Edit Profile (opens in new tab) Kusuoka, Shigeo Co-Author Distance Author ID: kusuoka.shigeo Published as: Kusuoka, Shigeo; Kusuoka, S.; Kusuoka, Sigeo more...less External Links: MGP Documents Indexed: 105 Publications since 1977, including 3 Books 23 Contributions as Editor Reviewing Activity: 10 Reviews Biographic References: 1 Publication Co-Authors: 38 Co-Authors with 76 Joint Publications 1,092 Co-Co-Authors all top 5 Co-Authors 52 single-authored 17 Maruyama, Toru 12 Stroock, Daniel W. 6 Liang, Song 5 Albeverio, Sergio A. 5 Yamazaki, Akira 4 Tamura, Yozo 3 Hattori, Tetsuya 3 Ikeda, Nobuyuki 3 Zhou, Xianyin 2 Hattori, Kumiko 2 Kumagai, Takashi 2 Manabe, Shojiro 2 Morimoto, Yusuke 2 Osajima, Yasufumi 2 Streit, Ludwig 1 Aida, Shigeki 1 Ben Arous, Gérard 1 Blanchard, Philippe 1 Calderoni, Paola 1 Carlen, Eric Anders 1 Chiyonobu, Taizo 1 Dobrushin, Roland L’vovich 1 Dürr, Detlef 1 Elworthy, K. David 1 Fushiya, Hirotaka 1 Hambly, Ben M. 1 Hayashi, Takaki 1 Holley, Richard A. 1 Kuwada, Kazumasa 1 Morimoto, Yuji 1 Nakashima, Takenobu 1 Nakayama, Toshiyuki 1 Ninomiya, Syoiti 1 Röckner, Michael 1 Shigekawa, Ichiro 1 Takaoka, Koichiro 1 Taniguchi, Setsuo 1 Yoshida, Nakahiro all top 5 Serials 22 Advances in Mathematical Economics 12 Journal of the Faculty of Science. Section I A 10 Journal of Functional Analysis 10 Journal of Mathematical Sciences. University of Tokyo 9 Probability Theory and Related Fields 3 Publications of the Research Institute for Mathematical Sciences, Kyoto University 3 Sūgaku 2 Communications on Pure and Applied Mathematics 2 Journal of Statistical Physics 2 Sugaku Expositions 2 RIMS Kokyuroku 1 Stochastics 1 Reviews in Mathematical Physics 1 Journal of the London Mathematical Society. Second Series 1 Journal of the Mathematical Society of Japan 1 Stochastic Analysis and Applications 1 The Annals of Applied Probability 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Annals of Mathematics. Second Series 1 Statistical Inference for Stochastic Processes 1 Lecture Notes in Mathematics 1 RIMS Kôkyûroku Bessatsu 1 Monographs in Mathematical Economics all top 5 Fields 101 Probability theory and stochastic processes (60-XX) 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 General and overarching topics; collections (00-XX) 13 Numerical analysis (65-XX) 11 Partial differential equations (35-XX) 11 Global analysis, analysis on manifolds (58-XX) 7 Statistics (62-XX) 7 Statistical mechanics, structure of matter (82-XX) 5 Quantum theory (81-XX) 4 Functional analysis (46-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Operations research, mathematical programming (90-XX) 3 Potential theory (31-XX) 3 Ordinary differential equations (34-XX) 3 Operator theory (47-XX) 2 Mechanics of particles and systems (70-XX) 2 Optics, electromagnetic theory (78-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Differential geometry (53-XX) 1 Mechanics of deformable solids (74-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 86 Publications have been cited 1,962 times in 1,528 Documents Cited by ▼ Year ▼ Upper bounds for symmetric Markov transition functions. Zbl 0634.60066 Carlen, E. A.; Kusuoka, S.; Stroock, D. W. 213 1987 On law invariant coherent risk measures. Zbl 1010.60030 Kusuoka, Shigeo 206 2001 Applications of the Malliavin calculus. II. Zbl 0568.60059 Kusuoka, S.; Stroock, D. 157 1985 Applications of the Malliavin calculus. III. Zbl 0633.60078 Kusuoka, S.; Stroock, D. 118 1987 Dirichlet forms of fractals and products of random matrices. Zbl 0694.60071 Kusuoka, Shigeo 106 1989 A remark on default risk models. Zbl 0939.60023 Kusuoka, Shigeo 69 1999 Asymptotics of the spectral gap with applications to the theory of simulated annealing. Zbl 0706.58075 