Edit Profile (opens in new tab) Watanabe, Shinzo Co-Author Distance Author ID: watanabe.shinzo Published as: Watanabe, Shinzo; Watanabe, S.; Watanabe, Shinzô more...less External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 111 Publications since 1962, including 4 Books and 1 Additional arXiv Preprint 10 Contributions as Editor · 2 Further Contributions Co-Authors: 39 Co-Authors with 66 Joint Publications 1,066 Co-Co-Authors all top 5 Co-Authors 55 single-authored 23 Ikeda, Nobuyuki 10 Nagasawa, Masao 6 Kasahara, Yuji 6 Kunita, Hiroshi 4 Akahori, Jirô 4 Itō, Kiyosi 3 Fukushima, Masatoshi 3 Ogawa, Shigeyoshi 3 Takahashi, Yoichiro 3 Yamada, Toshio 2 Prokhorov, Yuriĭ Vasil’evich 2 Shigekawa, Ichiro 2 Shiryaev, Al’bert Nikolaevich 2 Takanobu, Satoshi 1 Ahara, Kazushi 1 Fujita, Hiroshi 1 Hida, Takeyuki 1 Hu, Yaozhong 1 Ichihara, Kanji 1 Isozaki, Yasuki 1 Izumi, Masaki 1 Karandikar, Rajeeva Laxman 1 Kawazu, Kiyoshi 1 Korolyuk, Volodymyr Semenovych 1 Le Jan, Yves 1 Manabe, Shojiro 1 Metivier, Michel 1 Mori, Takakazu 1 Motoo, Minoru 1 Nisio, Makiko 1 Rajput, Balram S. 1 Ren, Jiagang 1 Shiga, Tokuzo 1 Takeuchi, Junji 1 Tanaka, Hiroshi 1 Tsuchiya, Masaaki 1 Ueki, Naomasa 1 Uemura, Hideaki 1 Warren, Jon 1 Watanabe, Toitsu 1 Xiong, Jie 1 Yamato, Yuiti 1 Yano, Kouji 1 Yano, Yuko all top 5 Serials 15 Journal of Mathematics of Kyoto University 7 Proceedings of the Japan Academy 3 Journal of the Mathematical Society of Japan 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 RIMS Kokyuroku 2 Communications on Pure and Applied Mathematics 2 Nagoya Mathematical Journal 2 Osaka Journal of Mathematics 2 Proceedings of the Japan Academy. Series A 2 Sūgaku 2 Stochastic Processes and their Applications 2 Lecture Notes in Mathematics 2 North-Holland Mathematical Library 1 Periodica Mathematica Hungarica 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Ukraïns’kyĭ Matematychnyĭ Zhurnal 1 Annales de l’Institut Fourier 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 Illinois Journal of Mathematics 1 Journal of the Faculty of Science. Section I A 1 Journal of the Korean Mathematical Society 1 Publications of the Research Institute for Mathematical Sciences, Kyoto University 1 Transactions of the American Mathematical Society 1 Acta Applicandae Mathematicae 1 Probability Theory and Related Fields 1 Sugaku Expositions 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Bulletin des Sciences Mathématiques 1 Journal Électronique d’Histoire des Probabilités et de la Statistique 1 Japanese Journal of Mathematics 1 Advanced Studies in Pure Mathematics 1 Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research 1 Kyoto Journal of Mathematics 1 SpringerBriefs in Probability and Mathematical Statistics 1 RIMS Kokyuroku all top 5 Fields 103 Probability theory and stochastic processes (60-XX) 16 Global analysis, analysis on manifolds (58-XX) 11 General and overarching topics; collections (00-XX) 4 Ordinary differential equations (34-XX) 4 Statistics (62-XX) 3 History and biography (01-XX) 3 Partial differential equations (35-XX) 3 Functional analysis (46-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Measure and integration (28-XX) 2 Quantum theory (81-XX) 2 Systems theory; control (93-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Manifolds and cell complexes (57-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 100 Publications have been cited 5,242 times in 4,414 Documents Cited by ▼ Year ▼ Stochastic differential equations and diffusion processes. Zbl 0495.60005 Ikeda, Nobuyuki; Watanabe, Shinzo 1,454 1981 Stochastic differential equations and diffusion processes. 2nd ed. Zbl 0684.60040 Ikeda, Nobuyuki; Watanabe, Shinzo 1,269 1989 On the uniqueness of solutions of stochastic differential equations. Zbl 0236.60037 Yamada, Toshio; Watanabe, Shinzo 324 1971 On square integrable martingales. Zbl 0167.46602 Kunita, H.; Watanabe, S. 172 1967 A comparison theorem for solutions of stochastic differential equations and its applications. Zbl 0376.60065 Ikeda, Nobuyuki; Watanabe, Shinzo 158 1977 Lectures on stochastic differential equations and Malliavin calculus. Zbl 0546.60054 Watanabe, S. 135 1984 Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels. Zbl 0633.60077 Watanabe, Shinzo 110 1987 Branching processes with immigration and related limit theorems. Zbl 0242.60034 Kawazu, Kiyoshi; Watanabe, Shinzo 108 