| Publication | Date of Publication | Type |
|---|
Stochastic flows and jump-diffusions
Probability Theory and Stochastic Modelling | 2019-02-15 | Paper |
Smooth density and its short time estimate for jump process determined by SDE
Stochastic Processes and their Applications | 2018-08-15 | Paper |
Stochastic differential equations and stochastic flows of diffeomorphisms
Lecture Notes in Mathematics | 2015-09-03 | Paper |
Nondegenerate SDEs with jumps and their hypoelliptic properties
Journal of the Mathematical Society of Japan | 2013-09-30 | Paper |
Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps
Sankhyā. Series A | 2013-07-18 | Paper |
Chain rules for Lévy flows and Kolmogorov equations for associated jump-diffusions
Interdisciplinary Mathematical Sciences | 2013-02-21 | Paper |
Stochastic differential geometry at Saint-Flour
| 2013-01-09 | Paper |
Nonlinear filtering problems. II: Associated equations
| 2011-07-13 | Paper |
scientific article; zbMATH DE number 5919850 (Why is no real title available?)
| 2011-07-13 | Paper |
Smooth density of canonical stochastic differential equation with jumps
| 2010-08-09 | Paper |
Average options for jump diffusion models
Asia-Pacific Journal of Operational Research | 2010-06-10 | Paper |
Itô's stochastic calculus: its surprising power for applications
Stochastic Processes and their Applications | 2010-05-21 | Paper |
Asian strike options of American type and game type
| 2008-06-11 | Paper |
Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps
Stochastic Processes and their Applications | 2007-01-09 | Paper |
Variational equality and portfolio optimization for price processes with jumps
| 2006-09-11 | Paper |
scientific article; zbMATH DE number 2220058 (Why is no real title available?)
| 2005-10-28 | Paper |
scientific article; zbMATH DE number 2131680 (Why is no real title available?)
| 2005-02-01 | Paper |
Ergodic properties of random positive semigroups
Acta Applicandae Mathematicae | 2002-09-03 | Paper |
Invariant measures for Lévy flows of diffeomorphisms
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2001-10-03 | Paper |
Short time asymptotics of random heat kernels
| 2001-05-06 | Paper |
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS
Kyushu Journal of Mathematics | 2000-12-18 | Paper |
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS
Kyushu Journal of Mathematics | 2000-12-18 | Paper |
scientific article; zbMATH DE number 1341829 (Why is no real title available?)
| 2000-06-14 | Paper |
scientific article; zbMATH DE number 1241982 (Why is no real title available?)
| 2000-04-25 | Paper |
Analyticity and injectivity of convolution semigroups on Lie groups
Journal of Functional Analysis | 1999-11-16 | Paper |
scientific article; zbMATH DE number 1241983 (Why is no real title available?)
| 1999-09-21 | Paper |
scientific article; zbMATH DE number 956698 (Why is no real title available?)
| 1998-10-28 | Paper |
scientific article; zbMATH DE number 1066374 (Why is no real title available?)
| 1998-10-11 | Paper |
Infinitesimal generators of random positive semigroups
Taiwanese Journal of Mathematics | 1998-09-30 | Paper |
scientific article; zbMATH DE number 1117659 (Why is no real title available?)
| 1998-02-11 | Paper |
Infinitesimal generators of nonhomogeneous convolution semigroups on Lie groups
Osaka Journal of Mathematics | 1997-11-10 | Paper |
scientific article; zbMATH DE number 1001278 (Why is no real title available?)
| 1997-04-17 | Paper |
scientific article; zbMATH DE number 774047 (Why is no real title available?)
| 1996-01-15 | Paper |
Convolution semigroups of stable distributions over a nilpotent Lie group
Proceedings of the Japan Academy. Series A | 1995-10-31 | Paper |
Stable limit distributions over a nilpotent Lie group
Proceedings of the Japan Academy. Series A | 1995-10-29 | Paper |
Stochastic flows acting on Schwartz distributions
Journal of Theoretical Probability | 1995-08-13 | Paper |
scientific article; zbMATH DE number 751008 (Why is no real title available?)
| 1995-07-16 | Paper |
scientific article; zbMATH DE number 721929 (Why is no real title available?)
| 1995-06-13 | Paper |
Generalized solutions of a stochastic partial differential equation
Journal of Theoretical Probability | 1994-12-19 | Paper |
scientific article; zbMATH DE number 431867 (Why is no real title available?)
