Stochastic analysis of the fractional Brownian motion AS Decreusefond, Laurent and Ustunel Potential analysis 10 (2), 177-214, 1999 | 1005 | 1999 |
Transformation of measure on Wiener space AS Üstünel, M Zakai Springer Science & Business Media, 2013 | 263 | 2013 |
An introduction to analysis on Wiener space AS Üstünel Springer, 2006 | 254 | 2006 |
Monge-Kantorovitch measure transportation and Monge-Ampere equation on Wiener space D Feyel, AS Üstünel Probability theory and related fields 128, 347-385, 2004 | 189 | 2004 |
Fractional Brownian motion: Theory and applications L Decreusefond, AS Üstünel ESAIM: proceedings 5, 75-86, 1998 | 94 | 1998 |
The notion of convexity and concavity on Wiener space D Feyel, AS Üstünel Journal of Functional Analysis 176 (2), 400-428, 2000 | 77 | 2000 |
Representation of the distributions on Wiener space and stochastic calculus of variations AS Üstünel Journal of functional analysis 70 (1), 126-139, 1987 | 72 | 1987 |
Measure transport on Wiener space and the Girsanov theorem D Feyel, AS Üstünel Comptes Rendus Mathematique 334 (11), 1025-1028, 2002 | 57 | 2002 |
Variational calculation of Laplace transforms via entropy on Wiener space and applications AS Üstünel Journal of Functional Analysis 267 (8), 3058-3083, 2014 | 51 | 2014 |
Analysis on Wiener space and applications AS Üstünel arXiv preprint arXiv:1003.1649, 2010 | 50 | 2010 |
Transformation of Wiener measure under anticipative flows AS Üstünel, M Zakai Probability theory and related fields 93, 91-136, 1992 | 47 | 1992 |
Random rotations of the Wiener path AS Üstünel, M Zakai Probability theory and related fields 103 (3), 409-429, 1995 | 43 | 1995 |
Entropy, invertibility and variational calculus of adapted shifts on Wiener space AS Üstünel Journal of Functional Analysis 257 (11), 3655-3689, 2009 | 38 | 2009 |
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space D Feyel, AS Üstünel, M Zakai | 36 | 2006 |
Transportation cost inequalities for diffusions under uniform distance AS Üstünel Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel …, 2012 | 34 | 2012 |
Transformation of the Wiener measure under non-invertible shifts AS Üstünel, M Zakai Probability Theory and Related Fields 99, 485-500, 1994 | 32 | 1994 |
Solution of the Monge–Ampère equation on Wiener space for general log-concave measures D Feyel, AS Üstünel Journal of Functional Analysis 232 (1), 29-55, 2006 | 26 | 2006 |
Applications of the degree theorem to absolute continuity on Wiener space AS Üstünel, M Zakai Probability theory and related fields 95, 509-520, 1993 | 25 | 1993 |
Intégrabilité exponentielle de fonctionnelles de Wiener AS Üstünel Comptes rendus de l'Académie des sciences. Série 1, Mathématique 315 (9 …, 1992 | 23 | 1992 |
Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications C Houdré, V Pérez-Abreu CRC Press, 1994 | 22 | 1994 |