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Author ID: kusuoka.shigeo Recent zbMATH articles by "Kusuoka, Shigeo"
Published as: Kusuoka, Shigeo; Kusuoka, S.; Kusuoka, Sigeo
External Links: MGP
Documents Indexed: 105 Publications since 1977, including 3 Books
23 Contributions as Editor
Reviewing Activity: 10 Reviews
Biographic References: 1 Publication
Co-Authors: 38 Co-Authors with 76 Joint Publications
1,094 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

87 Publications have been cited 2,069 times in 1,592 Documents Cited by Year
On law invariant coherent risk measures. Zbl 1010.60030
Kusuoka, Shigeo
222
2001
Upper bounds for symmetric Markov transition functions. Zbl 0634.60066
Carlen, E. A.; Kusuoka, S.; Stroock, D. W.
219
1987
Applications of the Malliavin calculus. II. Zbl 0568.60059
Kusuoka, S.; Stroock, D.
158
1985
Applications of the Malliavin calculus. III. Zbl 0633.60078
Kusuoka, S.; Stroock, D.
121
1987
Dirichlet forms of fractals and products of random matrices. Zbl 0694.60071
Kusuoka, Shigeo
108
1989
Applications of the Malliavin calculus. I. Zbl 0546.60056
Kusuoka, Shigeo; Stroock, Daniel W.
72
1984
A remark on default risk models. Zbl 0939.60023
Kusuoka, Shigeo
70
1999
A diffusion process on a fractal. Zbl 0645.60081
Kusuoka, Shigeo
69
1987
Asymptotics of the spectral gap with applications to the theory of simulated annealing. Zbl 0706.58075
Holley, Richard A.; Kusuoka, Shigeo; Stroock, Daniel W.
68
1989
Dirichlet forms on fractals: Poincaré constant and resistance. Zbl 0767.60076
Kusuoka, Shigeo; Zhou, Xian Yin
65
1992
On the support of Wiener functionals. Zbl 0790.60047
Aida, S.; Kusuoka, S.; Stroock, D.
59
1993
The nonlinear transformation of Gaussian measure on Banach space and its absolute continuity. I. Zbl 0525.60050
Kusuoka, Shigeo
57
1982
Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus. Zbl 1111.60035
Kusuoka, Shigeo
47
2004
Approximation of expectation of diffusion process and mathematical finance. Zbl 1028.60052
Kusuoka, Shigeo
45
2001
Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Zbl 0699.35025
Kusuoka, S.; Stroock, D.
45
1988
Dirichlet forms and diffusion processes on Banach spaces. Zbl 0496.60079
Kusuoka, Shigeo
43
1982
Statistical mechanics and fractals. Zbl 0787.60119
Dobrushin, Roland Lvovich; Kusuoka, Shigeo
34
1993
The partial Malliavin calculus and its application to nonlinear filtering. Zbl 0567.60046
Kusuoka, S.; Stroock, D.
33
1984
Precise asymptotics of certain Wiener functionals. Zbl 0738.60054
Kusuoka, Shigeo; Stroock, Daniel W.
31
1991
Malliavin calculus revisited. Zbl 1031.60048
Kusuoka, Shigeo
31
2003
Limit theorem on option replication cost with transaction costs. Zbl 0834.90049
Kusuoka, Shigeo
30
1995
Malliavin calculus, geometric mixing, and expansion of diffusion functionals. Zbl 0970.60061
Kusuoka, Shigeo; Yoshida, Nakahiro
25
2000
Analysis on Wiener spaces. II: Differential forms. Zbl 0772.58003
Kusuoka, Shigeo
24
1992
Gibbs measures for mean field potentials. Zbl 0549.60099
Kusuoka, Shigeo; Tamura, Yozo
18
1984
Analysis on Wiener spaces. I: Nonlinear maps. Zbl 0726.58012
Kusuoka, Shigeo
18
1991
Maximality of infinite dimensional Dirichlet forms and Høegh-Krohn’s model of quantum fields. Zbl 0798.46055
Albeverio, Sergio; Kusuoka, Shigeo
17
1992
On partial integration in infinite-dimensional space and applications to Dirichlet forms. Zbl 0667.31010
Albeverio, Sergio; Kusuoka, Shigeo; Röckner, Michael
17
1990
Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets. Zbl 0962.60078
Hambly, Ben M.; Kumagai, Takashi; Kusuoka, Shigeo; Zhou, Xian Yin
14
2000
Self-avoiding paths on the pre-Sierpinski gasket. Zbl 0694.60099
Hattori, Kumiko; Hattori, Tetsuya; Kusuoka, Shigeo
14
1990
Some boundedness properties of certain stationary diffusion semigroups. Zbl 0562.60078
Kusuoka, S.; Stroock, D.
