Professor Emeritus, Nagoya University
K. Sato, when abbreviated (about my name)
Doctor of Science (Mathematics)
Hachiman-yama, Tenpaku-ku, Nagoya, Japan
- Lévy processes and infinitely divisible distributions
- Ornstein-Uhlenbeck type processes, selfsimilar additive processes, and selfdecomposable distributions
- Stochastic integrals with respect to additive processes
- Cone-parameter Lévy processes and convolution semigroups
Recently Added Material in This Page
- K. Sato (2014) Stochastic integrals with respect to Lévy processes and infinitely divisible distributions, Sugaku Expositions, 27, 19-42 (PDF)
- M. Maejima, V. Pérez-Abreu, K. Sato (2013) Lévy meaures involving
a generalized form of fractional integrals, Probab. Math. Statist, 33,
Fasc. 1, 45-63 (PDF)
- K. Sato, Y. Ueda (2013) Weak drifts of infinitely divisible distributions
and their applications, J. Theoretical Probability, 26, 885-898. http://arxiv.org/abs/1204.1866
- K. Sato (2013) Inversions of infinitely divisible distributions and conjugates
of stochastic integral mappings, J. Theoretical Probability, 26, 901-931.
- M. Maejima, V. Pérez-Abreu, K. Sato (2012) A class of multivariate
infinitely divisible distributions related to arcsine density, Bernoulli,
Vol. 18, No. 2, 476-495. http://arxiv.org/abs/1205.1654
- K. Sato (2011) Description of limits of ranges of iterations of stochastic
integral mappings of infinitely divisible distributions, ALEA Latin American
Journal of Probability and Mathematical Statistics, 8, 1-17. http://alea.impa.br/english/
- K. Sato (2011) Stochastic integrals with respect to Lévy processes and
infinitely divisible distributions, Sûgaku, 63, No. 2, 17-37 (in
- A. Lindner, K. Sato (2011) Properties of stationary distributions of a
sequence of generalized Ornstein-Uhlenbeck processes, Math. Nachr., 284,
- K. Sato (2010) Fractional integrals and extensions of selfdecomposability,
Lecture Notes in Math. (Springer), 2001, Lévy Matters I, 1-91. (PDF of manuscript)
- A. Lindner, K. Sato (2009) Continuity properties and infinite divisibility
of stationary distributions of some generalized Ornstein-Uhlenbeck processes,
Ann. Probab., 37, 250-274. (PDF)
- M. Maejima, K. Sato (2009) The limits of nested subclasses of several classes
of infinitely divisible distributions are identical with the closure of
the class of stable distributions, Probab. Theory Related Fields, 145,
- K. Sato (2009) Selfdecomposability and semi-selfdecomposability in subordination
of cone-parameter convolution semigroups, Tokyo J. Math., 32, 81-90. (PDF of preprint)
- K. Sato (2007) Transformations of infinitely divisible distributions via
improper stochastic integrals, ALEA Latin American Journal of Probability
and Mathematical Statistics, 3, 67-110. http://alea.impa.br/english/
- O. E. Barndorff-Nielsen, M. Maejima, K. Sato (2006) Some classes of multivariate
infinitely divisible distributions admitting stochastic integral representations,
Bernoulli, 12, 1-33. (PDF of preprint)
- K. Sato (2006) Two families of improper stochastic integrals with respect
to Lévy processes, ALEA Latin American Journal of Probability and Mathematical
Statistics, 1, 47-87. http://alea.impa.br/english/ Corrigenda. (PDF)
- K. Sato (2006) Additive processes and stochastic integrals, Illinois J. Math., 50 (Doob Volume), 825-851. http://www.math.uiuc.edu/ijm/doob/
- K. Sato (2006) Monotonicity and non-monotonicity of domains of stochastic
integral operators, Probab. Math. Statist. 26, 23-39. (PDF of preprint)
- O. E. Barndorff-Nielsen, M. Maejima, K. Sato (2006) Infinite divisibility
for stochastic processes and time change, J. Theoretical Probability.,
19, 411-446. (PDF of preprint)
- H. Kondo, M. Maejima, K. Sato (2006) Some properties of exponential integrals
of Lévy processes and examples, Electronic Comm. Probab., 11, 291-303.
http://www.math.washington.edu/~ejpecp/ECP/index.php (PDF of preprint)
- J. Pedersen, K. Sato (2005) The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes, J. Theoretical Probability, 18, 209-235.
