Do I say "pensar EN" or "pensar A"

Do I say "pensar EN" or "pensar A"
 

Are both prepositions applicable depending on the context?

Yes, and there are other prepositions. It's also possible to have no preposition. Each variant means something different.

pensar a = remember, reminisce over
pensar de = think about (opinion), be of the opinion about
pensar en = think about (process of thought), think of, have in mind
pensar sobre = think over, think about
pensar = think about (consideration), think (belief), plan to/intend to

Gracias! :)

Pensar is followed by en almost always. I dont know where Rusty got that information from, but I never heard it.

I have never heard "pensar a" (unless there is an idiomatic expression following, like "a ratos", "a fuerzas"/"a la fuerza", "a color(es)"... to give some sort of poetic idea). Although there may well be some regional use.

I agree with the rest of Rusty's statements.

Hmmm. I can no longer find supporting evidence for the 'pensar a' option, except in cases like those mentioned in the post above and a few others, but none of them mean to 'reminisce over'. Retiro lo dicho.

"Pensar a X", being X a person, is sometimes used as "think about his/her work". For example: pensar a Marx.
However, it is not used in everyday speaking situations.

Ah, of course! Thank you, Don José, for the reminder.

·Pensar a Kant desde la perspectiva de Heidegger. -> To consider Kant's work from Heidegger's views.

I always same "pensando en" if that helps. I know it is correct because I hear native Spanish speakers say that. For example, "ahora mismo, estoy pensando en mi matemáticas".

Also, when my boyfriend is feeling romantic, he tells his me "estoy pensando en ti"