Shigeo Kusuoka

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
scientific article; zbMATH DE number 7755412 (Why is no real title available?)2023-10-26Paper
Stochastic analysis
Monographs in Mathematical Economics
2020-12-03Paper
Some Regularity Estimates for Diffusion Semigroups with Dirichlet Boundary Conditions
Advances in Mathematical Economics
2020-07-02Paper
On supermartingale problems
Advances in Mathematical Economics
2018-02-05Paper
Gaussian K-scheme: justification for KLNV method
Advances in Mathematical Economics
2017-01-30Paper
Least square regression methods for Bermudan derivatives and systems of functions
Advances in Mathematical Economics
2016-01-19Paper
Stochastic mesh methods for Hörmander type diffusion processes
Advances in Mathematical Economics
2015-07-08Paper
A remark on credit risk models and copula
Advances in Mathematical Economics
2014-09-29Paper
A remark on Malliavin calculus: uniform estimates and localization2014-08-04Paper
Uniform estimate for distributions of the sum of i.i.d. random variables with fat tail
Journal of Mathematical Sciences. University of Tokyo
2012-08-20Paper
A classical mechanical model of Brownian motion with one particle coupled to a random wave field
Stochastic Analysis and Applications
2012-06-20Paper
A classical mechanical model of Brownian motion with plural particles
Reviews in Mathematical Physics
2010-09-30Paper
A certain limit of iterated conditional tail expectation
Advances in Mathematical Economics
2010-09-21Paper
Large deviation for stochastic line integrals as \(L^{p}\)-currents
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2010-06-09Paper
A remark on the asymptotic expansion of density function of Wiener functionals
Journal of Functional Analysis
2009-02-10Paper
Consistent estimation of covariation under nonsynchronicity
Statistical Inference for Stochastic Processes
2008-09-22Paper
scientific article; zbMATH DE number 5257517 (Why is no real title available?)2008-04-03Paper
A mechanical model of Markov processes2008-03-11Paper
A remark on law invariant convex risk measures
Advances in Mathematical Economics
2007-11-05Paper
scientific article; zbMATH DE number 5052229 (Why is no real title available?)2006-09-11Paper
Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus
Advances in Mathematical Economics
2005-09-27Paper
scientific article; zbMATH DE number 2134655 (Why is no real title available?)2005-02-16Paper
scientific article; zbMATH DE number 2131681 (Why is no real title available?)2005-02-01Paper
scientific article; zbMATH DE number 1998237 (Why is no real title available?)2004-02-20Paper
scientific article; zbMATH DE number 1754702 (Why is no real title available?)2004-01-13Paper
scientific article; zbMATH DE number 1991018 (Why is no real title available?)2003-10-13Paper
scientific article; zbMATH DE number 1795125 (Why is no real title available?)2003-05-05Paper
scientific article; zbMATH DE number 2028768 (Why is no real title available?)2003-01-01Paper
On a certain metric on the space of pairs of a random variable and a probability measure
Journal of Mathematical Sciences. University of Tokyo
2002-09-15Paper
scientific article; zbMATH DE number 1788883 (Why is no real title available?)2002-08-26Paper
Malliavin calculus, geometric mixing, and expansion of diffusion functionals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2001-10-06Paper
Laplace approximations for diffusion processes on torus: Nondegenerate case
Journal of Mathematical Sciences. University of Tokyo
2001-09-17Paper
Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets
Journal of the Mathematical Society of Japan
2001-06-24Paper
scientific article; zbMATH DE number 1507175 (Why is no real title available?)2001-05-08Paper
Laplace approximations for sums of independent random vectors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2000-09-04Paper
scientific article; zbMATH DE number 1396448 (Why is no real title available?)2000-02-07Paper
scientific article; zbMATH DE number 1322508 (Why is no real title available?)1999-11-08Paper
Waves on fractal-like manifolds and effective energy propagation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1998-09-22Paper
scientific article; zbMATH DE number 1054459 (Why is no real title available?)1997-08-28Paper
scientific article; zbMATH DE number 956699 (Why is no real title available?)1996-12-11Paper
scientific article; zbMATH DE number 935495 (Why is no real title available?)1996-10-15Paper
scientific article; zbMATH DE number 774045 (Why is no real title available?)1996-05-20Paper
Homogenization of nested fractals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1996-05-13Paper
A basic estimate for two-dimensional stochastic holonomy along Brownian bridges
Journal of Functional Analysis
1995-09-11Paper
Limit theorem on option replication cost with transaction costs
The Annals of Applied Probability
1995-08-10Paper
scientific article; zbMATH DE number 772619 (Why is no real title available?)1995-07-11Paper
A remark on arbitrage and martingale measure
Publications of the Research Institute for Mathematical Sciences, Kyoto University
1995-03-01Paper
Lévy's stochastic area formula for gaussian processes
Communications on Pure and Applied Mathematics
1995-01-03Paper
Asymptotics of certain wiener functionals with degenerate extrema
Communications on Pure and Applied Mathematics