Holley, Richard A.; Kusuoka, Shigeo; Stroock, Daniel W. 66 1989 Dirichlet forms on fractals: Poincaré constant and resistance. Zbl 0767.60076 Kusuoka, Shigeo; Zhou, Xian Yin 61 1992 On the support of Wiener functionals. Zbl 0790.60047 Aida, S.; Kusuoka, S.; Stroock, D. 57 1993 The nonlinear transformation of Gaussian measure on Banach space and its absolute continuity. I. Zbl 0525.60050 Kusuoka, Shigeo 56 1982 Applications of the Malliavin calculus. I. Zbl 0546.60056 Kusuoka, Shigeo; Stroock, Daniel W. 53 1984 A diffusion process on a fractal. Zbl 0645.60081 Kusuoka, Shigeo 46 1987 Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus. Zbl 1111.60035 Kusuoka, Shigeo 46 2004 Approximation of expectation of diffusion process and mathematical finance. Zbl 1028.60052 Kusuoka, Shigeo 43 2001 Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Zbl 0699.35025 Kusuoka, S.; Stroock, D. 43 1988 Dirichlet forms and diffusion processes on Banach spaces. Zbl 0496.60079 Kusuoka, Shigeo 43 1982 The partial Malliavin calculus and its application to nonlinear filtering. Zbl 0567.60046 Kusuoka, S.; Stroock, D. 33 1984 Malliavin calculus revisited. Zbl 1031.60048 Kusuoka, Shigeo 31 2003 Limit theorem on option replication cost with transaction costs. Zbl 0834.90049 Kusuoka, Shigeo 30 1995 Precise asymptotics of certain Wiener functionals. Zbl 0738.60054 Kusuoka, Shigeo; Stroock, Daniel W. 30 1991 Statistical mechanics and fractals. Zbl 0787.60119 Dobrushin, Roland Lvovich; Kusuoka, Shigeo 27 1993 Malliavin calculus, geometric mixing, and expansion of diffusion functionals. Zbl 0970.60061 Kusuoka, Shigeo; Yoshida, Nakahiro 25 2000 Analysis on Wiener spaces. II: Differential forms. Zbl 0772.58003 Kusuoka, Shigeo 24 1992 Gibbs measures for mean field potentials. Zbl 0549.60099 Kusuoka, Shigeo; Tamura, Yozo 18 1984 Analysis on Wiener spaces. I: Nonlinear maps. Zbl 0726.58012 Kusuoka, Shigeo 18 1991 Maximality of infinite dimensional Dirichlet forms and Høegh-Krohn’s model of quantum fields. Zbl 0798.46055 Albeverio, Sergio; Kusuoka, Shigeo 17 1992 On partial integration in infinite-dimensional space and applications to Dirichlet forms. Zbl 0667.31010 Albeverio, Sergio; Kusuoka, Shigeo; Röckner, Michael 17 1990 Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets. Zbl 0962.60078 Hambly, Ben M.; Kumagai, Takashi; Kusuoka, Shigeo; Zhou, Xian Yin 14 2000 On law invariant coherent risk measures. Zbl 1047.62512 Kusuoka, Shigeo 13 2001 Some boundedness properties of certain stationary diffusion semigroups. Zbl 0562.60078 Kusuoka, S.; Stroock, D. 13 1985 Self-avoiding paths on the pre-Sierpinski gasket. Zbl 0694.60099 Hattori, Kumiko; Hattori, Tetsuya; Kusuoka, Shigeo 13 1990 Consistent estimation of covariation under nonsynchronicity. Zbl 1148.62070 Hayashi, Takaki; Kusuoka, Shigeo 12 2008 A remark on the asymptotic expansion of density function of Wiener functionals. Zbl 1163.60023 Kusuoka, Shigeo; Osajima, Yasufumi 10 2008 Convergence of Dirichlet forms and associated Schrödinger operators. Zbl 0633.47027 Albeverio, Sergio; Kusuoka, Shigeo; Streit, Ludwig 10 1986 Precise estimate for large deviation of Donsker-Varadhan type. Zbl 0752.60026 Kusuoka, Shigeo; Tamura, Yozo 10 1991 Høegh-Krohn’s model of quantum fields and the absolute continuity of measures. Zbl 0792.46030 Kusuoka, Shigeo 9 1992 A remark on arbitrage and martingale measure. Zbl 0807.90009 Kusuoka, Shigeo 9 1993 Homogenization of nested fractals. Zbl 0843.31004 Kumagai, T.; Kusuoka, S. 9 1996 The large deviation principle for hypermixing processes. Zbl 0634.60025 Chiyonobu, T.; Kusuoka, S. 9 1988 The Poisson kernel for certain degenerate elliptic operators. Zbl 0556.35036 Ben Arous, Gérard; Kusuoka, Shigeo; Stroock, Daniel