Shinzo Watanabe | Academic Influence

Shinzo Watanabe's AcademicInfluence.com Rankings

Shinzo Watanabe

Mathematics

#1153

World Rank

#1941

Historical Rank

Differential Geometry

#76

World Rank

#90

Historical Rank

Geometry

#134

World Rank

#202

Historical Rank

Number Theory

#255

World Rank

#324

Historical Rank

mathematics Degrees

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Mathematics

Shinzo Watanabe's Degrees

PhD Mathematics University of Tokyo
Masters Mathematics University of Tokyo
Bachelors Mathematics University of Tokyo

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Why Is Shinzo Watanabe Influential?

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According to Wikipedia, Shinzō Watanabe is a Japanese mathematician, who has made fundamental contributions to probability theory, stochastic processes and stochastic differential equations. He is regarded and revered as one of the fundamental contributors to the modern probability theory and Stochastic calculus. The pioneering book “Stochastic Differential Equations and Diffusion Processes” he wrote with Nobuyuki Ikeda has attracted a lot of researchers into the area and is known as the “Ikeda-Watanabe” for researchers in the field of stochastic analysis. He had been served as the editor of Springer Mathematics.

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Shinzo Watanabe's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

On Square Integrable Martingales (1967) (560)
On the uniqueness of solutions of stochastic difierential equations (1971) (440)
Branching Processes with Immigration and Related Limit Theorems (1971) (303)
Analysis of Wiener Functionals (Malliavin Calculus) and its Applications to Heat Kernels (1987) (274)
A limit theorem of branching processes and continuous state branching processes (1968) (228)
On discontinuous additive functionals and Lévy measures of a Markov process (1964) (202)
Bessel diffusions as a one-parameter family of diffusion processes (1973) (198)
A comparison theorem for solutions of stochastic differential equations and its applications (1977) (187)
On some relations between the harmonic measure and the Lévy measure for a certain class of Markov processes (1962) (162)
Branching Markov Processes III (1968) (156)
On the uniqueness of solutions of stochastic differential equations II (1971) (118)
On Branching Markov Processes (1965) (109)
On time inversion of one-dimensional diffusion processes (1975) (99)
Perturbation of drift-type for Lévy processes (1974) (88)
A Construction of Markov Processes by Piecing Out (1966) (75)
On two dimensional Markov processes with branching property (1969) (66)
On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions II (1971) (66)
On the branching process for Brownian particles with an absorbing boundary (1965) (66)
On a class of additive functionals of Markov processes (1965) (59)
Generalized arc-sine laws for one-dimensional difiusion processes and random walks (1993) (59)
Ito's Stochastic Calculus and Probability Theory (1996) (47)
Stochastic Flows of Diffeomorphisms (1983) (47)
Construction of diffusion processes with Wentzell's boundary conditions by means of Poisson point processes of Brownian excursions (1979) (43)
Fractional order Sobolev spaces on Wiener space (1993) (43)
An Introduction to Malliavin's Calculus (1984) (42)
An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion (1994) (35)
Limit theorems for point processes and their functionals (1986) (32)
On stable processes with boundary conditions (1962) (32)
On the existence and uniqueness of diffusion processes with Wentzell’s boundary conditions (1988) (30)
On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions (2008) (27)
Stochastic Processes and Applications to Mathematical Finance (2007) (27)
The local structure of a class of diffusions and related problems (1973) (26)
Donsker’s delta functions and approximation of heat kernels by the time discretization methods (1996) (25)
Short time asymptotic problems in Wiener functional integration theory. Applications to heat kernels and index theorems (1990) (21)
Itô’s theory of excursion point processes and its developments (2010) (20)
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes (2005) (16)
Spitzer's test for the cauchy process on the line (1964) (16)