1971 A limit theorem of branching processes and continuous state branching processes. Zbl 0159.46201 Watanabe, S. 99 1968 Branching Markov processes. I. Zbl 0233.60068 Ikeda, Nobuyuki; Nagasawa, Masao; Watanabe, Shinzo 85 1968 Bessel diffusions as an one-parameter family of diffusion processes. Zbl 0327.60047 Shiga, Tokuzo; Watanabe, Shinzo 80 1973 On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes. Zbl 0118.13401 Ikeda, N.; Watanabe, S. 78 1962 Branching Markov processes. III. Zbl 0233.60070 Ikeda, Nobuyuki; Nagasawa, Masao; Watanabe, Shinzo 63 1969 On discontinuous additive functionals and Levy measures of a Markov process. Zbl 0141.15703 Watanabe, S. 63 1964 On the uniqueness of solutions of stochastic differential equations. II. Zbl 0229.60039 Watanabe, Shinzo; Yamada, Toshio 61 1971 Krein’s spectral theory of strings and generalized diffusion processes. Zbl 0496.60080 Kotani, S.; Watanabe, S. 61 1982 Perturbation of drift-type for Levy processes. Zbl 0281.60064 Tanaka, Hiroshi; Tsuchiya, Masaaki; Watanabe, Shinzo 53 1974 A construction of Markov processes by piecing out. Zbl 0178.53401 Ikeda, N.; Nagasawa, M.; Watanabe, S. 50 1966 Branching Markov processes. II. Zbl 0233.60069 Ikeda, Nobuyuki; Nagasawa, Masao; Watanabe, Shinzo 46 1968 On time inversion of one-dimensional diffusion processes. Zbl 0286.60035 Watanabe, Shinzo 37 1975 On the branching process for Brownian particles with an absorbing boundary. Zbl 0134.34401 Watanabe, S. 37 1965 Transformation of Markov processes by multiplicative functionals. Zbl 0141.15103 Ito, K.; Watanabe, S. 36 1965 On two dimensional Markov processes with branching property. Zbl 0209.19303 Watanabe, S. 31 1969 Generalized arc-sine laws for one-dimensional diffusion processes and random walks. Zbl 0824.60080 Watanabe, Shinzo 31 1995 On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. Zbl 0212.20203 Watanabe, S. 31 1971 On branching Markov processes. Zbl 0224.60038 Ikeda, Nobuyuki; Nagasawa, Masao; Watanabe, Shinzo 30 1965 Limit theorem for a class of branching processes. Zbl 0253.60072 Watanabe, Shinzo 29 1967 On the uniqueness and non-uniqueness of solutions of initial value problems for some quasi-linear parabolic equations. Zbl 0157.17603 Fujita, H.; Watanabe, S. 28 1968 Fractional order Sobolev spaces on Wiener space. Zbl 0792.60049 Watanabe, Shinzo 28 1993 On a class of additive functionals of Markov processes. Zbl 0137.11703 Motoo, M.; Watanabe, S. 26 1965 Stochastic differential equations and diffusion processes. (Stokhasticheskie differentsial’nye uravneniya i diffuzionnye protsessy). Transl. from the English by G. N. Kinkladze. Zbl 0607.60041 Watanabe, Shinzo; Ikeda, Nobuyuki 25 1986 Limit theorems for point processes and their functionals. Zbl 0624.60061 Kasahara, Yuji; Watanabe, Shinzo 19 1986 Asymptotic expansion formulas of the Schilder type for a class of conditional Wiener functional integrations. Zbl 0801.60020 Takanobu, S.; Watanabe, S. 17 1993 Donsker’s delta functions and approximation of heat kernels by the time discretization methods. Zbl 0883.60056 Hu, Yaozhong; Watanabe, Shinzo 16 1996 The probability functionals (Onsager-Machlup functions) of diffusion processes. Zbl 0625.60058 Takahashi, Y.; Watanabe, S. 16 1981 Fundamental equations of branching Markov processes. Zbl 0154.42701 Ikeda, N.; Nagasawa, M.; Watanabe, S. 15 1966 Stochastic flows of diffeomorphisms. Zbl 0552.60062 Le Jan, Yves; Watanabe, Shinzo 15 1984 On stable processes with boundary conditions. Zbl 0114.33504 Watanabe, S. 15 1962 An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai’s estimates for the integral of Brownian motion. Zbl 0820.60066 Isozaki, Yasuki; Watanabe, Shinzo 14 1994 The local structure of a class of diffusions and related problems. Zbl 0264.60052 Ikeda, Nobuyuki; Watanabe, Shinzo 14 1973 Malliavin’s calculus in terms of generalized Wiener functionals. Zbl 0512.60024 Watanabe, S. 13 1983 An introduction to Malliavin’s calculus. Zbl 0546.60055 Ikeda, Nobuyuki; Watanabe, Shinzo 11 1984 On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II. Zbl 0229.60038 Watanabe, Shinzo 10 1971 Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes. Zbl 1102.60066 Kasahara, Yuji; Watanabe, Shinzo 10 2006 Itô’s theory of excursion point processes and its developments. Zbl 1201.60052 Watanabe, Shinzo 10 2010 A density formula for the law of time spent on the