14
1985
Consistent estimation of covariation under nonsynchronicity. Zbl 1148.62070
Hayashi, Takaki; Kusuoka, Shigeo
12
2008
On law invariant coherent risk measures. Zbl 1047.62512
Kusuoka, Shigeo
12
2001
De Rham cohomology of Wiener-Riemannian manifolds. Zbl 0754.60067
Kusuoka, Shigeo
11
1991
Precise estimate for large deviation of Donsker-Varadhan type. Zbl 0752.60026
Kusuoka, Shigeo; Tamura, Yozo
10
1991
Homogenization of nested fractals. Zbl 0843.31004
Kumagai, T.; Kusuoka, S.
10
1996
A remark on the asymptotic expansion of density function of Wiener functionals. Zbl 1163.60023
Kusuoka, Shigeo; Osajima, Yasufumi
10
2008
Convergence of Dirichlet forms and associated Schrödinger operators. Zbl 0633.47027
Albeverio, Sergio; Kusuoka, Shigeo; Streit, Ludwig
10
1986
The exponent for the mean square displacement of self-avoiding random walk on the Sierpinski gasket. Zbl 0767.60100
Hattori, Tetsuya; Kusuoka, Shigeo
9
1992
Høegh-Krohn’s model of quantum fields and the absolute continuity of measures. Zbl 0792.46030
Kusuoka, Shigeo
9
1992
A remark on arbitrage and martingale measure. Zbl 0807.90009
Kusuoka, Shigeo
9
1993
The large deviation principle for hypermixing processes. Zbl 0634.60025
Chiyonobu, T.; Kusuoka, S.
9
1988
The Poisson kernel for certain degenerate elliptic operators. Zbl 0556.35036
Ben Arous, Gérard; Kusuoka, Shigeo; Stroock, Daniel W.
9
1984
The support property of a Gaussian white noise and its applications. Zbl 0515.60068
Kusuoka, Shigeo
9
1982
A classical mechanical model of Brownian motion with plural particles. Zbl 1372.60096
Kusuoka, Shigeo; Liang, Song
8
2010
Gaussian K-scheme: justification for KLNV method. Zbl 1354.91168
Kusuoka, Shigeo
8
2013
Lévy’s stochastic area formula and related problems. Zbl 0837.60052
Ikeda, N.; Kusuoka, S.; Manabe, S.
7
1995
Asymptotics of certain Wiener functionals with degenerate extrema. Zbl 0812.60043
Kusuoka, Shigeo; Stroock, Daniel W.
7
1994
On the absolute continuity of the law of a system of multiple Wiener integral. Zbl 0523.60039
Kusuoka, Shigeo
7
1983
Waves on fractal-like manifolds and effective energy propagation. Zbl 0918.58073
Kusuoka, Shigeo; Zhou, Xian Yin
6
1998
On the foundations of Wiener-Riemannian manifolds. Zbl 0693.58038
Kusuoka, S.
6
1989
Large deviation for stochastic line integrals as \(L^{p}\)-currents. Zbl 1196.60039
Kusuoka, Shigeo; Kuwada, Kazumasa; Tamura, Yozo
6
2010
Self-avoiding paths on the three dimensional Sierpinski gasket. Zbl 0795.60036
Hattori, Kumiko; Hattori, Tetsuya; Kusuoka, Shigeo
5
1993
Some remarks on Getzler’s degree theorem. Zbl 0638.60074
Kusuoka, Shigeo
5
1988
Short time asymptotics for fundamental solutions of diffusion equations. Zbl 0647.60085
Ikeda, Nobuyuki; Kusuoka, Shigeo
5
1988
The path property of Edward’s model for long polymer chains in three dimensions. Zbl 0616.60060
Kusuoka, S.