W. 9 1984 The support property of a Gaussian white noise and its applications. Zbl 0515.60068 Kusuoka, Shigeo 9 1982 The exponent for the mean square displacement of self-avoiding random walk on the Sierpinski gasket. Zbl 0767.60100 Hattori, Tetsuya; Kusuoka, Shigeo 9 1992 A classical mechanical model of Brownian motion with plural particles. Zbl 1372.60096 Kusuoka, Shigeo; Liang, Song 8 2010 Gaussian K-scheme: justification for KLNV method. Zbl 1354.91168 Kusuoka, Shigeo 8 2013 De Rham cohomology of Wiener-Riemannian manifolds. Zbl 0754.60067 Kusuoka, Shigeo 8 1991 Asymptotics of certain Wiener functionals with degenerate extrema. Zbl 0812.60043 Kusuoka, Shigeo; Stroock, Daniel W. 7 1994 Lévy’s stochastic area formula and related problems. Zbl 0837.60052 Ikeda, N.; Kusuoka, S.; Manabe, S. 7 1995 On the absolute continuity of the law of a system of multiple Wiener integral. Zbl 0523.60039 Kusuoka, Shigeo 7 1983 Waves on fractal-like manifolds and effective energy propagation. Zbl 0918.58073 Kusuoka, Shigeo; Zhou, Xian Yin 6 1998 Self-avoiding paths on the three dimensional Sierpinski gasket. Zbl 0795.60036 Hattori, Kumiko; Hattori, Tetsuya; Kusuoka, Shigeo 5 1993 A new simulation method of diffusion processes applied to finance. Zbl 1191.91058 Kusuoka, Shigeo; Ninomiya, Syoiti 5 2004 Some remarks on Getzler’s degree theorem. Zbl 0638.60074 Kusuoka, Shigeo 5 1988 A mechanical model of Brownian motion in half-space. Zbl 0713.60111 Calderoni, Paola; Dürr, Detlef; Kusuoka, Shigeo 5 1989 Large deviation for stochastic line integrals as \(L^{p}\)-currents. Zbl 1196.60039 Kusuoka, Shigeo; Kuwada, Kazumasa; Tamura, Yozo 5 2010 Short time asymptotics for fundamental solutions of diffusion equations. Zbl 0647.60085 Ikeda, Nobuyuki; Kusuoka, Shigeo 4 1988 The path property of Edward’s model for long polymer chains in three dimensions. Zbl 0616.60060 Kusuoka, S. 4 1985 On the foundations of Wiener-Riemannian manifolds. Zbl 0693.58038 Kusuoka, S. 4 1989 Lévy’s stochastic area formula for Gaussian processes. Zbl 0803.60037 Ikeda, Nobuyuki; Kusuoka, Sigeo; Manabe, Shojiro 3 1994 On a conjecture of L. Solomon. Zbl 0383.20030 Kusuoka, Shigeo 3 1977 Markov fields and local operators. Zbl 0418.60053 Kusuoka, Shigeo 3 1979 Advances in mathematical economics. Vol. 3. Zbl 0988.00047 3 2001 Term structure and SPDE. Zbl 0967.60050 Kusuoka, Shigeo 3 2000 Nonlinear transformation containing rotation and Gaussian measure. Zbl 1027.60076 Kusuoka, Shigeo 3 2003 Homogeneous law-invariant coherent multiperiod value measures and their limits. Zbl 1146.60006 Kusuoka, Shigeo; Morimoto, Yuji 3 2007 A basic estimate for two-dimensional stochastic holonomy along Brownian bridges. Zbl 0820.60065 Albeverio, Sergio; Kusuoka, Shigeo 3 1995 Malliavin calculus and its applications. Zbl 0585.60066 Kusuoka, Shigeo 3 1984 The generalized Malliavin calculus based on Brownian sheet and Bismut’s expansion for large deviation. Zbl 0598.60034 Kusuoka, Shigeo 3 1984 Asymptotics of polymer measures in one dimension. Zbl 0616.60061 Kusuoka, S. 3 1985 The Malliavin calculus and its applications. Zbl 0724.60058 Kusuoka, Shigeo 3 1990 Analytic functionals of Wiener process and abolute continuity. Zbl 0487.60068 Kusuoka, Shigeo 3 1982 Pseudoconvex domains in almost complex abstract Wiener spaces. Zbl 0795.60040 Kusuoka, Shigeo; Taniguchi, Setsuo 2 1993 Degree theorem in certain Wiener Riemannian manifolds. Zbl 0648.58038 Kusuoka, Shigeo 2 1988 Laplace approximations for sums of independent random vectors. Zbl 0954.60026 Kusuoka, Shigeo; Liang, Song 2 2000 Stochastic Newton equation with reflecting boundary condition. Zbl 1069.60050 Kusuoka, Shigeo 2 2004 Symmetric Markov processes with mean field potentials. Zbl 0638.60106 