Home/Author

Thomas G. Kurtz

13 works· latest 2014· 1 institutionscluster: provisionalORCID 0000-0003-3314-4118

h-index13

i1013

Citations1,472

Works here13

Most cited in this library

Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations1991 · 546 citations
Existence of Markov Controls and Characterization of Optimal Markov Controls1998 · 147 citations
The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities2007 · 121 citations
Wong-Zakai Corrections, Random Evolutions, and Simulation Schemes for SDE's1991 · 105 citations
Weak convergence of stochastic integrals and differential equations1996 · 89 citations

Works

13 shown

Weak and strong solutions of general stochastic models

Electronic Communications in Probability·2014·1 author·Open access

77citations

Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type

Probability Theory and Related Fields·2008·2 authors·Open access

65citations

The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities

Electronic Journal of Probability·2007·1 author·Open access

121citations

Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems

Electronic Journal of Probability·2001·2 authors·Open access

62citations

Numerical Solutions for a Class of SPDEs with Application to Filtering

Birkhäuser Boston eBooks·2001·2 authors·chapter

31citations

Existence of Markov Controls and Characterization of Optimal Markov Controls

SIAM Journal on Control and Optimization·1998·2 authors

147citations

Limit theorems for workload input models

·1996·1 author·chapter

64citations

Weak convergence of stochastic integrals and differential equations

Lecture notes in mathematics·1996·2 authors·chapter

89citations

Weak convergence of stochastic integrals and differential equations II: Infinite dimensional case

Lecture notes in mathematics·1996·2 authors·chapter

61citations

A multiclass Station with Markovian Feedback in Heavy Traffic

Mathematics of Operations Research·1995·2 authors

30citations

Stratonovich stochastic differential equations driven by general semimartingales

French digital mathematics library (Numdam)·1995·3 authors

74citations

Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations

The Annals of Probability·1991·2 authors·Open access

546citations

Wong-Zakai Corrections, Random Evolutions, and Simulation Schemes for SDE's

Elsevier eBooks·1991·2 authors·chapter

105citations