positive side of one-dimensional diffusion processes. Zbl 1102.60068 Watanabe, Shinzo; Yano, Kouji; Yano, Yuko 9 2005 A limit theorem for sums of i.i.d. random variables with slowly varying tail probability. Zbl 0434.60006 Watanabe, S. 9 1980 Construction of diffusion processes with Wentzell’s boundary conditions by means of Poisson point processes of Brownian excursions. Zbl 0442.60076 Watanabe, Shinzo 9 1979 The probability functionals (Onsager-Machlup functions) of diffusion processes. Zbl 0538.58039 Takahashi, Y.; Watanabe, Shinzo 9 1981 Spitzer’s test for the Cauchy process on the line. Zbl 0146.38004 Takeuchi, Junji; Watanabe, Shinzô 9 1964 Convergence of isotropic scattering transport process to Brownian motion. Zbl 0209.19501 Watanabe, S.; Watanabe, T. 8 1970 Stochastic flows of diffeomorphisms. Zbl 0561.60079 Ikeda, Nobuyuki; Watanabe, Shinzo 8 1984 Short time asymptotic problems in Wiener functional integration theory. Applications to heat kernels and index theorems. Zbl 0723.60060 Watanabe, Shinzo 8 1990 Asymptotic behavior of spectral measures of Krein’s and Kotani’s strings. Zbl 1206.34107 Kasahara, Yuji; Watanabe, Shinzo 8 2010 Introduction to stochastic differential equations. Zbl 0405.60058 Ito, Kiyosi; Watanabe, Shinzo 7 1978 On uniqueness and non-uniqueness of solutions for a class of non-linear equations and explosion problem for branching processes. Zbl 0205.43702 Ikeda, N.; Watanabe, S. 7 1970 Malliavin calculus of Wiener functionals and its applications. Zbl 0612.60049 Ikeda, N.; Watanabe, S. 7 1986 Donsker’s \(\delta\)-functions in the Malliavin calculus. Zbl 0748.60047 Watanabe, Shinzo 6 1991 A construction of branching Markov processes. Zbl 0178.53402 Ikeda, N.; Nagasawa, M.; Watanabe, S. 6 1966 On branching semi-groups. I. Zbl 0203.18102 Ikeda, N.; Nagasawa, M.; Watanabe, S. 5 1966 Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Zbl 0852.00016 5 1996 Invariants of one-dimensional diffusion processes and applications. Zbl 0952.60078 Watanabe, Shinzo 5 1998 The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane. Zbl 0953.60069 Watanabe, Shinzo 4 1999 Stochastic flow and noise associated with the Tanaka stochastic differential equation. Zbl 0971.60062 Watanabe, S. 4 2000 On spectra of noises associated with Harris flows. Zbl 1064.60154 Warren, Jon; Watanabe, Shinzo 4 2004 Some refinements of Donsker’s delta functions. Zbl 0820.60036 Watanabe, S. 4 1994 On the existence and uniqueness of diffusion processes with Wentzell’s boundary conditions. Zbl 0665.60062 Takanobu, Satoshi; Watanabe, Shinzo 4 1988 Poisson point processes and their application to Markov processes. With a foreword by Shinzo Watanabe and Ichiro Shigekawa. Zbl 1337.60006 Itô, Kiyosi 4 2016 Asymptotic windings of Brownian motion paths on Riemann surfaces. Zbl 0982.60084 Watanabe, Shinzo 4 2000 On neutron branching processes. Zbl 0236.60057 Mori, Takakazu; Watanabe, Shinzo; Yamada, Toshio 3 1971 Excursion point process of diffusion and stochastic integral. Zbl 0442.60055 Watanabe, Shinzo 3 1978 Heat equation and diffusion on Riemannian manifold with boundary. Zbl 0451.60073 Ikeda, Nobuyuki; Watanabe, Shinzo 3 1978 Stochastic analysis and its applications. Zbl 0796.60058 Watanabe, Shinzo 3 1990 A convergence theorem for probability densities and conditional expectations of Wiener functionals. Zbl 0839.60054 Ren, Jiagang; Watanabe, Shinzo 3 1995 Remarks on Krein-Kotani’s correspondence between strings and Herglotz functions. Zbl 1177.47053 Kasahara, Yuji; Watanabe, Shinzo 3 2009 A probabilistic proof of the Gauss-Bonnet-Chern theorem for manifolds with boundary. Zbl 0704.58056 Shigekawa, Ichiro; Ueki, Naomasa; Watanabe, Shinzo 3 1989 Generalized Wiener functionals and their applications. Zbl 0631.60045 Watanabe, Shinzo 3 1988 A simple example of black noise. Zbl 0996.60044 Watanabe, Shinzo 2 2001 Solution of stochastic differential equations by random time change. Zbl 0326.60066 Watanabe, Shinzo 2 1975 Construction of diffusion processes by means of Poisson point process of Brownian excursions. Zbl 0387.60087 Watanabe, Shinzo 2 1976 Point processes and martingales. Zbl 0449.60054 Watanabe, Shinzo 2 1978 On branching semi-groups. II. Zbl 0203.18103 Ikeda, N.; Nagasawa, M.; Watanabe, S. 2 1966 Occupation time theorems for a class of one-dimensional diffusion processes. Zbl 1098.60080 Kasahara, Yuji; Watanabe, Shinzo 