Hiroshi Kunita

Overview

Best Publications

• On square integrable martingales

  Hiroshi Kunita;Shinzo Watanabe

  788
  Citations

• Stochastic differential equations and stochastic flows of diffeomorphisms

  Unknown

  383
  Citations

• Asymptotic behavior of the nonlinear filtering errors of Markov processes

  Unknown

  184
  Citations

• Itô’s stochastic calculus: Its surprising power for applications

  Hiroshi Kunita

  182
  Citations

• A classification of the second order degenerate elliptic operators and its probabilistic characterization

  Unknown

  180
  Citations

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

  Unknown

  170
  Citations

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

  Tsukasa Fujiwara;Hiroshi Kunita

  154
  Citations

• On the decomposition of solutions of stochastic differential equations

  Hiroshi Kunita

  144
  Citations

• Markov processes and Martin boundaries

  Hiroshi Kunita;Takesi Watanabe

  141
  Citations

• Markov processes and martin boundaries part I

  Hiroshi Kunita;Takesi Watanabe

  141
  Citations

• Lévy flows on manifolds and Lévy processes on Lie groups

  David Applebaum;Hiroshi Kunita

  109
  Citations

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

  Unknown

  97
  Citations

• Some extensions of Ito's formula

  Hiroshi Kunita

  97
  Citations

• Absolute continuity of Markov processes and generators

  Hiroshi Kunita

  94
  Citations

• First Order Stochastic Partial Differential Equations

  Hiroshi Kunita

  81
  Citations

• Ito's Stochastic Calculus and Probability Theory

  Nobuyuki Ikeda;Shinzo Watanabe;Masatoshi Fukushima;Hiroshi Kunita

  80
  Citations

• On the representation of solutions of stochastic differential equations

  Hiroshi Kunita

  75
  Citations

• Stochastic partial differential equations connected with non-linear filtering

  Hiroshi Kunita

  75
  Citations

• Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory

  Hiroshi Kunita

  60
  Citations

• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

  Unknown

  59
  Citations

• General boundary conditions for multi-dimensional diffusion processes

  Hiroshi Kunita

  31
  Citations

• NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS

  Hiroshi Kunita;Takesi Watanabe;Takesi Watanabe

  31
  Citations

• Ergodic Properties of Nonlinear Filtering Processes

  Hiroshi Kunita

  27
  Citations

• Stochastics in Finite and Infinite Dimensions

  Takeyuki Hida;Rajeeva L. Karandikar;Hiroshi Kunita;Balram S. Rajput

  23
  Citations

• Densities of a measure–valued process governed by a stochastic partial differential equation

  Hiroshi Kunita

  22
  Citations

• Some theorems concerning resolvents over locally compact spaces

  Hiroshi Kunita;Takesi Watanabe

  17
  Citations

• Stochastic Differential Equations and Stochastic Flows

  Hiroshi Kunita

  0
  Citations