| 1994-09-12 | Paper |
Lévy flows on manifolds and Lévy processes on Lie groups
Journal of Mathematics of Kyoto University | 1994-06-08 | Paper |
Limit theorems for stochastic difference-differential equations
Nagoya Mathematical Journal | 1993-02-18 | Paper |
scientific article; zbMATH DE number 44587 (Why is no real title available?)
| 1992-09-17 | Paper |
scientific article; zbMATH DE number 19292 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 19402 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 18758 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 7717 (Why is no real title available?)
| 1992-06-25 | Paper |
scientific article; zbMATH DE number 4211184 (Why is no real title available?)
| 1991-01-01 | Paper |
scientific article; zbMATH DE number 4038951 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4100323 (Why is no real title available?)
| 1987-01-01 | Paper |
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1986-01-01 | Paper |
Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh
Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research | 1986-01-01 | Paper |
Convergence of stochastic flows connected with stochastic ordinary differential equations
Stochastics | 1986-01-01 | Paper |
Tightness of probability measures in D([0,T;C) and D([0,T];D)]
Journal of the Mathematical Society of Japan | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3947337 (Why is no real title available?)
| 1986-01-01 | Paper |
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
Journal of Mathematics of Kyoto University | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3883346 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3868361 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3885067 (Why is no real title available?)
| 1984-01-01 | Paper |
On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms
Osaka Journal of Mathematics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3837104 (Why is no real title available?)
| 1982-01-01 | Paper |
On backward stochastic differential equations
Stochastics | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3744233 (Why is no real title available?)
| 1981-01-01 | Paper |
Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
Systems & Control Letters | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3738648 (Why is no real title available?)
| 1981-01-01 | Paper |
Densities of a measure-valued process governed by a stochastic partial differential equation
Systems & Control Letters | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3684633 (Why is no real title available?)
| 1980-01-01 | Paper |
On the controllability of nonlinear systems with applications to polynomial systems
Applied Mathematics and Optimization | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3670322 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3637055 (Why is no real title available?)
| 1978-01-01 | Paper |
Supplements and corrections to the paper: A classification of the second order degenerate elliptic operators and its probabilistic characterization
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3684619 (Why is no real title available?)
| 1976-01-01 | Paper |
A classification of the second order degenerate elliptic operators and its probabilistic characterization
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1974-01-01 | Paper |
scientific article; zbMATH DE number 3419018 (Why is no real title available?)
| 1973-01-01 | Paper |
Stochastic differential equations for the non linear filtering problem
Osaka Journal of Mathematics | 1972-01-01 | Paper |
scientific article; zbMATH DE number 3388896 (Why is no real title available?)
| 1971-01-01 | Paper |
scientific article; zbMATH DE number 3352589 (Why is no real title available?)
| 1971-01-01 | Paper |
scientific article; zbMATH DE number 3307836 (Why is no real title available?)
| 1970-01-01 | Paper |
General boundary conditions for multi-dimensional diffusion processes
Journal of Mathematics of Kyoto University | 1970-01-01 | Paper |
Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
Nagoya Mathematical Journal | 1970-01-01 | Paper |
Absolute Continuity of Markov Processes and Generators
Nagoya Mathematical Journal | 1969-01-01 | Paper |
On Square Integrable Martingales
Nagoya Mathematical Journal | 1967-01-01 | Paper |
scientific article; zbMATH DE number 3350888 (Why is no real title available?)
| 1967-01-01 | Paper |
Note on Dynkin's $(\alpha, \xi)$-Subprocess of Standard Markov Process
Annals of Mathematical Statistics | 1967-01-01 | Paper |
scientific article; zbMATH DE number 3305552 (Why is no real title available?)
| 1966-01-01 | Paper |
Markov processes and Martin boundaries. I
Illinois Journal of Mathematics | 1965-01-01 | Paper |
SUPPLEMENT TO THE PAPER ‘NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS’
Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics | 1964-01-01 | Paper |
NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS
Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics | 1963-01-01 | Paper |
Markov processes and Martin boundaries
Bulletin of the American Mathematical Society | 1963-01-01 | Paper |
Applications of Martin boundaries to instantaneous return Markov processes over a denumerable space
Journal of the Mathematical Society of Japan | 1962-01-01 | Paper |