2 2005 Stochastic Levi sums. Zbl 0809.60073 Watanabe, Shinzo 2 1994 Diffusion processes and heat kernels on certain nilpotent groups. Zbl 0658.60109 Uemura, Hideaki; Watanabe, Shinzo 2 1988 The Japanese contributions to martingale theory. Zbl 1170.01387 Watanabe, Shinzo 2 2009 Stochastic flows of diffeomorphisms. Zbl 0531.60075 Watanabe, Shinzo 2 1983 Periodicity of Post’s normal process of tag. Zbl 0129.25704 Watanabe, S. 2 1963 Transformation of branching Markov processes. Zbl 0147.36702 Ikeda, N.; Nagasawa, M.; Watanabe, S. 2 1966 Occupation time theorems for one-dimensional random walks and diffusion processes in random environments. Zbl 1161.60025 Kasahara, Yuji; Watanabe, Shinzo 2 2009 Killing operations in super-diffusions by Brownian snakes. Zbl 0986.60083 Watanabe, Shinzo 1 1999 Probability theory and mathematical statistics. Proceedings of the Fifth Japan-USSR Symposium, held in Kyoto, Japan, July 8-14, 1986. Zbl 0626.00026 1 1988 Stochastic analysis. Proceedings of the Japanese-French seminar held in Paris, France, June 16–19, 1987. Zbl 0635.00012 1 1988 Some refinement of conditional expectations on Wiener space by means of Malliavin calculus. Zbl 0817.60064 Watanabe, Shinzo 1 1992 Probability theory and mathematical statistics. Proceedings of the 6th USSR-Japan symposium, Kiev, USSR, 5-10 August, 1991. Zbl 0812.00013 1 1992 Disintegration problems in Wiener functional integrations. Zbl 0851.60051 Watanabe, Shinzo 1 1992 Noises, stochastic flows and \(E_0\)-semigroups. Zbl 1285.60070 Akahori, Jirô; Izumi, Masaki; Watanabe, Shinzo 1 2007 Itô’s stochastic calculus and its applications. Zbl 0980.60087 Watanabe, Shinzo 1 2001 Itô calculus and Malliavin calculus. Zbl 1141.58021 Watanabe, Shinzo 1 2007 Construction of semimartingales from pieces by the method of excursion point processes. Zbl 0622.60050 Watanabe, Shinzo 1 1987 Poisson point processes and their application to Markov processes. With a foreword by Shinzo Watanabe and Ichiro Shigekawa. Zbl 1337.60006 Itô, Kiyosi 4 2016 Itô’s theory of excursion point processes and its developments. Zbl 1201.60052 Watanabe, Shinzo 10 2010 Asymptotic behavior of spectral measures of Krein’s and Kotani’s strings. Zbl 1206.34107 Kasahara, Yuji; Watanabe, Shinzo 8 2010 Remarks on Krein-Kotani’s correspondence between strings and Herglotz functions. Zbl 1177.47053 Kasahara, Yuji; Watanabe, Shinzo 3 2009 The Japanese contributions to martingale theory. Zbl 1170.01387 Watanabe, Shinzo 2 2009 Occupation time theorems for one-dimensional random walks and diffusion processes in random environments. Zbl 1161.60025 Kasahara, Yuji; Watanabe, Shinzo 2 2009 Noises, stochastic flows and \(E_0\)-semigroups. Zbl 1285.60070 Akahori, Jirô; Izumi, Masaki; Watanabe, Shinzo 1 2007 Itô calculus and Malliavin calculus. Zbl 1141.58021 Watanabe, Shinzo 1 2007 Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes. Zbl 1102.60066 Kasahara, Yuji; Watanabe, Shinzo 10 2006 A density formula for the law of time spent on the positive side of one-dimensional diffusion processes. Zbl 1102.60068 Watanabe, Shinzo; Yano, Kouji; Yano, Yuko 9 2005 Occupation time theorems for a class of one-dimensional diffusion processes. Zbl 1098.60080 Kasahara, Yuji; Watanabe, Shinzo 2 2005 On spectra of noises associated with Harris flows. Zbl 1064.60154 Warren, Jon; Watanabe, Shinzo 4 2004 A simple example of black noise. Zbl 0996.60044 Watanabe, Shinzo 2 2001 Itô’s stochastic calculus and its applications. Zbl 0980.60087 Watanabe, Shinzo 1 2001 Stochastic flow and noise associated with the Tanaka stochastic differential equation. Zbl 0971.60062 Watanabe, S. 4 2000 Asymptotic windings of Brownian motion paths on Riemann surfaces. Zbl 0982.60084 Watanabe, Shinzo 4 2000 The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane. Zbl 0953.60069 Watanabe, Shinzo 4 1999 Killing operations in super-diffusions by Brownian snakes. Zbl 0986.60083 Watanabe, Shinzo 1 1999 Invariants of one-dimensional diffusion processes and applications. Zbl 0952.60078 Watanabe, Shinzo 5 1998 Donsker’s delta functions and approximation of heat kernels by the time discretization methods. Zbl 0883.60056 Hu, Yaozhong; Watanabe, Shinzo 16 1996 Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Zbl 0852.00016 5 1996 Generalized arc-sine laws for one-dimensional diffusion processes and random walks. Zbl 0824.60080 Watanabe, Shinzo 31 