora, Christian A.
4 Hajji, Salah
4 Kleptsyna, Marina L.
4 Lakhel, El Hassan
4 Lassalle, Rémi
4 Le Breton, Alain
4 Osswald, Horst
4 Pasik-Duncan, Bozenna
4 Peccati, Giovanni
4 Rovira, Carles
4 Słomiński, Leszek
4 Tangpi, Ludovic
4 Taqqu, Murad S.
4 Wu, Liming
4 Xu, Liping
4 Yang, Qigui
4 Zeng, Caibin
4 Zhang, Shaoqin
3 Addona, Davide
3 Aida, Shigeki
3 Albeverio, Sergio A.
3 Alòs, Elisa
3 Baños, David R.
3 Bukin, Dmitry B.
3 Cappa, Gianluca
3 Cass, Thomas Richard
3 Dzhaparidze, Kacha
3 Elbarrimi, Oussama
3 Elworthy, K. David
3 Ferrari, Simone
3 Friz, Peter Karl
3 Garrido-Atienza, María José
3 Gorostiza, Luis G.
3 Gubinelli, Massimiliano
3 Guo, Feng
3 León, José Rafael R.
3 Léonard, Christian
3 Levanony, David
3 Li, Yumeng
3 Márquez-Carreras, David
3 Mishura, Yuliya Stepanivna
3 Mouchtabih, Soufiane
3 Øksendal, Bernt Karsten
3 Ouyang, Cheng
3 Pei, Bin
3 Potthoff, Jürgen
3 Qian, Zhongmin M.
3 Sanz-Solé, Marta
3 Schmalfuß, Björn
3 Shaposhnikov, Alexander V.
3 Shen, Guangjun
3 Shi, Yufeng
3 Song, Xiaoming
3 Sottinen, Tommi
3 Sturm, Karl-Theodor
3 Sun, Xiaoxia
...and 516 more Authors
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Cited in 154 Serials

56 Stochastic Processes and their Applications
52 Journal of Functional Analysis
30 Statistics & Probability Letters
30 Stochastic Analysis and Applications
25 Probability Theory and Related Fields
20 Stochastics and Dynamics
19 The Annals of Probability
17 Journal of Theoretical Probability
15 Comptes Rendus. Mathématique. Académie des Sciences, Paris
15 Stochastics
12 Potential Analysis
12 Infinite Dimensional Analysis, Quantum Probability and Related Topics
11 Bernoulli
10 Journal of Mathematical Analysis and Applications
10 Bulletin des Sciences Mathématiques
7 Journal of Differential Equations
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Acta Applicandae Mathematicae
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Electronic Communications in Probability
5 Mathematical Notes
5 Chaos, Solitons and Fractals
5 Applied Mathematics Letters
5 The Annals of Applied Probability
5 Random Operators and Stochastic Equations
5 Electronic Journal of Probability
4 Communications in Mathematical Physics
4 Applied Mathematics and Optimization
4 Proceedings of the American Mathematical Society
4 Acta Mathematicae Applicatae Sinica. English Series
4 Communications in Statistics. Theory and Methods
4 Mathematical Finance
4 International Journal of Theoretical and Applied Finance
4 Journal of Applied Mathematics and Computing
4 Frontiers of Mathematics in China
4 SIAM Journal on Financial Mathematics
3 Computers & Mathematics with Applications
3 Journal of Statistical Physics
3 Physica A
3 Transactions of the American Mathematical Society
3 Journal de Mathématiques Pures et Appliquées. Neuvième Série
3 Stochastics and Stochastics Reports
3 Journal of Mathematical Sciences (New York)
3 Annales Mathématiques Blaise Pascal
3 Doklady Mathematics
3 Abstract and Applied Analysis
3 Discrete and Continuous Dynamical Systems. Series B
3 Afrika Matematika
2 Letters in Mathematical Physics
2 Lithuanian Mathematical Journal
2 Stochastics
2 Advances in Mathematics
2 The Annals of Statistics
2 Applied Mathematics and Computation
2 Collectanea Mathematica
2 Czechoslovak Mathematical Journal
2 Journal of Applied Probability
2 Journal of Optimization Theory and Applications
2 Mathematische Zeitschrift
2 Nagoya Mathematical Journal
2 Insurance Mathematics & Economics
2 Bulletin of the Korean Mathematical Society
2 Applied Mathematical Modelling
2 Journal of Dynamics and Differential Equations
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Calculus of Variations and Partial Differential Equations
2 Theory of Probability and Mathematical Statistics
2 Chaos
2 Discrete Dynamics in Nature and Society
2 Acta Mathematica Sinica. English Series
2 Brazilian Journal of Probability and Statistics
2 Scandinavian Actuarial Journal
2 Nonlinear Analysis. Real World Applications
2 Mediterranean Journal of Mathematics
2 Advances in Difference Equations
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 International Journal of Stochastic Analysis
2 Kyoto Journal of Mathematics
2 SIAM/ASA Journal on Uncertainty Quantification
1 International Journal of Control
1 Journal d’Analyse Mathématique
1 Journal of the Franklin Institute
1 Journal of Mathematical Physics
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Metrika
1 Problems of Information Transmission
1 Ukrainian Mathematical Journal
1 Acta Mathematica
1 Annals of the Institute of Statistical Mathematics
1 Duke Mathematical Journal
1 Illinois Journal of Mathematics
1 Inventiones Mathematicae
1 Journal of Computational and Applied Mathematics
1 Journal of Multivariate Analysis
1 Kybernetes
1 Mathematics and Computers in Simulation
1 Meccanica
1 Memoirs of the American Mathematical Society
1 Numerical Functional Analysis and Optimization
1 Quarterly of Applied Mathematics
...and 54 more Serials
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Cited in 41 Fields

542 Probability theory and stochastic processes (60-XX)
53 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
51 Partial differential equations (35-XX)
44 Functional analysis (46-XX)
34 Measure and integration (28-XX)
29 Statistics (62-XX)
27 Calculus of variations and optimal control; optimization (49-XX)
25 Global analysis, analysis on manifolds (58-XX)
24 Dynamical systems and ergodic theory (37-XX)
24 Systems theory; control (93-XX)
19 Real functions (26-XX)
19 Ordinary differential equations (34-XX)
19 Statistical mechanics, structure of matter (82-XX)
16 Numerical analysis (65-XX)
15 Operator theory (47-XX)
8 Differential geometry (53-XX)
7 Fluid mechanics (76-XX)
7 Quantum theory (81-XX)
5 Difference and functional equations (39-XX)
5 Operations research, mathematical programming (90-XX)
5 Information and communication theory, circuits (94-XX)
4 Mathematical logic and foundations (03-XX)
4 Integral transforms, operational calculus (44-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Functions of a complex variable (30-XX)
3 Special functions (33-XX)
3 Approximations and expansions (41-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 Integral equations (45-XX)
2 Topological groups, Lie groups (22-XX)
2 Potential theory (31-XX)
2 Abstract harmonic analysis (43-XX)
2 Computer science (68-XX)
2 Mechanics of particles and systems (70-XX)
2 Biology and other natural sciences (92-XX)
1 Number theory (11-XX)
1 Commutative algebra (13-XX)
1 Nonassociative rings and algebras (17-XX)
1 Sequences, series, summability (40-XX)
1 General topology (54-XX)
1 Mechanics of deformable solids (74-XX)

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