Hiroshi Kunita

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Person:190617

Available identifiers

zbMath Open kunita.hiroshiMaRDI QIDQ190617

List of research outcomes

PublicationDate of PublicationType
Stochastic Flows and Jump-Diffusions2019-02-15Paper
Smooth density and its short time estimate for jump process determined by SDE2018-08-15Paper
Stochastic differential equations and stochastic flows of diffeomorphisms2015-09-03Paper
Nondegenerate SDEs with jumps and their hypoelliptic properties2013-09-30Paper
Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps2013-07-18Paper
Chain Rules for Lévy Flows and Kolmogorov Equations for Associated Jump-Diffusions2013-02-21Paper
https://portal.mardi4nfdi.de/entity/Q48997842013-01-09Paper
https://portal.mardi4nfdi.de/entity/Q30157392011-07-13Paper
https://portal.mardi4nfdi.de/entity/Q30157402011-07-13Paper
https://portal.mardi4nfdi.de/entity/Q35795442010-08-09Paper
AVERAGE OPTIONS FOR JUMP DIFFUSION MODELS2010-06-10Paper
Itô's stochastic calculus: its surprising power for applications2010-05-21Paper
https://portal.mardi4nfdi.de/entity/Q35046422008-06-11Paper
Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps2007-01-09Paper
https://portal.mardi4nfdi.de/entity/Q54865652006-09-11Paper
https://portal.mardi4nfdi.de/entity/Q57003252005-10-28Paper
https://portal.mardi4nfdi.de/entity/Q31589282005-02-01Paper
Ergodic properties of random positive semigroups2002-09-03Paper
Invariant measures for Lévy flows of diffeomorphisms2001-10-03Paper
https://portal.mardi4nfdi.de/entity/Q27122282001-05-06Paper
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS2000-12-18Paper
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS2000-12-18Paper
https://portal.mardi4nfdi.de/entity/Q42633792000-06-14Paper
https://portal.mardi4nfdi.de/entity/Q42260442000-04-25Paper
Analyticity and injectivity of convolution semigroups on Lie groups1999-11-16Paper
https://portal.mardi4nfdi.de/entity/Q42260451999-09-21Paper
https://portal.mardi4nfdi.de/entity/Q56871051998-10-28Paper
https://portal.mardi4nfdi.de/entity/Q43575621998-10-11Paper
Infinitesimal generators of random positive semigroups1998-09-30Paper
https://portal.mardi4nfdi.de/entity/Q43766161998-02-11Paper
Infinitesimal generators of nonhomogeneous convolution semigroups on Lie groups1997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q31286391997-04-17Paper
https://portal.mardi4nfdi.de/entity/Q48391021996-01-15Paper
Convolution semigroups of stable distributions over a nilpotent Lie group1995-10-31Paper
Stable limit distributions over a nilpotent Lie group1995-10-29Paper
Stochastic flows acting on Schwartz distributions1995-08-13Paper
https://portal.mardi4nfdi.de/entity/Q47645271995-07-16Paper
https://portal.mardi4nfdi.de/entity/Q43228831995-06-13Paper
Generalized solutions of a stochastic partial differential equation1994-12-19Paper
https://portal.mardi4nfdi.de/entity/Q31386461994-09-12Paper
Lévy flows on manifolds and Lévy processes on Lie groups1994-06-08Paper
Limit theorems for stochastic difference-differential equations1993-02-18Paper
https://portal.mardi4nfdi.de/entity/Q39952031992-09-17Paper
https://portal.mardi4nfdi.de/entity/Q39761691992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39767271992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39768421992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39706271992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33579921991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37771841988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38258761987-01-01Paper
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. Ghosh1986-01-01Paper
Tightness of probability measures in D([0,T;C) and D([0,T];D)]1986-01-01Paper
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37179351986-01-01Paper
Convergence of stochastic flows connected with stochastic ordinary differential equations1986-01-01Paper
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group1985-01-01Paper
On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32173801984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32188811984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33347341984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30421181982-01-01Paper
On backward stochastic differential equations1982-01-01Paper
Densities of a measure-valued process governed by a stochastic partial differential equation1981-01-01Paper
Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39249321981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39287501981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38800231980-01-01Paper
On the controllability of nonlinear systems with applications to polynomial systems1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38676931979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41971431978-01-01Paper
Supplements and corrections to the paper: A classification of the second order degenerate elliptic operators and its probabilistic characterization1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38800121976-01-01Paper
A classification of the second order degenerate elliptic operators and its probabilistic characterization1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56818941973-01-01Paper
Stochastic differential equations for the non linear filtering problem1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56274651971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56579741971-01-01Paper
General boundary conditions for multi-dimensional diffusion processes1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55888721970-01-01Paper
Stochastic Integrals Based on Martingales Taking Values in Hilbert Space1970-01-01Paper
Absolute Continuity of Markov Processes and Generators1969-01-01Paper
On Square Integrable Martingales1967-01-01Paper
Note on Dynkin's $(\alpha, \xi)$-Subprocess of Standard Markov Process1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56260181967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55868401966-01-01Paper
Markov processes and Martin boundaries. I1965-01-01Paper
SUPPLEMENT TO THE PAPER ‘NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS’1964-01-01Paper
NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS1963-01-01Paper
Markov processes and Martin boundaries1963-01-01Paper
Applications of Martin boundaries to instantaneous return Markov processes over a denumerable space1962-01-01Paper

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