1995 A convergence theorem for probability densities and conditional expectations of Wiener functionals. Zbl 0839.60054 Ren, Jiagang; Watanabe, Shinzo 3 1995 An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai’s estimates for the integral of Brownian motion. Zbl 0820.60066 Isozaki, Yasuki; Watanabe, Shinzo 14 1994 Some refinements of Donsker’s delta functions. Zbl 0820.60036 Watanabe, S. 4 1994 Stochastic Levi sums. Zbl 0809.60073 Watanabe, Shinzo 2 1994 Fractional order Sobolev spaces on Wiener space. Zbl 0792.60049 Watanabe, Shinzo 28 1993 Asymptotic expansion formulas of the Schilder type for a class of conditional Wiener functional integrations. Zbl 0801.60020 Takanobu, S.; Watanabe, S. 17 1993 Some refinement of conditional expectations on Wiener space by means of Malliavin calculus. Zbl 0817.60064 Watanabe, Shinzo 1 1992 Probability theory and mathematical statistics. Proceedings of the 6th USSR-Japan symposium, Kiev, USSR, 5-10 August, 1991. Zbl 0812.00013 1 1992 Disintegration problems in Wiener functional integrations. Zbl 0851.60051 Watanabe, Shinzo 1 1992 Donsker’s \(\delta\)-functions in the Malliavin calculus. Zbl 0748.60047 Watanabe, Shinzo 6 1991 Short time asymptotic problems in Wiener functional integration theory. Applications to heat kernels and index theorems. Zbl 0723.60060 Watanabe, Shinzo 8 1990 Stochastic analysis and its applications. Zbl 0796.60058 Watanabe, Shinzo 3 1990 Stochastic differential equations and diffusion processes. 2nd ed. Zbl 0684.60040 Ikeda, Nobuyuki; Watanabe, Shinzo 1,269 1989 A probabilistic proof of the Gauss-Bonnet-Chern theorem for manifolds with boundary. Zbl 0704.58056 Shigekawa, Ichiro; Ueki, Naomasa; Watanabe, Shinzo 3 1989 On the existence and uniqueness of diffusion processes with Wentzell’s boundary conditions. Zbl 0665.60062 Takanobu, Satoshi; Watanabe, Shinzo 4 1988 Generalized Wiener functionals and their applications. Zbl 0631.60045 Watanabe, Shinzo 3 1988 Diffusion processes and heat kernels on certain nilpotent groups. Zbl 0658.60109 Uemura, Hideaki; Watanabe, Shinzo 2 1988 Probability theory and mathematical statistics. Proceedings of the Fifth Japan-USSR Symposium, held in Kyoto, Japan, July 8-14, 1986. Zbl 0626.00026 1 1988 Stochastic analysis. Proceedings of the Japanese-French seminar held in Paris, France, June 16–19, 1987. Zbl 0635.00012 1 1988 Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels. Zbl 0633.60077 Watanabe, Shinzo 110 1987 Construction of semimartingales from pieces by the method of excursion point processes. Zbl 0622.60050 Watanabe, Shinzo 1 1987 Stochastic differential equations and diffusion processes. (Stokhasticheskie differentsial’nye uravneniya i diffuzionnye protsessy). Transl. from the English by G. N. Kinkladze. Zbl 0607.60041 Watanabe, Shinzo; Ikeda, Nobuyuki 25 1986 Limit theorems for point processes and their functionals. Zbl 0624.60061 Kasahara, Yuji; Watanabe, Shinzo 19 1986 Malliavin calculus of Wiener functionals and its applications. Zbl 0612.60049 Ikeda, N.; Watanabe, S. 7 1986 Lectures on stochastic differential equations and Malliavin calculus. Zbl 0546.60054 Watanabe, S. 135 1984 Stochastic flows of diffeomorphisms. Zbl 0552.60062 Le Jan, Yves; Watanabe, Shinzo 15 1984 An introduction to Malliavin’s calculus. Zbl 0546.60055 Ikeda, Nobuyuki; Watanabe, Shinzo 11 1984 Stochastic flows of diffeomorphisms. Zbl 0561.60079 Ikeda, Nobuyuki; Watanabe, Shinzo 8 1984 Malliavin’s calculus in terms of generalized Wiener functionals. Zbl 0512.60024 Watanabe, S. 13 1983 Stochastic flows of diffeomorphisms. Zbl 0531.60075 Watanabe, Shinzo 2 1983 Krein’s spectral theory of strings and generalized diffusion processes. Zbl 0496.60080 Kotani, S.; Watanabe, S. 61 1982 Stochastic differential equations and diffusion processes. Zbl 0495.60005 Ikeda, Nobuyuki; Watanabe, Shinzo 1,454 1981 The probability functionals (Onsager-Machlup functions) of diffusion processes. Zbl 0625.60058 Takahashi, Y.; Watanabe, S. 16 1981 The probability functionals (Onsager-Machlup functions) of diffusion processes. Zbl 0538.58039 Takahashi, Y.; Watanabe, Shinzo 9 1981 A limit theorem for sums of i.i.d. random variables with slowly varying tail probability. Zbl 0434.60006 Watanabe, S. 9 1980 Construction of diffusion processes with Wentzell’s boundary conditions by means of Poisson point processes of Brownian excursions. Zbl 0442.60076 