Kusuoka, Shigeo; Tamura, Yozo 2 1987 Stochastic mesh methods for Hörmander type diffusion processes. Zbl 1349.91309 Kusuoka, Shigeo; Morimoto, Yusuke 2 2014 An inverse problem for stochastic differential equations. Zbl 0716.60061 Albeverio, S.; Blanchard, Ph.; Kusuoka, S.; Streit, L. 2 1989 A remark on Malliavin calculus: uniform estimates and localization. Zbl 1302.60089 Kusuoka, Shigeo 2 2012 More recent theory of Malliavin calculus. Zbl 0796.60059 Kusuoka, Shigeo 1 1989 Laplace approximations for diffusion processes on torus: Nondegenerate case. Zbl 0985.60025 Kusuoka, Shigeo; Liang, Song 1 2001 Advances in mathematical economics. Vol. 6. Zbl 1030.00022 1 2004 Advances in mathematical economics. Vol. 15. Zbl 1341.91007 1 2011 A remark on credit risk models and copula. Zbl 1296.91272 Kusuoka, Shigeo; Nakashima, Takenobu 1 2012 Least square regression methods for Bermudan derivatives and systems of functions. Zbl 1408.91234 Kusuoka, Shigeo; Morimoto, Yusuke 1 2015 The variational principle for stationary Gaussian Markov fields. Zbl 0515.60054 Kusuoka, S. 1 1983 Stochastic analysis as infinite-dimensional analysis. Zbl 0859.60052 Kusuoka, Shigeo 1 1993 Least square regression methods for Bermudan derivatives and systems of functions. Zbl 1408.91234 Kusuoka, Shigeo; Morimoto, Yusuke 1 2015 Stochastic mesh methods for Hörmander type diffusion processes. Zbl 1349.91309 Kusuoka, Shigeo; Morimoto, Yusuke 2 2014 Gaussian K-scheme: justification for KLNV method. Zbl 1354.91168 Kusuoka, Shigeo 8 2013 A remark on Malliavin calculus: uniform estimates and localization. Zbl 1302.60089 Kusuoka, Shigeo 2 2012 A remark on credit risk models and copula. Zbl 1296.91272 Kusuoka, Shigeo; Nakashima, Takenobu 1 2012 Advances in mathematical economics. Vol. 15. Zbl 1341.91007 1 2011 A classical mechanical model of Brownian motion with plural particles. Zbl 1372.60096 Kusuoka, Shigeo; Liang, Song 8 2010 Large deviation for stochastic line integrals as \(L^{p}\)-currents. Zbl 1196.60039 Kusuoka, Shigeo; Kuwada, Kazumasa; Tamura, Yozo 5 2010 Consistent estimation of covariation under nonsynchronicity. Zbl 1148.62070 Hayashi, Takaki; Kusuoka, Shigeo 12 2008 A remark on the asymptotic expansion of density function of Wiener functionals. Zbl 1163.60023 Kusuoka, Shigeo; Osajima, Yasufumi 10 2008 Homogeneous law-invariant coherent multiperiod value measures and their limits. Zbl 1146.60006 Kusuoka, Shigeo; Morimoto, Yuji 3 2007 Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus. Zbl 1111.60035 Kusuoka, Shigeo 46 2004 A new simulation method of diffusion processes applied to finance. Zbl 1191.91058 Kusuoka, Shigeo; Ninomiya, Syoiti 5 2004 Stochastic Newton equation with reflecting boundary condition. Zbl 1069.60050 Kusuoka, Shigeo 2 2004 Advances in mathematical economics. Vol. 6. Zbl 1030.00022 1 2004 Malliavin calculus revisited. Zbl 1031.60048 Kusuoka, Shigeo 31 2003 Nonlinear transformation containing rotation and Gaussian measure. Zbl 1027.60076 Kusuoka, Shigeo 3 2003 On law invariant coherent risk measures. Zbl 1010.60030 Kusuoka, Shigeo 206 2001 Approximation of expectation of diffusion process and mathematical finance. Zbl 1028.60052 Kusuoka, Shigeo 43 2001 On law invariant coherent risk measures. Zbl 1047.62512 Kusuoka, Shigeo 13 2001 Advances in mathematical economics. Vol. 3. Zbl 0988.00047 3 2001 Laplace approximations for diffusion processes on torus: Nondegenerate case. Zbl 0985.60025 Kusuoka, Shigeo; Liang, Song 1 2001 Malliavin calculus, geometric mixing, and expansion of diffusion functionals. Zbl 0970.60061 Kusuoka, Shigeo; Yoshida, Nakahiro 25 2000 Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets. Zbl 0962.60078 Hambly, Ben M.; Kumagai, Takashi; Kusuoka, Shigeo; Zhou, Xian