Ken‐iti Sato

Economics, Econometrics and Finance · Social Sciences

26h-index5.4kcitations102works0.02yr avg
OpenAlex↗Google Scholar↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Stochastic processes and financial applications(42), Stochastic processes and statistical mechanics(22), Probability and Risk Models(22), advanced mathematical theories(14), Mathematical Dynamics and Fractals(13)

Publications102 total

Multivariate Subordination
SpringerBriefs in probability and mathematical statistics·2019
Classes Lm and Their Characterization
SpringerBriefs in probability and mathematical statistics·2019
Inheritance in Multivariate Subordination
SpringerBriefs in probability and mathematical statistics·2019
Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
SpringerBriefs in probability and mathematical statistics·2019· 11 cited
Selfsimilar Additive Processes and Stationary Ornstein–Uhlenbeck Type Processes
SpringerBriefs in probability and mathematical statistics·2019
Classes Lm and Ornstein–Uhlenbeck Type Processes
SpringerBriefs in probability and mathematical statistics·2019
On quasi-infinitely divisible distributions
Transactions of the American Mathematical Society·2017· 32 citedOpen Access
On quasi-infinitely divisible distributions
arXiv (Cornell University)·2017· 2 citedOpen Access
LÉVY MEASURES INVOLVING A GENERALIZED FORM OF FRACTIONAL INTEGRALS
2013· 2 cited
Inversions of Infinitely Divisible Distributions and Conjugates of Stochastic Integral Mappings
Journal of Theoretical Probability·2012· 9 cited
Weak Drifts of Infinitely Divisible Distributions and Their Applications
Journal of Theoretical Probability·2012· 7 cited
A class of multivariate infinitely divisible distributions related to arcsine density
Bernoulli·2012· 15 citedOpen Access
Weak drifts of infinitely divisible distributions and their applications
arXiv (Cornell University)·2012Open Access
Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings
arXiv (Cornell University)·2012Open Access
Properties of stationary distributions of a sequence of generalized Ornstein–Uhlenbeck processes
Mathematische Nachrichten·2011· 23 cited
STOCHASTIC INTEGRALS WITH RESPECT TO L´ EVY PROCESSES AND INFINITELY DIVISIBLE DISTRIBUTIONS
Tokyo Sugaku Kaisya Zasshi·2011· 53 cited
Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
arXiv (Cornell University)·2010· 7 citedOpen Access
Type A Distributions: Infinitely Divisible Distributions Related to Arcsine Density
arXiv (Cornell University)·2010· 3 citedOpen Access
Fractional Integrals and Extensions of Selfdecomposability
Lecture notes in mathematics·2010· 24 cited
Lévy Matters I
Lecture notes in mathematics·2010· 3 cited
page 1 of 6Next →

Frequent Co-authors

Makoto Maejima(10), Makoto Yamazato(6), Toshiro Watanabe(5), Ole E. Barndorff–Nielsen(4), Jan Skov Pedersen(4), Alexander Lindner(2), Kouji Yamamuro(2), Tadashi UENO(1), Hiroshi Tanaka(1), Lei Pan(1), Hitoshi Kondo(1), Masao Nagasawa(1), Víctor Pérez‐Abreu(1), Karl Gustafson(1), Alfonso Rocha-Arteaga(1)