Hiroshi Kunita

Probability Theory and Stochastic Modelling · 2004–2019

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Whom Hiroshi Kunita trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ioannis Karatzas

Who trusts Hiroshi Kunita overall

1. David Applebaum
2. Carlo Marinelli
3. St'ephane Cr'epey
4. Xuechen Li
5. Meng Liu
6. Michael Röckner
7. M. Siakalli
8. Tomasz R. Bielecki
9. Ting-Kam Leonard Wong
10. Ke Wang

Papers from Hiroshi Kunita's perspective

Ordered by how strongly the researchers Hiroshi Kunita trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic differential equations
2. Methods of Mathematical Finance
3. Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms
4. Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
5. Markov Processes: Characterization and Convergence
6. Exponential Functionals of Brownian Motion and Related Processes
7. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
8. No Arbitrage Condition for Positive Diffusion Price Processes
9. Bubbles, convexity and the Black–Scholes equation
10. Optimal Stopping for Non-Linear Expectations - Part II

Their papers

• Itô's stochastic calculus: Its surprising power for applications (2010) — 152 citations
• Stochastic Flows and Jump-Diffusions (2019) — 70 citations
• Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps (2006) — 102 citations
• Representation of Martingales with Jumps and Applications to Mathematical Finance (2004) — 56 citations
• Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms (2004) — 211 citations