Yin 14 2000 Term structure and SPDE. Zbl 0967.60050 Kusuoka, Shigeo 3 2000 Laplace approximations for sums of independent random vectors. Zbl 0954.60026 Kusuoka, Shigeo; Liang, Song 2 2000 A remark on default risk models. Zbl 0939.60023 Kusuoka, Shigeo 69 1999 Waves on fractal-like manifolds and effective energy propagation. Zbl 0918.58073 Kusuoka, Shigeo; Zhou, Xian Yin 6 1998 Homogenization of nested fractals. Zbl 0843.31004 Kumagai, T.; Kusuoka, S. 9 1996 Limit theorem on option replication cost with transaction costs. Zbl 0834.90049 Kusuoka, Shigeo 30 1995 Lévy’s stochastic area formula and related problems. Zbl 0837.60052 Ikeda, N.; Kusuoka, S.; Manabe, S. 7 1995 A basic estimate for two-dimensional stochastic holonomy along Brownian bridges. Zbl 0820.60065 Albeverio, Sergio; Kusuoka, Shigeo 3 1995 Asymptotics of certain Wiener functionals with degenerate extrema. Zbl 0812.60043 Kusuoka, Shigeo; Stroock, Daniel W. 7 1994 Lévy’s stochastic area formula for Gaussian processes. Zbl 0803.60037 Ikeda, Nobuyuki; Kusuoka, Sigeo; Manabe, Shojiro 3 1994 On the support of Wiener functionals. Zbl 0790.60047 Aida, S.; Kusuoka, S.; Stroock, D. 57 1993 Statistical mechanics and fractals. Zbl 0787.60119 Dobrushin, Roland Lvovich; Kusuoka, Shigeo 27 1993 A remark on arbitrage and martingale measure. Zbl 0807.90009 Kusuoka, Shigeo 9 1993 Self-avoiding paths on the three dimensional Sierpinski gasket. Zbl 0795.60036 Hattori, Kumiko; Hattori, Tetsuya; Kusuoka, Shigeo 5 1993 Pseudoconvex domains in almost complex abstract Wiener spaces. Zbl 0795.60040 Kusuoka, Shigeo; Taniguchi, Setsuo 2 1993 Stochastic analysis as infinite-dimensional analysis. Zbl 0859.60052 Kusuoka, Shigeo 1 1993 Dirichlet forms on fractals: Poincaré constant and resistance. Zbl 0767.60076 Kusuoka, Shigeo; Zhou, Xian Yin 61 1992 Analysis on Wiener spaces. II: Differential forms. Zbl 0772.58003 Kusuoka, Shigeo 24 1992 Maximality of infinite dimensional Dirichlet forms and Høegh-Krohn’s model of quantum fields. Zbl 0798.46055 Albeverio, Sergio; Kusuoka, Shigeo 17 1992 Høegh-Krohn’s model of quantum fields and the absolute continuity of measures. Zbl 0792.46030 Kusuoka, Shigeo 9 1992 The exponent for the mean square displacement of self-avoiding random walk on the Sierpinski gasket. Zbl 0767.60100 Hattori, Tetsuya; Kusuoka, Shigeo 9 1992 Precise asymptotics of certain Wiener functionals. Zbl 0738.60054 Kusuoka, Shigeo; Stroock, Daniel W. 30 1991 Analysis on Wiener spaces. I: Nonlinear maps. Zbl 0726.58012 Kusuoka, Shigeo 18 1991 Precise estimate for large deviation of Donsker-Varadhan type. Zbl 0752.60026 Kusuoka, Shigeo; Tamura, Yozo 10 1991 De Rham cohomology of Wiener-Riemannian manifolds. Zbl 0754.60067 Kusuoka, Shigeo 8 1991 On partial integration in infinite-dimensional space and applications to Dirichlet forms. Zbl 0667.31010 Albeverio, Sergio; Kusuoka, Shigeo; Röckner, Michael 17 1990 Self-avoiding paths on the pre-Sierpinski gasket. Zbl 0694.60099 Hattori, Kumiko; Hattori, Tetsuya; Kusuoka, Shigeo 13 1990 The Malliavin calculus and its applications. Zbl 0724.60058 Kusuoka, Shigeo 3 1990 Dirichlet forms of fractals and products of random matrices. Zbl 0694.60071 Kusuoka, Shigeo 106 1989 Asymptotics of the spectral gap with applications to the theory of simulated annealing. Zbl 0706.58075 Holley, Richard A.; Kusuoka, Shigeo; Stroock, Daniel W. 66 1989 A mechanical model of Brownian motion in half-space. Zbl 0713.60111 Calderoni, Paola; Dürr, Detlef; Kusuoka, Shigeo 5 1989 On the foundations of Wiener-Riemannian manifolds. Zbl 0693.58038 Kusuoka, S. 4 1989 An inverse problem for stochastic differential equations. Zbl 0716.60061 Albeverio, S.; Blanchard, Ph.; Kusuoka, S.; Streit, L. 2 1989 More