[20] Sergio Albeverio and Seiichiro Kusuoka; Construction of a non-Gaussian and rotation invariant -measure and associated flow on through stochastic quantization Memoir of the American Mathematical Society, arXiv: 2102.08040.
[19] Masato Hoshino, Hiroshi Kawabi and Seiichiro Kusuoka; Stochastic quantization associated with the -quantum field model driven by space-time white noise on the torus in the full -regime Probability Theory and Related Fields, arXiv:2007.08171.
------------------------- Published Papers
[18] Seiichiro Kusuoka; An improvement of the integrability of the state space of the -process and the support of the -measure constructed by the limit of stationary processes of approximating stochastic quantization equations Mathmatical Journal of Okayama University, 65 (2023), 97‒116.
[17] Masato Hoshino, Hiroshi Kawabi and Seiichiro Kusuoka; Stochastic quantization associated with the -quantum field model driven by space-time white noise on the torus. Journal of Evolution Equations, Vol. 21, Issue 1 (2021), 339-375.
[16] Sergio Albeverio and Seiichiro Kusuoka; The invariant measure and the flow associated to the -quantum field model. Annali della Scuola Normale Superiore di Pisa (5), Vol. 20, issue 4 (2020), 1359-1427.
[15] Daehong Kim and Seiichiro Kusuoka; Recurrence of direct products of diffusion processes in random media having zero potentials Electronic Journal of Probability, Vol. 25 (2020), paper no. 139, 1-18.
[14] Seiichiro Kusuoka and Ciprian Tudor; Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions Bernoulli, Vol. 24, No. 2 (2018), 1463-1496.
[13] Shigeki Aida, Takanori Kikuchi and Seiichiro Kusuoka; The rates of the -convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition Tohoku Mathematical Journal, Vol 70, No. 1 (2018), 65-95.
[12] Seiichiro Kusuoka; Hölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence type Journal of Evolution Equations, Vol. 17, No. 3 (2017), 1063-1088.
[11] Seiichiro Kusuoka; Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation Stochastic Processes and their Applications, Vol. 127, No. 2 (2017), 359-384.
[10] Seiichiro Kusuoka, Hiroshi Takahashi and Yozo Tamura; Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments. Electronic Communications in Probability, Vol. 22 (2017), paper no. 4, 1-11.
[9] Seiichiro Kusuoka, Hiroshi Takahashi and Yozo Tamura; Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments. Potential Analysis, Vol. 43, No. 4 (2015), 695-705.
[8] Seiichiro Kusuoka; Hölder continuity and bounds for fundamental solutions to nondivergence form parabolic equations Analysis & PDE, Vol. 8, No. 1 (2015), 1-32. (erratum)
[7] Seiichiro Kusuoka and Carlo Marinelli; On smoothing properties of transition semigroups associated to a class of SDEs with jumps. Annales de l'Institut Henri Poincare, Probabilites et Statistiques, Vol. 50, No. 4, (2014), 1347-1370.
[6] Seiichiro Kusuoka and Ichiro Shigekawa; Exponential convergence of Markovian semigroups and their spectra on ??-spaces. Kyoto Journal of Mathematics, Vol. 54, No. 2 (2014), 367-399.
[5] Tetsuya Hattori and Seiichiro Kusuoka; Stochastic ranking process with space-time dependent intensities. ALEA, Lat. Am. J. Probab. Math. Stat., 9(2), (2012), 571-607.
[4] Sergio Albeverio and Seiichiro Kusuoka; Diffusion Processes in Thin Tubes and their Limits on Graphs. The Annals of Probability, Vol. 40, No. 5 (2012), 2131-2167.
[3] Seiichiro Kusuoka and Ciprian A. Tudor; Stein's method for invariant measures of diffusions via Malliavin calculus. Stochastic Processes and their Applications 122 (2012), 1627-1651.
[2] Seiichiro Kusuoka; Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions Kyoto Journal of Mathematics, Volume 50, Number 3 (2010), 491-520. (erratum)
[1] Seiichiro Kusuoka; Existence of densities of solutions of stochastic differential equations by Malliavin calculus. Journal of Functional Analysis, 258 (2010), 758-784.
Kusuoka, Seiichiro American Mathematical Society K MR Author ID 885341 Earliest Indexed Publication 2010 Total Publications 24 Total Related Publications 0 Total Reviews 11 Total Citations 126 in 114 publications Unique Citing Authors 166