5
1985
A mechanical model of Brownian motion in half-space. Zbl 0713.60111
Calderoni, Paola; Dürr, Detlef; Kusuoka, Shigeo
5
1989
A new simulation method of diffusion processes applied to finance. Zbl 1191.91058
Kusuoka, Shigeo; Ninomiya, Syoiti
5
2004
A basic estimate for two-dimensional stochastic holonomy along Brownian bridges. Zbl 0820.60065
Albeverio, Sergio; Kusuoka, Shigeo
3
1995
Term structure and SPDE. Zbl 0967.60050
Kusuoka, Shigeo
3
2000
Advances in mathematical economics. Vol. 3. Zbl 0988.00047
3
2001
Lévy’s stochastic area formula for Gaussian processes. Zbl 0803.60037
Ikeda, Nobuyuki; Kusuoka, Sigeo; Manabe, Shojiro
3
1994
Degree theorem in certain Wiener Riemannian manifolds. Zbl 0648.58038
Kusuoka, Shigeo
3
1988
Asymptotics of polymer measures in one dimension. Zbl 0616.60061
Kusuoka, S.
3
1985
The generalized Malliavin calculus based on Brownian sheet and Bismut’s expansion for large deviation. Zbl 0598.60034
Kusuoka, Shigeo
3
1984
Nonlinear transformation containing rotation and Gaussian measure. Zbl 1027.60076
Kusuoka, Shigeo
3
2003
Homogeneous law-invariant coherent multiperiod value measures and their limits. Zbl 1146.60006
Kusuoka, Shigeo; Morimoto, Yuji
3
2007
Malliavin calculus and its applications. Zbl 0585.60066
Kusuoka, Shigeo
3
1984
Analytic functionals of Wiener process and abolute continuity. Zbl 0487.60068
Kusuoka, Shigeo
3
1982
The Malliavin calculus and its applications. Zbl 0724.60058
Kusuoka, Shigeo
3
1990
On a conjecture of L. Solomon. Zbl 0383.20030
Kusuoka, Shigeo
3
1977
Markov fields and local operators. Zbl 0418.60053
Kusuoka, Shigeo
3
1979
Stochastic Newton equation with reflecting boundary condition. Zbl 1069.60050
Kusuoka, Shigeo
2
2004
Pseudoconvex domains in almost complex abstract Wiener spaces. Zbl 0795.60040
Kusuoka, Shigeo; Taniguchi, Setsuo
2
1993
More recent theory of Malliavin calculus. Zbl 0796.60059
Kusuoka, Shigeo
2
1989
A remark on Malliavin calculus: uniform estimates and localization. Zbl 1302.60089
Kusuoka, Shigeo
2
2012
Laplace approximations for sums of independent random vectors. Zbl 0954.60026
Kusuoka, Shigeo; Liang, Song
2
2000
Symmetric Markov processes with mean field potentials. Zbl 0638.60106
Kusuoka, Shigeo; Tamura, Yozo
2
1987
Advances in mathematical economics. Vol. 6. Zbl 1030.00022
2
2004
An inverse problem for stochastic differential equations. Zbl 0716.60061
Albeverio, S.; Blanchard, Ph.; Kusuoka, S.; Streit, L.
2
1989
Stochastic mesh methods for Hörmander type diffusion processes. Zbl 1349.91309
Kusuoka, Shigeo; Morimoto, Yusuke
2
2014
A remark on credit risk models and copula. Zbl 1296.91272
Kusuoka, Shigeo; Nakashima, Takenobu
1
2012
Advances in mathematical economics. Vol. 15. Zbl 1341.91007
1
2011
Least square regression methods for Bermudan derivatives and systems of functions. Zbl 1408.91234
Kusuoka, Shigeo; Morimoto, Yusuke
1
2015
Laplace approximations for diffusion processes on torus: Nondegenerate case. Zbl 0985.60025
Kusuoka, Shigeo; Liang, Song
1
2001
Stochastic analysis as infinite-dimensional analysis. Zbl 0859.60052
Kusuoka, Shigeo
1
1993
The Malliavin calculus and the hypoellipticity of second order degenerate elliptic differential operators. Zbl 0519.60064
Kusuoka, Shigeo
1
1983
The variational principle for stationary Gaussian Markov fields. Zbl 0515.60054
Kusuoka, S.