recent theory of Malliavin calculus. Zbl 0796.60059 Kusuoka, Shigeo 1 1989 Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Zbl 0699.35025 Kusuoka, S.; Stroock, D. 43 1988 The large deviation principle for hypermixing processes. Zbl 0634.60025 Chiyonobu, T.; Kusuoka, S. 9 1988 Some remarks on Getzler’s degree theorem. Zbl 0638.60074 Kusuoka, Shigeo 5 1988 Short time asymptotics for fundamental solutions of diffusion equations. Zbl 0647.60085 Ikeda, Nobuyuki; Kusuoka, Shigeo 4 1988 Degree theorem in certain Wiener Riemannian manifolds. Zbl 0648.58038 Kusuoka, Shigeo 2 1988 Upper bounds for symmetric Markov transition functions. Zbl 0634.60066 Carlen, E. A.; Kusuoka, S.; Stroock, D. W. 213 1987 Applications of the Malliavin calculus. III. Zbl 0633.60078 Kusuoka, S.; Stroock, D. 118 1987 A diffusion process on a fractal. Zbl 0645.60081 Kusuoka, Shigeo 46 1987 Symmetric Markov processes with mean field potentials. Zbl 0638.60106 Kusuoka, Shigeo; Tamura, Yozo 2 1987 Convergence of Dirichlet forms and associated Schrödinger operators. Zbl 0633.47027 Albeverio, Sergio; Kusuoka, Shigeo; Streit, Ludwig 10 1986 Applications of the Malliavin calculus. II. Zbl 0568.60059 Kusuoka, S.; Stroock, D. 157 1985 Some boundedness properties of certain stationary diffusion semigroups. Zbl 0562.60078 Kusuoka, S.; Stroock, D. 13 1985 The path property of Edward’s model for long polymer chains in three dimensions. Zbl 0616.60060 Kusuoka, S. 4 1985 Asymptotics of polymer measures in one dimension. Zbl 0616.60061 Kusuoka, S. 3 1985 Applications of the Malliavin calculus. I. Zbl 0546.60056 Kusuoka, Shigeo; Stroock, Daniel W. 53 1984 The partial Malliavin calculus and its application to nonlinear filtering. Zbl 0567.60046 Kusuoka, S.; Stroock, D. 33 1984 Gibbs measures for mean field potentials. Zbl 0549.60099 Kusuoka, Shigeo; Tamura, Yozo 18 1984 The Poisson kernel for certain degenerate elliptic operators. Zbl 0556.35036 Ben Arous, Gérard; Kusuoka, Shigeo; Stroock, Daniel W. 9 1984 Malliavin calculus and its applications. Zbl 0585.60066 Kusuoka, Shigeo 3 1984 The generalized Malliavin calculus based on Brownian sheet and Bismut’s expansion for large deviation. Zbl 0598.60034 Kusuoka, Shigeo 3 1984 On the absolute continuity of the law of a system of multiple Wiener integral. Zbl 0523.60039 Kusuoka, Shigeo 7 1983 The variational principle for stationary Gaussian Markov fields. Zbl 0515.60054 Kusuoka, S. 1 1983 The nonlinear transformation of Gaussian measure on Banach space and its absolute continuity. I. Zbl 0525.60050 Kusuoka, Shigeo 56 1982 Dirichlet forms and diffusion processes on Banach spaces. Zbl 0496.60079 Kusuoka, Shigeo 43 1982 The support property of a Gaussian white noise and its applications. Zbl 0515.60068 Kusuoka, Shigeo 9 1982 Analytic functionals of Wiener process and abolute continuity. Zbl 0487.60068 Kusuoka, Shigeo 3 1982 Markov fields and local operators. Zbl 0418.60053 Kusuoka, Shigeo 3 1979 On a conjecture of L. Solomon. Zbl 0383.20030 Kusuoka, Shigeo 3 1977 all cited Publications top 5 cited Publications all top 5 Cited by 1,539 Authors 36 Albeverio, Sergio A. 27 Kumagai, Takashi 25 Röckner, Michael 24 Yamada, Toshihiro 23 Wang, Ruodu 20 Saloff-Coste, Laurent 19 Kusuoka, Shigeo 19 Teplyaev, Alexander 18 Grigor’yan, Alexander Asaturovich 18 Madan, Dilip B. 18 Yoshida, Nakahiro 16 Chen, Zhen-Qing 15 Hinz, Michael 15 Léandre, Rémi 15 Strichartz, Robert S. 14 Nualart, David 14 Wang, Jian 13 Crisan, Dan O. 13 Friz, Peter 12 Hino, Masanori 11 Barlow, Martin T. 11 Baudoin, Fabrice 11 Jiang, Daqing 11 Pichler, Alois 11 Sanz-Solé, Marta 11 Ustunel, Ali Suleyman 11 Zakai, Moshe 10 Hambly, Ben M. 10 Kohatsu-Higa, Arturo 9 Aida, Shigeki 9 Bass, Richard F. 9 Cao, Shiping 9 