Watanabe, Shinzo 9 1979 Introduction to stochastic differential equations. Zbl 0405.60058 Ito, Kiyosi; Watanabe, Shinzo 7 1978 Excursion point process of diffusion and stochastic integral. Zbl 0442.60055 Watanabe, Shinzo 3 1978 Heat equation and diffusion on Riemannian manifold with boundary. Zbl 0451.60073 Ikeda, Nobuyuki; Watanabe, Shinzo 3 1978 Point processes and martingales. Zbl 0449.60054 Watanabe, Shinzo 2 1978 A comparison theorem for solutions of stochastic differential equations and its applications. Zbl 0376.60065 Ikeda, Nobuyuki; Watanabe, Shinzo 158 1977 Construction of diffusion processes by means of Poisson point process of Brownian excursions. Zbl 0387.60087 Watanabe, Shinzo 2 1976 On time inversion of one-dimensional diffusion processes. Zbl 0286.60035 Watanabe, Shinzo 37 1975 Solution of stochastic differential equations by random time change. Zbl 0326.60066 Watanabe, Shinzo 2 1975 Perturbation of drift-type for Levy processes. Zbl 0281.60064 Tanaka, Hiroshi; Tsuchiya, Masaaki; Watanabe, Shinzo 53 1974 Bessel diffusions as an one-parameter family of diffusion processes. Zbl 0327.60047 Shiga, Tokuzo; Watanabe, Shinzo 80 1973 The local structure of a class of diffusions and related problems. Zbl 0264.60052 Ikeda, Nobuyuki; Watanabe, Shinzo 14 1973 On the uniqueness of solutions of stochastic differential equations. Zbl 0236.60037 Yamada, Toshio; Watanabe, Shinzo 324 1971 Branching processes with immigration and related limit theorems. Zbl 0242.60034 Kawazu, Kiyoshi; Watanabe, Shinzo 108 1971 On the uniqueness of solutions of stochastic differential equations. II. Zbl 0229.60039 Watanabe, Shinzo; Yamada, Toshio 61 1971 On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. Zbl 0212.20203 Watanabe, S. 31 1971 On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II. Zbl 0229.60038 Watanabe, Shinzo 10 1971 On neutron branching processes. Zbl 0236.60057 Mori, Takakazu; Watanabe, Shinzo; Yamada, Toshio 3 1971 Convergence of isotropic scattering transport process to Brownian motion. Zbl 0209.19501 Watanabe, S.; Watanabe, T. 8 1970 On uniqueness and non-uniqueness of solutions for a class of non-linear equations and explosion problem for branching processes. Zbl 0205.43702 Ikeda, N.; Watanabe, S. 7 1970 Branching Markov processes. III. Zbl 0233.60070 Ikeda, Nobuyuki; Nagasawa, Masao; Watanabe, Shinzo 63 1969 On two dimensional Markov processes with branching property. Zbl 0209.19303 Watanabe, S. 31 1969 A limit theorem of branching processes and continuous state branching processes. Zbl 0159.46201 Watanabe, S. 99 1968 Branching Markov processes. I. Zbl 0233.60068 Ikeda, Nobuyuki; Nagasawa, Masao; Watanabe, Shinzo 85 1968 Branching Markov processes. II. Zbl 0233.60069 Ikeda, Nobuyuki; Nagasawa, Masao; Watanabe, Shinzo 46 1968 On the uniqueness and non-uniqueness of solutions of initial value problems for some quasi-linear parabolic equations. Zbl 0157.17603 Fujita, H.; Watanabe, S. 28 1968 On square integrable martingales. Zbl 0167.46602 Kunita, H.; Watanabe, S. 172 1967 Limit theorem for a class of branching processes. Zbl 0253.60072 Watanabe, Shinzo 29 1967 A construction of Markov processes by piecing out. Zbl 0178.53401 Ikeda, N.; Nagasawa, M.; Watanabe, S. 50 1966 Fundamental equations of branching Markov processes. Zbl 0154.42701 Ikeda, N.; Nagasawa, M.; Watanabe, S. 15 1966 A construction of branching Markov processes. Zbl 0178.53402 Ikeda, N.; Nagasawa, M.; Watanabe, S. 6 1966 On branching semi-groups. I. Zbl 0203.18102 Ikeda, N.; Nagasawa, M.; Watanabe, S. 5 1966 On branching semi-groups. II. Zbl 0203.18103 Ikeda, N.; Nagasawa, M.; Watanabe, S. 2 1966 Transformation of branching Markov processes. Zbl 0147.36702 Ikeda, N.; Nagasawa, M.; Watanabe, S. 2 1966 On the branching process for Brownian particles with an absorbing boundary. Zbl 0134.34401 Watanabe, S. 37 1965 Transformation of Markov processes by multiplicative functionals. Zbl 0141.15103 Ito, K.; Watanabe, S. 36 1965 On branching Markov processes. Zbl 0224.60038 Ikeda, Nobuyuki; Nagasawa, Masao; Watanabe, Shinzo 30 1965 On a class of additive functionals of Markov processes. Zbl 0137.11703 Motoo, M.; Watanabe, S. 26 1965 On discontinuous additive functionals and Levy measures of a Markov process. Zbl 0141.15703 Watanabe, S. 63 1964 Spitzer’s test for the Cauchy process on the line. Zbl 0146.38004 Takeuchi, Junji; Watanabe, Shinzô 9 