1
1983
Least square regression methods for Bermudan derivatives and systems of functions. Zbl 1408.91234
Kusuoka, Shigeo; Morimoto, Yusuke
1
2015
Stochastic mesh methods for Hörmander type diffusion processes. Zbl 1349.91309
Kusuoka, Shigeo; Morimoto, Yusuke
2
2014
Gaussian K-scheme: justification for KLNV method. Zbl 1354.91168
Kusuoka, Shigeo
8
2013
A remark on Malliavin calculus: uniform estimates and localization. Zbl 1302.60089
Kusuoka, Shigeo
2
2012
A remark on credit risk models and copula. Zbl 1296.91272
Kusuoka, Shigeo; Nakashima, Takenobu
1
2012
Advances in mathematical economics. Vol. 15. Zbl 1341.91007
1
2011
A classical mechanical model of Brownian motion with plural particles. Zbl 1372.60096
Kusuoka, Shigeo; Liang, Song
8
2010
Large deviation for stochastic line integrals as \(L^{p}\)-currents. Zbl 1196.60039
Kusuoka, Shigeo; Kuwada, Kazumasa; Tamura, Yozo
6
2010
Consistent estimation of covariation under nonsynchronicity. Zbl 1148.62070
Hayashi, Takaki; Kusuoka, Shigeo
12
2008
A remark on the asymptotic expansion of density function of Wiener functionals. Zbl 1163.60023
Kusuoka, Shigeo; Osajima, Yasufumi
10
2008
Homogeneous law-invariant coherent multiperiod value measures and their limits. Zbl 1146.60006
Kusuoka, Shigeo; Morimoto, Yuji
3
2007
Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus. Zbl 1111.60035
Kusuoka, Shigeo
47
2004
A new simulation method of diffusion processes applied to finance. Zbl 1191.91058
Kusuoka, Shigeo; Ninomiya, Syoiti
5
2004
Stochastic Newton equation with reflecting boundary condition. Zbl 1069.60050
Kusuoka, Shigeo
2
2004
Advances in mathematical economics. Vol. 6. Zbl 1030.00022
2
2004
Malliavin calculus revisited. Zbl 1031.60048
Kusuoka, Shigeo
31
2003
Nonlinear transformation containing rotation and Gaussian measure. Zbl 1027.60076
Kusuoka, Shigeo
3
2003
On law invariant coherent risk measures. Zbl 1010.60030
Kusuoka, Shigeo
222
2001
Approximation of expectation of diffusion process and mathematical finance. Zbl 1028.60052
Kusuoka, Shigeo
45
2001
On law invariant coherent risk measures. Zbl 1047.62512
Kusuoka, Shigeo
12
2001
Advances in mathematical economics. Vol. 3. Zbl 0988.00047
3
2001
Laplace approximations for diffusion processes on torus: Nondegenerate case. Zbl 0985.60025
Kusuoka, Shigeo; Liang, Song
1
2001
Malliavin calculus, geometric mixing, and expansion of diffusion functionals. Zbl 0970.60061
Kusuoka, Shigeo; Yoshida, Nakahiro
25
2000
Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets. Zbl 0962.60078
Hambly, Ben M.; Kumagai, Takashi; Kusuoka, Shigeo; Zhou, Xian Yin
14
2000
Term structure and SPDE. Zbl 0967.60050
Kusuoka, Shigeo
3
2000
Laplace approximations for sums of independent random vectors. Zbl 0954.60026
Kusuoka, Shigeo; Liang, Song
2
2000
A remark on default risk models. Zbl 0939.60023
Kusuoka, Shigeo
70
1999
Waves on fractal-like manifolds and effective energy propagation. Zbl 0918.58073
Kusuoka, Shigeo; Zhou, Xian Yin
6
1998
Homogenization of nested fractals. Zbl 0843.31004
Kumagai, T.; Kusuoka, S.
10
1996
Limit theorem on option replication cost with transaction costs. Zbl 0834.90049
Kusuoka, Shigeo
30
1995
Lévy’s stochastic area formula and related problems. Zbl 0837.60052
Ikeda, N.; Kusuoka, S.; Manabe, S.
7
1995
A basic estimate for two-dimensional stochastic holonomy along Brownian bridges. Zbl 0820.60065
Albeverio, Sergio; Kusuoka, Shigeo
3
1995
Asymptotics of certain Wiener functionals with degenerate extrema. Zbl 0812.60043
Kusuoka, Shigeo; Stroock, Daniel W.