Deuschel, Jean-Dominique 9 Hairer, Martin 9 Hu, Jiaxin 9 Inahama, Yuzuru 9 Kajino, Naotaka 9 Lanconelli, Ermanno 9 Qiu, Hua 9 Ruszczyński, Andrzej 9 Stroock, Daniel W. 9 Taniguchi, Setsuo 8 Bally, Vlad 8 Bogachev, Vladimir Igorevich 8 Bonfiglioli, Andrea 8 Dolinsky, Yan 8 Rogers, Luke G. 7 Alonso-Ruiz, Patricia 7 Coulhon, Thierry 7 Dentcheva, Darinka 7 Jeanblanc, Monique 7 Kawabi, Hiroshi 7 Kigami, Jun 7 Kusuoka, Seiichiro Kusuoka 7 Polidoro, Sergio 7 Takahashi, Akihiko 7 Uguzzoni, Francesco 7 Wang, Feng-Yu 7 Zhou, Xianyin 6 Cass, Thomas Richard 6 Coculescu, Delia 6 Driver, Bruce K. 6 Fatalov, Vadim Rolandovich 6 Fukushima, Masatoshi 6 Hattori, Kumiko 6 Hattori, Tetsuya 6 Hayat, Tasawar 6 Kondrat’yev, Yuriĭ Grygorovych 6 Lau, Kasing 6 Matsumoto, Koichi 6 Miclo, Laurent 6 Pietruska-Pałuba, Katarzyna 6 Robinson, Derek William 6 Song, Shiqi 6 Teichmann, Josef 5 Al-saedi, Ahmed Eid Salem 5 Angulo, José Miguel 5 Anh, Vo V. 5 Assa, Hirbod 5 Bank, Peter 5 Bayer, Christian 5 Bellini, Fabio 5 Ben Arous, Gérard 5 Bolthausen, Erwin 5 Cattiaux, Patrick 5 Chen, Xin 5 Grzywny, Tomasz 5 Himonas, A. Alexandrou 5 Hu, Yijun 5 Kim, Panki 5 Le Peutrec, Dorian 5 Liu, Qun 5 Lyons, Terence John 5 Monmarché, Pierre 5 Munari, Cosimo 5 Murugan, Mathav Kishore 5 Nualart, Eulalia 5 Pflug, Georg Ch. 5 Pistorius, Martijn R. 5 Qian, Zhongmin M. ...and 1,439 more Authors all top 5 Cited in 310 Serials 135 Journal of Functional Analysis 93 Stochastic Processes and their Applications 87 Probability Theory and Related Fields 43 Potential Analysis 37 Transactions of the American Mathematical Society 36 The Annals of Applied Probability 30 Insurance Mathematics & Economics 26 The Annals of Probability 24 Finance and Stochastics 23 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 22 Mathematical Finance 20 Communications in Mathematical Physics 16 Journal of Mathematical Analysis and Applications 15 Journal of Theoretical Probability 15 Bulletin des Sciences Mathématiques 15 Mathematics and Financial Economics 13 Journal of Statistical Physics 12 Journal of Mathematical Physics 12 Mathematische Zeitschrift 11 Proceedings of the American Mathematical Society 11 Statistics & Probability Letters 11 Bernoulli 11 Quantitative Finance 11 SIAM Journal on Financial Mathematics 10 Advances in Mathematics 10 Annals of Operations Research 10 Electronic Journal of Probability 10 Asia-Pacific Financial Markets 9 Journal of Differential Equations 9 Journal of Mathematical Economics 9 Publications of the Research Institute for Mathematical Sciences, Kyoto University 9 Acta Applicandae Mathematicae 9 Journal de Mathématiques Pures et Appliquées. Neuvième Série 9 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 8 Physica A 8 Mathematische Annalen 8 Mathematics of Operations Research 8 Forum Mathematicum 8 Mathematical Programming. Series A. Series B 8 Journal of Mathematical Sciences (New York) 8 Monte Carlo Methods and Applications 8 Infinite Dimensional Analysis, Quantum Probability and Related Topics 7 Duke Mathematical Journal 7 Stochastic Analysis and Applications 7 International Journal of Theoretical and Applied Finance 7 Stochastics 7 Annals of Finance 7 Journal of Fractal Geometry 6 Annales de l’Institut Fourier 6 Inventiones Mathematicae 6 SIAM Journal on Control and Optimization 6 Acta Mathematicae Applicatae Sinica. English Series 6 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 6 Scandinavian Actuarial Journal 6 Comptes Rendus. Mathématique. Académie des Sciences, Paris 6 Stochastics and Dynamics 6 Statistics & Risk Modeling 5 Chaos, Solitons and Fractals 5 Journal of Geometry and Physics 5 Annals of the Institute of Statistical Mathematics 5 Annali di Matematica Pura ed Applicata. Serie Quarta 5 