- K. Sato, T. Watanabe (2005) Last exit times for transient semistable processes,
Ann. Inst. Henri Poincaré, Probab. Statist., 41, 929-951.
- J. Pedersen, K. Sato (2004) Semigroups and processes with parameter in
a cone, in: Abstract and Applied Analysis (ed. N. M. Chuong et al., World
- K. Sato (2004) Stochastic integrals in additive processes and application
to semi-Lévy processes, Osaka J. Math., 41, 211-236.
- J. Pedersen, K. Sato (2004) Relations between cone-parameter Lévy processes
and convolution semigroups, J. Math. Soc. Japan, 56, 541-559.
- K. Sato, T. Watanabe (2004) Moments of last exit times for Lévy processes,
Ann. Inst. Henri Poincaré, Probab. Statist., 40, 207-225.
- J. Pedersen, K. Sato (2003) Cone-parameter convolution semigroups and their
subordination, Tokyo J. Math., 26, 503-525.
- M. Maejima, K. Sato (2003) Semi-Lévy processes, semi-selfsimilar additive
processes, and semi-stationary Ornstein-Uhlenbeck type processes, J. Math.
Kyoto Univ., 43, 609-639.
- O. E. Barndorff-Nielsen, J. Pedersen, K. Sato (2001) Multivariate subordination,
self-decomposability and stability, Adv. Appl. Probab., 33, 160-187.
- K. Sato (2001) Subordination and self-decomposability, Stat. Probab. Letters,
- K. Sato (2001) Basic results on Lévy processes, in: Lévy Processes. Theory
and Appliccations (ed. O. E. Barndorff-Nielsen et. al., Birkhäuser)
- M. Maejima, K. Sato, T. Watanabe (2000) Distributions of selfsimilar and
semi-selfsimilar processes with independent increments, Stat. Probab. Letters,
- M. Maejima, K. Sato, T. Watanabe (2000) Completely operator semi-selfdecomposable
distributions, Tokyo J. Math., 23, 235-253.
- K. Sato, K. Yamamuro (2000) Recurrence-transience for self-similar additive
processes associated with stable distributions, Acta Applicandae Mathematicae,
List of mathematical papers 1961 - 1999
- K. Sato (1990) Kahou Katei (additive (or Lévy) processes), Kinokuniya,
Tokyo (in Japanese).
- K. Sato (1999) Lévy Processes and Infinitely Divisible Distributions, Cambridge
Studies in Advanced Mathematics 68, Cambridge University Press. xii+486 pages. Corrections and Changes (PDF).
- A. Rocha-Arteaga, K. Sato (2003) Topics in Infinitely Divisible Distributions
and Lévy Processes, Aportaciones Mathemáticas, Investigación 17, Sociedad
Matemática Mexicana. Corrigenda (PDF).
- O. E. Barndorff-Nielsen, K. Sato, edited (2004) K. Itô, Stochastic
Processes, Lectures Given at Aarhus University, Springer. Corrigenda (PDF).
- K. Sato (2013) Lévy Processes and Infinitely Divisible Distributions. Revised
edition, Paperback, Cambridge Studies in Advanced Mathematics 68, Cambridge
University Press. xiv+ 521 pages. ISBN 978-1-107-65649-9
List of books (in preparation)
- K. Sato (1985) Lectures on Multivariate Infinitely Divisible Distributions
and Operator-Stable Processes, Technical Report Series, Lab. Res. Statist.
Probab. Carleton Univ. and Univ. Ottawa, No. 54, Ottawa.
- K. Sato (1995) Lévy Processes on the Euclidean Spaces, Lecture Notes, Institute
of Mathematics, University of Zurich.
- K. Sato (2000) Density Transformation in Lévy Processes, MaPhySto, Aarhus,
Denmark, Lecture Notes 7.
