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Hiroshi Kunita

17 works· latest 2019· 4 institutionscluster: provisional

h-index17

i1017

Citations2,926

Works here17

Most cited in this library

Stochastic Flows and Stochastic Differential Equations1998 · 1,182 citations
On Square Integrable Martingales1967 · 617 citations
Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms2004 · 184 citations
Itô’s stochastic calculus: Its surprising power for applications2010 · 141 citations
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group1985 · 108 citations

Works

17 shown

Representation of Martingales with Jumps and Applications to Mathematical Finance

Advanced studies in pure mathematics·2019·1 author·other·Open access

41citations

Stochastic Flows and Jump-Diffusions

Probability theory and stochastic modelling·2019·1 author·book

59citations

Itô’s stochastic calculus: Its surprising power for applications

Stochastic Processes and their Applications·2010·1 author·Open access

141citations

Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps

Stochastic Processes and their Applications·2006·2 authors·Open access

90citations

Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms

Birkhäuser Boston eBooks·2004·1 author·chapter

184citations

Stochastic Flows and Stochastic Differential Equations

Journal of the American Statistical Association·1998·2 authors

Itô’s Stochastic Calculus and Probability Theory

Springer eBooks·1996·4 authors·book

28citations

Generalized solutions of a stochastic partial differential equation

Journal of Theoretical Probability·1994·1 author

43citations

Stochastic flows acting on Schwartz distributions

Journal of Theoretical Probability·1994·1 author

40citations

Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group

Kyoto journal of mathematics·1985·2 authors·Open access

108citations

First Order Stochastic Partial Differential Equations

North-Holland mathematical library·1984·1 author·chapter

58citations

On the decomposition of solutions of stochastic differential equations

Lecture notes in mathematics·1981·1 author·chapter

104citations

Some extensions of Ito's formula

Lecture notes in mathematics·1981·1 author·chapter

66citations

On the representation of solutions of stochastic differential equations

Lecture notes in mathematics·1980·1 author·chapter

54citations

Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

Nagoya Mathematical Journal·1970·1 author·Open access

59citations

On Square Integrable Martingales

Nagoya Mathematical Journal·1967·2 authors·Open access

617citations