7
1994
Lévy’s stochastic area formula for Gaussian processes. Zbl 0803.60037
Ikeda, Nobuyuki; Kusuoka, Sigeo; Manabe, Shojiro
3
1994
On the support of Wiener functionals. Zbl 0790.60047
Aida, S.; Kusuoka, S.; Stroock, D.
59
1993
Statistical mechanics and fractals. Zbl 0787.60119
Dobrushin, Roland Lvovich; Kusuoka, Shigeo
34
1993
A remark on arbitrage and martingale measure. Zbl 0807.90009
Kusuoka, Shigeo
9
1993
Self-avoiding paths on the three dimensional Sierpinski gasket. Zbl 0795.60036
Hattori, Kumiko; Hattori, Tetsuya; Kusuoka, Shigeo
5
1993
Pseudoconvex domains in almost complex abstract Wiener spaces. Zbl 0795.60040
Kusuoka, Shigeo; Taniguchi, Setsuo
2
1993
Stochastic analysis as infinite-dimensional analysis. Zbl 0859.60052
Kusuoka, Shigeo
1
1993
Dirichlet forms on fractals: Poincaré constant and resistance. Zbl 0767.60076
Kusuoka, Shigeo; Zhou, Xian Yin
65
1992
Analysis on Wiener spaces. II: Differential forms. Zbl 0772.58003
Kusuoka, Shigeo
24
1992
Maximality of infinite dimensional Dirichlet forms and Høegh-Krohn’s model of quantum fields. Zbl 0798.46055
Albeverio, Sergio; Kusuoka, Shigeo
17
1992
The exponent for the mean square displacement of self-avoiding random walk on the Sierpinski gasket. Zbl 0767.60100
Hattori, Tetsuya; Kusuoka, Shigeo
9
1992
Høegh-Krohn’s model of quantum fields and the absolute continuity of measures. Zbl 0792.46030
Kusuoka, Shigeo
9
1992
Precise asymptotics of certain Wiener functionals. Zbl 0738.60054
Kusuoka, Shigeo; Stroock, Daniel W.
31
1991
Analysis on Wiener spaces. I: Nonlinear maps. Zbl 0726.58012
Kusuoka, Shigeo
18
1991
De Rham cohomology of Wiener-Riemannian manifolds. Zbl 0754.60067
Kusuoka, Shigeo
11
1991
Precise estimate for large deviation of Donsker-Varadhan type. Zbl 0752.60026
Kusuoka, Shigeo; Tamura, Yozo
10
1991
On partial integration in infinite-dimensional space and applications to Dirichlet forms. Zbl 0667.31010
Albeverio, Sergio; Kusuoka, Shigeo; Röckner, Michael
17
1990
Self-avoiding paths on the pre-Sierpinski gasket. Zbl 0694.60099
Hattori, Kumiko; Hattori, Tetsuya; Kusuoka, Shigeo
14
1990
The Malliavin calculus and its applications. Zbl 0724.60058
Kusuoka, Shigeo
3
1990
Dirichlet forms of fractals and products of random matrices. Zbl 0694.60071
Kusuoka, Shigeo
108
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.
68
1989
On the foundations of Wiener-Riemannian manifolds. Zbl 0693.58038
Kusuoka, S.
6
1989
A mechanical model of Brownian motion in half-space. Zbl 0713.60111
Calderoni, Paola; Dürr, Detlef; Kusuoka, Shigeo
5
1989
More recent theory of Malliavin calculus. Zbl 0796.60059
Kusuoka, Shigeo
2
1989
An inverse problem for stochastic differential equations. Zbl 0716.60061
Albeverio, S.; Blanchard, Ph.; Kusuoka, S.; Streit, L.
2
1989
Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Zbl 0699.35025
Kusuoka, S.; Stroock, D.
45
1988
The large deviation principle for hypermixing processes. Zbl 0634.60025
Chiyonobu, T.; Kusuoka, S.
9
1988
Some remarks on Getzler’s degree theorem. Zbl 0638.60074
Kusuoka, Shigeo
5
1988
Short time asymptotics for fundamental solutions of diffusion equations. Zbl 0647.60085
Ikeda, Nobuyuki; Kusuoka, Shigeo
5
1988
Degree theorem in certain Wiener Riemannian manifolds. Zbl 0648.58038
Kusuoka, Shigeo
3
1988
Upper bounds for symmetric Markov transition functions. Zbl 0634.60066
Carlen, E. A.; Kusuoka, S.; Stroock, D. W.