Applied Mathematics and Computation 5 Journal of the Mathematical Society of Japan 5 Operations Research 5 Osaka Journal of Mathematics 5 Proceedings of the Japan Academy. Series A 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 5 Operations Research Letters 5 Revista Matemática Iberoamericana 5 Science in China. Series A 5 The Journal of Geometric Analysis 5 European Journal of Operational Research 5 SIAM Journal on Mathematical Analysis 5 Bulletin of the American Mathematical Society. New Series 5 Acta Mathematica Sinica. English Series 5 Annales Henri Poincaré 5 Journal of Evolution Equations 5 Probability, Uncertainty and Quantitative Risk 4 Communications on Pure and Applied Mathematics 4 Stochastics 4 The Annals of Statistics 4 Journal of Computational and Applied Mathematics 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 Communications in Statistics. Theory and Methods 4 Journal of Dynamics and Differential Equations 4 Cybernetics and Systems Analysis 4 Calculus of Variations and Partial Differential Equations 4 Fractals 4 Applied Mathematical Finance 4 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V 4 Stochastic and Partial Differential Equations. Analysis and Computations 4 Dependence Modeling 4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 3 Archive for Rational Mechanics and Analysis 3 Journal d’Analyse Mathématique 3 Mathematical Notes 3 Problems of Information Transmission 3 Scandinavian Journal of Statistics 3 Studia Mathematica 3 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV ...and 210 more Serials all top 5 Cited in 54 Fields 962 Probability theory and stochastic processes (60-XX) 350 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 273 Partial differential equations (35-XX) 171 Measure and integration (28-XX) 162 Potential theory (31-XX) 132 Global analysis, analysis on manifolds (58-XX) 120 Operator theory (47-XX) 116 Numerical analysis (65-XX) 109 Statistics (62-XX) 94 Functional analysis (46-XX) 73 Statistical mechanics, structure of matter (82-XX) 65 Operations research, mathematical programming (90-XX) 43 Ordinary differential equations (34-XX) 43 Systems theory; control (93-XX) 40 Quantum theory (81-XX) 39 Dynamical systems and ergodic theory (37-XX) 35 Differential geometry (53-XX) 31 Biology and other natural sciences (92-XX) 25 Calculus of variations and optimal control; optimization (49-XX) 24 Real functions (26-XX) 13 Combinatorics (05-XX) 13 Abstract harmonic analysis (43-XX) 12 Topological groups, Lie groups (22-XX) 12 Difference and functional equations (39-XX) 12 Computer science (68-XX) 11 Harmonic analysis on Euclidean spaces (42-XX) 10 Functions of a complex variable (30-XX) 10 Fluid mechanics (76-XX) 9 Integral equations (45-XX) 7 Approximations and expansions (41-XX) 7 Mechanics of particles and systems (70-XX) 7 Optics, electromagnetic theory (78-XX) 6 General and overarching topics; collections (00-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 5 Number theory (11-XX) 5 Information and communication theory, circuits (94-XX) 4 Group theory and generalizations (20-XX) 4 Several complex variables and analytic spaces (32-XX) 4 Convex and discrete geometry (52-XX) 3 Nonassociative rings and algebras (17-XX) 3 Geometry (51-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 History and biography (01-XX) 2 Algebraic geometry (14-XX) 2 Special functions (33-XX) 2 Integral transforms, operational calculus (44-XX) 2 General topology (54-XX) 2 Algebraic topology (55-XX) 2 Manifolds and cell complexes (57-XX) 2 Mechanics of deformable solids (74-XX) 1 Mathematical logic and foundations (03-XX) 1 Commutative algebra (13-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) Citations by Year