List of lecture notes and mimeographed notes (in preparation)
Selected Miscellaneous Writings
- K. Sato (2001) Lebesgue decomposition between two path space measures induced
by Lévy processes, Institute of Statistical Mathematics, Cooperative Res.
Rep. 137, 1-10. (PDF)
- K. Sato (2002) On a theorem on Lévy processes, Institute of Statistical
Mathematics, Cooperative Res. Rep. 146, 33-37. (PDF)
- K. Sato (2005) Remarks on Pólya's theorem on characteristic functions,
Institute of Statistical Mathematics, Cooperative Res. Rep. 175, 133-145.
- Memo November 29, 2007, from KS. (PDF)
- Memo December 5, 2007, from KS. (PDF)
- Memo December 15, 2007, from KS. (PDF)
- Memo January 28, 2008, from KS. (PDF)
- K. Sato (2009) Comments on the book "Lévy Processes and Infinitely
Divisible Distributions", I (PDF)
- K. Sato (2009) Distributional properties of stochastic integrals of Lévy processes -- infinite divisible or not, absolutely continuous or not, Extended abstract of special talk, March 26, 2009, Mathematical Society of Japan, 18 pages (in Japanese). (PDF)
- Supplement to 9, 3 pages (in Japanese). (PDF)
List (in preparation)
Ole E. Barndorff-Nielsen (2001 - 06), Gyeong Suck Choi (1995 - 96), Masatoshi Fukushima (1963 -
65, 1991), Karl Gustafson (1969), Nobuyuki Ikeda (1960 - 64), Hitoshi Kondo
(2006), Hiroshi Kunita (1965), Alexander Lindner (2007 - ), Makoto Maejima (1999 - ), Minoru Motoo (1965 - 67), Masao Nagasawa (1962 - 64), Jan Pedersen
(2001 - 05), Víctor Pérez-Abreu (2008 - ), Alfonso Rocha-Arteaga (2001 - 03), Fred W. Steutel (1998),
Hiroshi Tanaka (1960 - 62), Setsuo Taniguchi (1991), Yohei Ueda (2011 -
), Tadashi Ueno (1960 - 65), Toshiro Watanabe (1994 - ), Koji Yamamuro
(1996 - 98), Makoto Yamazato (1978 - 1994)
Born June 1934, in Tokyo
1953 - 1958: Undergraduate student, University of Tokyo
1958 - 1960: Graduate student in mathematics, University of Tokyo.Master
of Science. Advisor was Kôsaku Yosida
1960 - 1965: Assistant and lecturer, Department of Mathematics, Tokyo Metropolitan
1965: Doctor of Science, University of Tokyo
1965 - 1976: Associate professor, Tokyo University of Education. Probability
group together with G. Maruyama, M. Motoo, and M. Fukushima
1976 - 1983: Associate professor and professor, Department of Mathematics,
College of Liberal Arts, Kanazawa University
1983 - 1996: Professor, College of General Education and School of Informatics
and Sciences, Nagoya University
1996: Professor Emeritus, Nagoya University
2008: Analysis Prize from Mathematical Society of Japan for the study of
Lévy processes and infinitely divisible distributions
Visiting University of Minnesota (Aug. 1967 - Aug. 1968 and Sept. 1975-June
1976), University of Illinois (Sept. 1968 - June 1969), Carleton University
(July 1981 - Apr. 1982), University of Zurich (Apr. - June 1995)
Editorship: 1982 - 1989 Member of Editorial Board, Zeitschrift für
Wahrscheinlichkeitstheorie und verwandte Gebiete and Probability Theory
and Related Fields
Short Courses: MaPhySto Aarhus (Jan. 2000), CIMAT Guanajuato (Jan. 2001)
Past Research Interest
- Markov processes. Boundary problems
- Markov processes. (Recurrent) potential operators
- Banach lattices. Abstract maximum principle
- Markov chain models in population genetics
- Convergence of population-genetical models to diffusions
Last Modified: August 2, 2014
Copyright © Ken-iti Sato. All Rights Reserved.