219
1987
Applications of the Malliavin calculus. III. Zbl 0633.60078
Kusuoka, S.; Stroock, D.
121
1987
A diffusion process on a fractal. Zbl 0645.60081
Kusuoka, Shigeo
69
1987
Symmetric Markov processes with mean field potentials. Zbl 0638.60106
Kusuoka, Shigeo; Tamura, Yozo
2
1987
Convergence of Dirichlet forms and associated Schrödinger operators. Zbl 0633.47027
Albeverio, Sergio; Kusuoka, Shigeo; Streit, Ludwig
10
1986
Applications of the Malliavin calculus. II. Zbl 0568.60059
Kusuoka, S.; Stroock, D.
158
1985
Some boundedness properties of certain stationary diffusion semigroups. Zbl 0562.60078
Kusuoka, S.; Stroock, D.
14
1985
The path property of Edward’s model for long polymer chains in three dimensions. Zbl 0616.60060
Kusuoka, S.
5
1985
Asymptotics of polymer measures in one dimension. Zbl 0616.60061
Kusuoka, S.
3
1985
Applications of the Malliavin calculus. I. Zbl 0546.60056
Kusuoka, Shigeo; Stroock, Daniel W.
72
1984
The partial Malliavin calculus and its application to nonlinear filtering. Zbl 0567.60046
Kusuoka, S.; Stroock, D.
33
1984
Gibbs measures for mean field potentials. Zbl 0549.60099
Kusuoka, Shigeo; Tamura, Yozo
18
1984
The Poisson kernel for certain degenerate elliptic operators. Zbl 0556.35036
Ben Arous, Gérard; Kusuoka, Shigeo; Stroock, Daniel W.
9
1984
The generalized Malliavin calculus based on Brownian sheet and Bismut’s expansion for large deviation. Zbl 0598.60034
Kusuoka, Shigeo
3
1984
Malliavin calculus and its applications. Zbl 0585.60066
Kusuoka, Shigeo
3
1984
On the absolute continuity of the law of a system of multiple Wiener integral. Zbl 0523.60039
Kusuoka, Shigeo
7
1983
The Malliavin calculus and the hypoellipticity of second order degenerate elliptic differential operators. Zbl 0519.60064
Kusuoka, Shigeo
1
1983
The variational principle for stationary Gaussian Markov fields. Zbl 0515.60054
Kusuoka, S.
1
1983
The nonlinear transformation of Gaussian measure on Banach space and its absolute continuity. I. Zbl 0525.60050
Kusuoka, Shigeo
57
1982
Dirichlet forms and diffusion processes on Banach spaces. Zbl 0496.60079
Kusuoka, Shigeo
43
1982
The support property of a Gaussian white noise and its applications. Zbl 0515.60068
Kusuoka, Shigeo
9
1982
Analytic functionals of Wiener process and abolute continuity. Zbl 0487.60068
Kusuoka, Shigeo
3
1982
Markov fields and local operators. Zbl 0418.60053
Kusuoka, Shigeo
3
1979
On a conjecture of L. Solomon. Zbl 0383.20030
Kusuoka, Shigeo
3
1977
all top 5

Cited by 1,585 Authors

