Hiroshi Kunita

On Square Integrable Martingales

Hiroshi Kunita, Shinzo Watanabe · Nagoya Mathematical Journal · 1967 · 625 citations · Full text

Engineering, Integrable Probability, Stochastic Processes +12

Stochastic differential equations for the non linear filtering problem

Masatoshi Fujisaki, G. Kallianpur, Hiroshi Kunita · OUKA (Osaka University Knowledge Archive) (Osaka University) · 1972 · 374 citations

Nonlinear Filtering, Engineering, Stochastic Calculus +3

Asymptotic behavior of the nonlinear filtering errors of Markov processes

Hiroshi Kunita · Journal of Multivariate Analysis · 1971 · 181 citations

Nonlinear Filtering, Filtering Technique, Nonlinear Filtering Errors +4

Itô’s stochastic calculus: Its surprising power for applications

Hiroshi Kunita · Stochastic Processes and their Applications · 2010 · 135 citations

Engineering, Stochastic Processes, Stochastic Calculus +8

Markov processes and martin boundaries part I

Hiroshi Kunita, Takesi Watanabe · Illinois Journal of Mathematics · 1965 · 115 citations · Full text