1964 Periodicity of Post’s normal process of tag. Zbl 0129.25704 Watanabe, S. 2 1963 On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes. Zbl 0118.13401 Ikeda, N.; Watanabe, S. 78 1962 On stable processes with boundary conditions. Zbl 0114.33504 Watanabe, S. 15 1962 all cited Publications top 5 cited Publications all top 5 Cited by 3,944 Authors 40 Jiang, Daqing 39 Zhang, Xicheng 34 Zhang, Tusheng S. 33 Chen, Zhen-Qing 31 Li, Zenghu 29 Yamada, Toshihiro 27 Yor, Marc 26 Mao, Xuerong 26 Nualart, David 24 Song, Renming 23 Léandre, Rémi 22 Wang, Feng-Yu 22 Wu, Jianglun 21 Albeverio, Sergio A. 21 Brzeźniak, Zdzisław 21 Liu, Meng 21 Xiong, Jie 20 Watanabe, Shinzo 19 Dawson, Donald Andrew 18 Ouknine, Youssef 18 Qiao, Huijie 18 Ren, Jiagang 18 Röckner, Michael 18 Wang, Ke 17 Borkar, Vivek Shripad 17 Mytnik, Leonid 17 Shao, Jinghai 16 Bally, Vlad 16 Barczy, Mátyás 16 Flandoli, Franco 16 Huang, Xing 16 Takahashi, Akihiko 16 Yuan, Chenggui 15 Duan, Jinqiao 15 Hayat, Tasawar 15 Karatzas, Ioannis 15 Kohatsu-Higa, Arturo 15 Kyprianou, Andreas E. 15 Perkins, Edwin A. 14 Abundo, Mario 14 Burdzy, Krzysztof 14 Cruzeiro, Ana-Bela 14 Kasahara, Yuji 14 Kulik, Alexey M. 14 Méléard, Sylvie 14 Nagasawa, Masao 14 Proske, Frank Norbert 14 Ren, Yanxia 14 Tachim Medjo, Theodore 14 Taniguchi, Setsuo 14 Xi, Fubao 14 Zhai, Jianliang 13 Bass, Richard F. 13 Beznea, Lucian 13 Inahama, Yuzuru 13 Luo, Dejun 13 Pap, Gyula 13 Priola, Enrico 13 Ustunel, Ali Suleyman 13 Yin, Gang George 13 Zou, Xiaoling 12 Bogdan, Krzysztof 12 Fang, Shizan 12 Ikeda, Nobuyuki 12 Kifer, Yuri 12 Kunita, Hiroshi 12 Liang, Zongxia 12 Mishura, Yuliya Stepanivna 12 Ogura, Yukio 12 Scheutzow, Michael K. R. 12 Shiozawa, Yuichi 12 Taguchi, Dai 12 Yano, Kouji 12 Zambrini, Jean-Claude 11 Bogachev, Vladimir Igorevich 11 Budhiraja, Amarjit S. 11 Deugoue, Gabriel 11 Gaeta, Giuseppe 11 Gyöngy, István 11 Kim, Panki 11 Krylov, Nicolaĭ Vladimirovich 11 Kulczycki, Tadeusz 11 Le Jan, Yves 11 Mohan, Manil Thankamani 11 Nguyen Huu Du 11 Qian, Zhongmin M. 11 Rüdiger, Barbara 11 Ryznar, Michał 11 Sanz-Solé, Marta 11 Yan, Litan 11 Yoshida, Nakahiro 10 Bao, Jianhai 10 Bismut, Jean-Michel 10 Bo, Lijun 10 Cattiaux, Patrick 10 Criens, David 10 Dalang, Robert C. 10 Di Persio, Luca 10 Engelbert, Hans-Jürgen 10 Friz, Peter ...and 3,844 more Authors all top 5 Cited in 478 Serials 372 Stochastic Processes and their Applications 191 Probability Theory and Related Fields 149 Journal of Functional Analysis 142 Stochastic Analysis and Applications 139 The Annals of Probability 113 Journal of Mathematical Analysis and Applications 96 Statistics & Probability Letters 92 Potential Analysis 91 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 87 Journal of Theoretical Probability 78 The Annals of Applied Probability 71 Transactions of the American Mathematical Society 65 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 65 Stochastics and Dynamics 64 Electronic Journal of Probability 63 Journal of Differential Equations 53 Applied Mathematics and Optimization 47 Bernoulli 42 Stochastics 38 Journal of Statistical Physics 34 Stochastics 33 Journal of Computational and Applied Mathematics 32 Infinite Dimensional Analysis, Quantum Probability and Related Topics 30 Communications in Mathematical Physics 30 Applied Mathematics and Computation 30 Bulletin des Sciences Mathématiques 29 Journal of Mathematical Physics 29 Systems & Control Letters 27 Journal of Applied Probability 27 Stochastic and Partial Differential Equations. Analysis and Computations 26 Acta Applicandae Mathematicae 25 Advances in Applied Probability 25 Journal of Mathematical Biology 23 SIAM Journal on Control and Optimization 23 Mathematical Finance 22 Journal of Mathematical Sciences (New York) 22 Discrete and Continuous Dynamical Systems. Series B 20 Journal of Multivariate Analysis 20 Electronic Communications in Probability 19 Publications of the Research Institute for Mathematical Sciences, Kyoto University 19 Insurance Mathematics & Economics 19 Acta Mathematica Sinica. English Series 19 Differential Equations 19 Advances in Difference Equations 18 Ukrainian Mathematical Journal 18 Chaos, Solitons and Fractals 18 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 18 Journal of Evolution Equations 17 Lithuanian Mathematical Journal 17 Finance and Stochastics 17 Methodology and Computing in Applied Probability 17 ALEA. Latin