Keniti Sato

Professor Emeritus, Nagoya University
Doctor of Science (Mathematics)
K. Sato, when abbreviated (about my name)
Hachimanyama, Tenpakuku, Nagoya, Japan
Research interest
 Lévy processes and infinitely divisible distributions
 OrnsteinUhlenbeck type processes, selfsimilar additive processes, and selfdecomposable distributions
 Stochastic integrals with respect to additive processes
 Coneparameter Lévy processes and convolution semigroups

Recently Added Material in This Page
Preprints
Mathematical Papers
2014
 K. Sato (2014) Stochastic integrals with respect to Lévy processes and infinitely divisible distributions, Sugaku Expositions, 27, 1942 (PDF)
2013
 M. Maejima, V. PérezAbreu, K. Sato (2013) Lévy meaures involving
a generalized form of fractional integrals, Probab. Math. Statist, 33,
Fasc. 1, 4563 (PDF)
 K. Sato, Y. Ueda (2013) Weak drifts of infinitely divisible distributions
and their applications, J. Theoretical Probability, 26, 885898. http://arxiv.org/abs/1204.1866
 K. Sato (2013) Inversions of infinitely divisible distributions and conjugates
of stochastic integral mappings, J. Theoretical Probability, 26, 901931.
http://arxiv.org/abs/1204.1861
2012
 M. Maejima, V. PérezAbreu, K. Sato (2012) A class of multivariate
infinitely divisible distributions related to arcsine density, Bernoulli,
Vol. 18, No. 2, 476495. http://arxiv.org/abs/1205.1654
2011
 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, 117. http://alea.impa.br/english/
 K. Sato (2011) Stochastic integrals with respect to Lévy processes and
infinitely divisible distributions, Sûgaku, 63, No. 2, 1737 (in
Japanese).
 A. Lindner, K. Sato (2011) Properties of stationary distributions of a
sequence of generalized OrnsteinUhlenbeck processes, Math. Nachr., 284,
22252248. (PDF)
2010
 K. Sato (2010) Fractional integrals and extensions of selfdecomposability,
Lecture Notes in Math. (Springer), 2001, Lévy Matters I, 191. (PDF of manuscript)
2009
 A. Lindner, K. Sato (2009) Continuity properties and infinite divisibility
of stationary distributions of some generalized OrnsteinUhlenbeck processes,
Ann. Probab., 37, 250274. (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,
119142. http://arxiv.org/abs/0712.0206
 K. Sato (2009) Selfdecomposability and semiselfdecomposability in subordination
of coneparameter convolution semigroups, Tokyo J. Math., 32, 8190. (PDF of preprint)
2007
 K. Sato (2007) Transformations of infinitely divisible distributions via
improper stochastic integrals, ALEA Latin American Journal of Probability
and Mathematical Statistics, 3, 67110. http://alea.impa.br/english/
2006
 O. E. BarndorffNielsen, M. Maejima, K. Sato (2006) Some classes of multivariate
infinitely divisible distributions admitting stochastic integral representations,
Bernoulli, 12, 133. (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, 4787. http://alea.impa.br/english/ Corrigenda. (PDF)
 K. Sato (2006) Additive processes and stochastic integrals, Illinois J. Math., 50 (Doob Volume), 825851. http://www.math.uiuc.edu/ijm/doob/
 K. Sato (2006) Monotonicity and nonmonotonicity of domains of stochastic
integral operators, Probab. Math. Statist. 26, 2339. (PDF of preprint)
 O. E. BarndorffNielsen, M. Maejima, K. Sato (2006) Infinite divisibility
for stochastic processes and time change, J. Theoretical Probability.,
19, 411446. (PDF of preprint)
 H. Kondo, M. Maejima, K. Sato (2006) Some properties of exponential integrals
of Lévy processes and examples, Electronic Comm. Probab., 11, 291303.
http://www.math.washington.edu/~ejpecp/ECP/index.php (PDF of preprint)
2005
 J. Pedersen, K. Sato (2005) The class of distributions of periodic OrnsteinUhlenbeck processes driven by Lévy processes, J. Theoretical Probability, 18, 209235.
 K. Sato, T. Watanabe (2005) Last exit times for transient semistable processes,
Ann. Inst. Henri Poincaré, Probab. Statist., 41, 929951.
2004
 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
Scientific) 499513.
 K. Sato (2004) Stochastic integrals in additive processes and application
to semiLévy processes, Osaka J. Math., 41, 211236.
 J. Pedersen, K. Sato (2004) Relations between coneparameter Lévy processes
and convolution semigroups, J. Math. Soc. Japan, 56, 541559.
 K. Sato, T. Watanabe (2004) Moments of last exit times for Lévy processes,
Ann. Inst. Henri Poincaré, Probab. Statist., 40, 207225.
2003
 J. Pedersen, K. Sato (2003) Coneparameter convolution semigroups and their
subordination, Tokyo J. Math., 26, 503525.
 M. Maejima, K. Sato (2003) SemiLévy processes, semiselfsimilar additive
processes, and semistationary OrnsteinUhlenbeck type processes, J. Math.
Kyoto Univ., 43, 609639.
2001
 O. E. BarndorffNielsen, J. Pedersen, K. Sato (2001) Multivariate subordination,
selfdecomposability and stability, Adv. Appl. Probab., 33, 160187.
 K. Sato (2001) Subordination and selfdecomposability, Stat. Probab. Letters,
54, 317324.
 K. Sato (2001) Basic results on Lévy processes, in: Lévy Processes. Theory
and Appliccations (ed. O. E. BarndorffNielsen et. al., Birkhäuser)
337.
2000
 M. Maejima, K. Sato, T. Watanabe (2000) Distributions of selfsimilar and
semiselfsimilar processes with independent increments, Stat. Probab. Letters,
47, 395401.
 M. Maejima, K. Sato, T. Watanabe (2000) Completely operator semiselfdecomposable
distributions, Tokyo J. Math., 23, 235253.
 K. Sato, K. Yamamuro (2000) Recurrencetransience for selfsimilar additive
processes associated with stable distributions, Acta Applicandae Mathematicae,
63, 375384.
List of mathematical papers 1961  1999
Books
 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. RochaArteaga, K. Sato (2003) Topics in Infinitely Divisible Distributions
and Lévy Processes, Aportaciones Mathemáticas, Investigación 17, Sociedad
Matemática Mexicana. Corrigenda (PDF).
 O. E. BarndorffNielsen, 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 9781107656499
List of books (in preparation)
Lecture Notes
 K. Sato (1985) Lectures on Multivariate Infinitely Divisible Distributions
and OperatorStable 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, 110. (PDF)
 K. Sato (2002) On a theorem on Lévy processes, Institute of Statistical
Mathematics, Cooperative Res. Rep. 146, 3337. (PDF)
 K. Sato (2005) Remarks on Pólya's theorem on characteristic functions,
Institute of Statistical Mathematics, Cooperative Res. Rep. 175, 133145.
(PDF)
 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)
Coauthors
Ole E. BarndorffNielsen (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 PérezAbreu (2008  ), Alfonso RochaArteaga (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)
Short Biography
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
University
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. 1975June
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 populationgenetical models to diffusions
Last Modified: August 2, 2014
Copyright © Keniti Sato. All Rights Reserved.