1994-10-10Paper
Pseudoconvex domains in almost complex abstract Wiener spaces
Journal of Functional Analysis
1994-09-08Paper
Self-avoiding paths on the three dimensional Sierpinski gasket
Publications of the Research Institute for Mathematical Sciences, Kyoto University
1994-08-29Paper
scientific article; zbMATH DE number 619553 (Why is no real title available?)1994-08-17Paper
scientific article; zbMATH DE number 434772 (Why is no real title available?)1994-07-21Paper
scientific article; zbMATH DE number 503478 (Why is no real title available?)1994-06-20Paper
Statistical mechanics and fractals
Lecture Notes in Mathematics
1994-01-17Paper
scientific article; zbMATH DE number 434768 (Why is no real title available?)1993-11-11Paper
Dirichlet forms on fractals: Poincaré constant and resistance
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1993-03-22Paper
The exponent for the mean square displacement of self-avoiding random walk on the Sierpinski gasket
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1993-03-10Paper
Stochastic analysis as infinite-dimensional analysis1993-01-01Paper
scientific article; zbMATH DE number 66578 (Why is no real title available?)1992-09-27Paper
Analysis on Wiener spaces. II: Differential forms
Journal of Functional Analysis
1992-08-13Paper
scientific article; zbMATH DE number 38824 (Why is no real title available?)1992-06-28Paper
Precise asymptotics of certain Wiener functionals
Journal of Functional Analysis
1992-06-26Paper
Analysis on Wiener spaces. I: Nonlinear maps
Journal of Functional Analysis
1991-01-01Paper
Self-avoiding paths on the pre-Sierpinski gasket
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1990-01-01Paper
On Partial Integration in Infinite-Dimensional Space and Applications to Dirichlet Forms
Journal of the London Mathematical Society
1990-01-01Paper
scientific article; zbMATH DE number 4194862 (Why is no real title available?)1990-01-01Paper
Dirichlet forms of fractals and products of random matrices
Publications of the Research Institute for Mathematical Sciences, Kyoto University
1989-01-01Paper
Asymptotics of the spectral gap with applications to the theory of simulated annealing
Journal of Functional Analysis
1989-01-01Paper
A mechanical model of Brownian motion in half-space
Journal of Statistical Physics
1989-01-01Paper
An inverse problem for stochastic differential equations
Journal of Statistical Physics
1989-01-01Paper
scientific article; zbMATH DE number 4135089 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4145054 (Why is no real title available?)1989-01-01Paper
The large deviation principle for hypermixing processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1988-01-01Paper
Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator
Annals of Mathematics. Second Series
1988-01-01Paper
scientific article; zbMATH DE number 4058491 (Why is no real title available?)1988-01-01Paper
scientific article; zbMATH DE number 4056728 (Why is no real title available?)1988-01-01Paper
scientific article; zbMATH DE number 4040982 (Why is no real title available?)1988-01-01Paper
Upper bounds for symmetric Markov transition functions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1987-01-01Paper
Upper bounds for symmetric Markov transition functions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1987-01-01Paper
scientific article; zbMATH DE number 4052731 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4030651 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4041014 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4076226 (Why is no real title available?)1986-01-01Paper
Convergence of Dirichlet forms and associated Schrödinger operators
Journal of Functional Analysis
1986-01-01Paper
scientific article; zbMATH DE number 3980155 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 3907496 (Why is no real title available?)1985-01-01Paper
Some boundedness properties of certain stationary diffusion semigroups
Journal of Functional Analysis
1985-01-01Paper
scientific article; zbMATH DE number 3998908 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3998907 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3870339 (Why is no real title available?)1984-01-01Paper
The Poisson kernel for certain degenerate elliptic operators
Journal of Functional Analysis
1984-01-01Paper
The partial malliavin calculus and its application to non-linear filtering
Stochastics
1984-01-01Paper
scientific article; zbMATH DE number 3876374 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3938181 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3965090 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3828957 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3814686 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3822850 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3864214 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3814700 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3833013 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3782159 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3766814 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3651498 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3595419 (Why is no real title available?)1977-01-01Paper


Research outcomes over time


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