Convergence of Isotropic Scattering Transport Process to Brownian Motion (1970) (16)
Fundamental Equations of Branching Markov Processes (1966) (16)
Stochastics in Finite and Infinite Dimensions (2012) (16)
A convergence theorem for probability densities and conditional expectations of Wiener functionals (1993) (15)
A probabilistic proof of the Gauss-Bonnet-Chern theorem for manifolds with boundary (1989) (15)
Asymptotic behavior of spectral measures of Krein’s and Kotani’s strings (2010) (14)
Asymptotic Windings of Brownian Motion Paths on Riemann Surfaces (2000) (13)
The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane (1999) (12)
Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes (2006) (12)
A Construction of Branching Markov Processes (1966) (10)
On Spectra of Noises associated with Harris flows (2003) (9)
On Neutron Branching Processes (1971) (8)
Donsker's δ-functions in the Malliavin calculus (1991) (7)
Lévy’s stochastic area formula and Brownian motion on compact Lie groups (1996) (7)
Itô's stochastic calculus and its applications (2001) (6)
Poisson point processes and their application to Markov processes (2015) (6)
Construction of semimartingales from pieces by the method of excursion point processes (1987) (5)
Lectures on stochastic di erential equations and Malliavin calculus (1979) (5)
On branching semi-groups, I (1966) (5)
Complete Integrability of the Geodesic Flows on Symmetric Spaces (1984) (5)
Transformation of Branching Markov Processes (1966) (4)
Probability Theory and Mathematical Statistics (1983) (4)
Solution of stochastic differential equations by random time change (1975) (4)
A simple example of black noise (2001) (4)
Generalized wiener functionals and their applications (1988) (4)
Construction of diffusion processes by means of poisson Point process of Brownian excursions (1976) (4)
Occupation time theorems for a class of one-dimensional diffusion processes (2005) (4)
The Japanese Contributions to Martingales (2009) (4)
Remarks on Krein-Kotani’s correspondence between strings and Herglotz functions (2009) (3)
DIFFERENTIAL CALCULUS ON A BASED LOOP GROUP (2001) (3)
Correction to “Branching Markov processes II” (1971) (3)
Occupation time theorems for one-dimensional random walks and diffusion processes in random environments (2009) (2)
Itô Calculus and Malliavin Calculus (2007) (2)
Stochastic analysis on Wiener space (1997) (2)
TRANSFORMATION OF MARKOV PROCESSES BY MULTIPLICATIVE FUNCTIONALS by Kiyosi ITO and (2017) (2)
Disintegration problems in Wiener functional integrations (1992) (1)
Stochastic levi sums (1994) (1)
Proceedings of the Ritsumeikan International Symposium stochastic processes and applications to mathematical finance, Kusatsu, Schiga, Japan, 5-9 March 2003 (2004) (1)
Stochastic Processes and Applications to Mathematical Finance: Proceedings of the 5th Ritsumeikan International Symposium (2007) (1)
ON THE CAPACITY OF CROSSROADS EQUIPPED WITH TRAFFIC SIGNAL (1962) (0)
REVIEW ABOUT PUBLIC TRANSPORTATION IN NAGOYA REGION (1989) (0)
Title A comparison theorem for solutions of stochasticdifferential equations and its applications (0)
DIAGONAL TRANSFORMATIONS OF TRIANGULATION ON SURFACES DedicatedtoProfessorYukihiroKodama on his60thbirthday (1990) (0)
Contributions and Influences of Professor Tanaka in Stochastic Analysis (2002) (0)
Ito's theorems on chaos expansions and martingale representations (Special issue dedicated to the memory of Kiyosi Ito on the occasion of the 100th anniversary of his birth) (2015) (0)
The Japanese contributions to martingale theory. (2009) (0)
Proceedings of the Japanese-French seminar on Stochastic Analysis (1988) (0)
Martingale Representation Theorem and Chaos Expansion (2006) (0)
An example of random snakes by Le Gall and its applications (Recent Trends in Stochastic Models arising in Natural Phenomena and the Theory of Measure-valued Stochastic Processes) (2000) (0)
A Fractional Calculus on Wiener Space (1993) (0)
Title A probabilistic proof of the Gauss-Bonnet-Cherntheorem for manifolds with boundary (0)
A survey on asymptotic evaluations of Wiener functional expectations(The 7th Workshop on Stochastic Numerics) (2006) (0)
Title Functional calculus for Dirichlet forms (0)

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