American Journal of Probability and Mathematical Statistics 16 Physica A 16 Communications in Nonlinear Science and Numerical Simulation 16 Proceedings of the Japan Academy 15 Osaka Journal of Mathematics 15 Proceedings of the Japan Academy. Series A 15 Tôhoku Mathematical Journal. Second Series 15 Journal of Dynamics and Differential Equations 15 Theory of Probability and Mathematical Statistics 15 International Journal of Theoretical and Applied Finance 15 Asia-Pacific Financial Markets 15 Science China. Mathematics 14 Proceedings of the American Mathematical Society 14 SIAM Journal on Mathematical Analysis 14 Stochastics and Stochastics Reports 14 Monte Carlo Methods and Applications 14 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 14 Abstract and Applied Analysis 14 Quantitative Finance 13 Acta Mathematicae Applicatae Sinica. English Series 13 Journal of Nonlinear Science 13 Discrete and Continuous Dynamical Systems 13 Frontiers of Mathematics in China 12 Mathematics and Computers in Simulation 12 Mathematische Nachrichten 12 Journal de Mathématiques Pures et Appliquées. Neuvième Série 12 Random Operators and Stochastic Equations 12 NoDEA. Nonlinear Differential Equations and Applications 12 Comptes Rendus. Mathématique. Académie des Sciences, Paris 12 International Journal of Biomathematics 11 Reports on Mathematical Physics 11 Journal of Optimization Theory and Applications 11 Nagoya Mathematical Journal 11 Applied Mathematics Letters 11 Mathematical Problems in Engineering 10 Mathematical Biosciences 10 Nonlinearity 10 Theory of Probability and its Applications 10 Journal of the Mathematical Society of Japan 10 Japan Journal of Industrial and Applied Mathematics 10 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 10 Journal of Physics A: Mathematical and Theoretical 9 Computers & Mathematics with Applications 9 Automatica 9 Mathematische Annalen 9 Queueing Systems 9 Nonlinear Analysis. Hybrid Systems 8 Communications on Pure and Applied Mathematics 8 Mathematical Notes ...and 378 more Serials all top 5 Cited in 57 Fields 3,716 Probability theory and stochastic processes (60-XX) 684 Partial differential equations (35-XX) 384 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 345 Systems theory; control (93-XX) 337 Biology and other natural sciences (92-XX) 307 Ordinary differential equations (34-XX) 280 Numerical analysis (65-XX) 255 Global analysis, analysis on manifolds (58-XX) 209 Statistics (62-XX) 205 Dynamical systems and ergodic theory (37-XX) 195 Operator theory (47-XX) 151 Statistical mechanics, structure of matter (82-XX) 123 Calculus of variations and optimal control; optimization (49-XX) 114 Fluid mechanics (76-XX) 107 Quantum theory (81-XX) 87 Potential theory (31-XX) 82 Differential geometry (53-XX) 81 Functional analysis (46-XX) 58 Measure and integration (28-XX) 55 Operations research, mathematical programming (90-XX) 40 Integral equations (45-XX) 34 Real functions (26-XX) 27 Computer science (68-XX) 26 Approximations and expansions (41-XX) 24 Harmonic analysis on Euclidean spaces (42-XX) 24 Mechanics of particles and systems (70-XX) 19 Relativity and gravitational theory (83-XX) 18 Geophysics (86-XX) 16 Combinatorics (05-XX) 15 Functions of a complex variable (30-XX) 14 Topological groups, Lie groups (22-XX) 14 Difference and functional equations (39-XX) 13 Linear and multilinear algebra; matrix theory (15-XX) 13 Special functions (33-XX) 13 Mechanics of deformable solids (74-XX) 11 Several complex variables and analytic spaces (32-XX) 11 Classical thermodynamics, heat transfer (80-XX) 9 Information and communication theory, circuits (94-XX) 8 History and biography (01-XX) 8 Number theory (11-XX) 8 Abstract harmonic analysis (43-XX) 6 Nonassociative rings and algebras (17-XX) 5 General and overarching topics; collections (00-XX) 5 Algebraic geometry (14-XX) 5 Algebraic topology (55-XX) 4 Integral transforms, operational calculus (44-XX) 4 Manifolds and cell complexes (57-XX) 3 Mathematical logic and foundations (03-XX) 3 Convex and discrete geometry (52-XX) 3 Optics, electromagnetic theory (78-XX) 2 General topology (54-XX) 1 Associative rings and algebras (16-XX) 1 Group theory and generalizations (20-XX) 1 Sequences, series, summability (40-XX) 1 Geometry (51-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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