36 Albeverio, Sergio A.
29 Kumagai, Takashi
25 Röckner, Michael
25 Yamada, Toshihiro
24 Wang, Ruodu
20 Saloff-Coste, Laurent
20 Teplyaev, Alexander
19 Grigor’yan, Alexander Asaturovich
19 Kusuoka, Shigeo
19 Madan, Dilip B.
18 Léandre, Rémi
18 Yoshida, Nakahiro
17 Chen, Zhen-Qing
16 Hinz, Michael
15 Strichartz, Robert Stephen
14 Friz, Peter
14 Nualart, David
14 Wang, Jian
13 Crisan, Dan O.
12 Cao, Shiping
12 Hino, Masanori
12 Jiang, Daqing
12 Qiu, Hua
11 Barlow, Martin T.
11 Baudoin, Fabrice
11 Pichler, Alois
11 Sanz-Solé, Marta
11 Ustunel, Ali Suleyman
11 Zakai, Moshe
10 Deuschel, Jean-Dominique
10 Hambly, Ben M.
10 Hu, Jiaxin
10 Kajino, Naotaka
10 Kohatsu-Higa, Arturo
9 Aida, Shigeki
9 Bass, Richard F.
9 Bonfiglioli, Andrea
9 Hairer, Martin
9 Inahama, Yuzuru
9 Lanconelli, Ermanno
9 Ruszczyński, Andrzej
9 Stroock, Daniel W.
9 Taniguchi, Setsuo
8 Alonso-Ruiz, Patricia
8 Bally, Vlad
8 Bogachev, Vladimir Igorevich
8 Dolinsky, Yan
8 Kusuoka, Seiichiro Kusuoka
8 Rogers, Luke G.
7 Coculescu, Delia
7 Coulhon, Thierry
7 Dentcheva, Darinka
7 Jeanblanc, Monique
7 Kawabi, Hiroshi
7 Kigami, Jun
7 Miclo, Laurent
7 Pietruska-Pałuba, Katarzyna
7 Polidoro, Sergio
7 Takahashi, Akihiko
7 Uguzzoni, Francesco
7 Wang, Feng-Yu
7 Zhou, Xianyin
6 Bayer, Christian
6 Cass, Thomas Richard
6 Driver, Bruce K.
6 Fatalov, Vadim Rolandovich
6 Fukushima, Masatoshi
6 Hattori, Kumiko
6 Hattori, Tetsuya
6 Hayat, Tasawar
6 Kondrat’yev, Yuriĭ Grygorovych
6 Lau, Kasing
6 Matsumoto, Koichi
6 Monmarché, Pierre
6 Ren, Jiagang
6 Robinson, Derek William
6 Song, Shiqi
6 Teichmann, Josef
5 Al-saedi, Ahmed Eid Salem
5 Angulo, José Miguel
5 Anh, Vo V.
5 Assa, Hirbod
5 Bank, Peter
5 Bellini, Fabio
5 Ben Arous, Gérard
5 Bolthausen, Erwin
5 Cattiaux, Patrick
5 Chang, Shu-Chiuan
5 Chen, Xin
5 Elworthy, K. David
5 Garofalo, Nicola
5 Grzywny, Tomasz
5 He, Kai
5 Himonas, A. Alexandrou
5 Hu, Yijun
5 Kim, Panki
5 Korobenko, Lyudmila
5 Le Peutrec, Dorian
5 Lin, Yuguo
5 Liu, Qun
...and 1,485 more Authors
all top 5

Cited in 317 Serials

141 Journal of Functional Analysis
98 Stochastic Processes and their Applications
89 Probability Theory and Related Fields
43 Potential Analysis
37 Transactions of the American Mathematical Society
36 The Annals of Applied Probability
31 Insurance Mathematics & Economics
26 The Annals of Probability
26 Mathematical Finance
24 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
24 Finance and Stochastics
21 Communications in Mathematical Physics
18 Journal of Mathematical Analysis and Applications
15 Journal of Theoretical Probability
15 Bulletin des Sciences Mathématiques
15 Mathematics and Financial Economics
13 Journal of Mathematical Physics
13 Journal of Statistical Physics
13 SIAM Journal on Financial Mathematics
12 Mathematische Zeitschrift
12 Proceedings of the American Mathematical Society
12 Annals of Operations Research
12 Quantitative Finance
11 Statistics & Probability Letters
11 Bernoulli
10 Advances in Mathematics
10 Electronic Journal of Probability
10 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
10 Asia-Pacific Financial Markets
9 Journal of Differential Equations
9 Journal of Mathematical Economics
9 Mathematische Annalen
9 Publications of the Research Institute for Mathematical Sciences, Kyoto University
9 Acta Applicandae Mathematicae
9 Journal de Mathématiques Pures et Appliquées. Neuvième Série
9 Mathematical Programming. Series A. Series B
8 Physica A
8 Mathematics of Operations Research
8 Stochastic Analysis and Applications
8 Forum Mathematicum
8 Journal of Mathematical Sciences (New York)
8 Monte Carlo Methods and Applications
8 Infinite Dimensional Analysis, Quantum Probability and Related Topics
8 Journal of Fractal Geometry
7 Duke Mathematical Journal
7 International Journal of Theoretical and Applied Finance
7 Stochastics
7 Annals of Finance
6 Annales de l’Institut Fourier
6 Inventiones Mathematicae
6 SIAM Journal on Control and Optimization
6 Acta Mathematicae Applicatae Sinica. English Series
6 SIAM Journal on Mathematical Analysis
6 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
6 Scandinavian Actuarial Journal
6 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 Stochastics and Dynamics
6 Statistics & Risk Modeling
5 Communications on Pure and Applied Mathematics
5 Chaos, Solitons and Fractals
5 Journal of Geometry and Physics
5 Annals of the Institute of Statistical Mathematics
5 Annali di Matematica Pura ed Applicata. Serie Quarta
5 Applied Mathematics and Computation
5 Journal of the Mathematical Society of Japan
5 Mathematische Nachrichten
5 Operations Research
5 Osaka Journal of Mathematics
5 Proceedings of the Japan Academy. Series A
5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
5 Operations Research Letters
5 Revista Matemática Iberoamericana
5 Science in China. Series A
5 The Journal of Geometric Analysis
5 European Journal of Operational Research
5 Bulletin of the American Mathematical Society. New Series
5 Acta Mathematica Sinica. English Series
5 Annales Henri Poincaré
5 Journal of Evolution Equations
5 ASTIN Bulletin
5 Probability, Uncertainty and Quantitative Risk
4 Stochastics
4 The Annals of Statistics
4 Journal of Computational and Applied Mathematics
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Communications in Statistics. Theory and Methods
4 Journal of Dynamics and Differential Equations
4 Cybernetics and Systems Analysis
4 Calculus of Variations and Partial Differential Equations
4 Fractals
4 Applied Mathematical Finance
4 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V
4 Stochastic and Partial Differential Equations. Analysis and Computations
4 Dependence Modeling
4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
3 Archive for Rational Mechanics and Analysis
3 Israel Journal of Mathematics
3 Journal d’Analyse Mathématique
3 Mathematical Methods in the Applied Sciences
3 Mathematical Notes
...and 217 more Serials
all top 5

Cited in 54 Fields

989 Probability theory and stochastic processes (60-XX)
365 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
284 Partial differential equations (35-XX)
185 Measure and integration (28-XX)
169 Potential theory (31-XX)
138 Global analysis, analysis on manifolds (58-XX)
127 Operator theory (47-XX)
119 Numerical analysis (65-XX)
109 Statistics (62-XX)
97 Functional analysis (46-XX)
76 Statistical mechanics, structure of matter (82-XX)
69 Operations research, mathematical programming (90-XX)
44 Ordinary differential equations (34-XX)
43 Quantum theory (81-XX)
42 Dynamical systems and ergodic theory (37-XX)
42 Systems theory; control (93-XX)
34 Differential geometry (53-XX)
33 Biology and other natural sciences (92-XX)
26 Calculus of variations and optimal control; optimization (49-XX)
25 Real functions (26-XX)
16 Combinatorics (05-XX)
13 Topological groups, Lie groups (22-XX)
13 Abstract harmonic analysis (43-XX)
12 Difference and functional equations (39-XX)
12 Harmonic analysis on Euclidean spaces (42-XX)
12 Computer science (68-XX)
11 Functions of a complex variable (30-XX)
10 Fluid mechanics (76-XX)
9 Integral equations (45-XX)
7 Approximations and expansions (41-XX)
7 Mechanics of particles and systems (70-XX)
7 Optics, electromagnetic theory (78-XX)
6 General and overarching topics; collections (00-XX)
6 Linear and multilinear algebra; matrix theory (15-XX)
5 Number theory (11-XX)
5 Several complex variables and analytic spaces (32-XX)
5 Information and communication theory, circuits (94-XX)
4 Group theory and generalizations (20-XX)
4 Convex and discrete geometry (52-XX)
3 Algebraic geometry (14-XX)
3 Nonassociative rings and algebras (17-XX)
3 Geometry (51-XX)
3 General topology (54-XX)
3 Algebraic topology (55-XX)
3 Classical thermodynamics, heat transfer (80-XX)
2 History and biography (01-XX)
2 Special functions (33-XX)
2 Integral transforms, operational calculus (44-XX)
2 Manifolds and cell complexes (57-XX)
2 Mechanics of deformable solids (74-XX)
1 Mathematical logic and foundations (03-XX)
1 Commutative algebra (13-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

Citations by Year