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On the uniqueness of solutions of stochastic differential equations
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  • 1984Stochastic differential equations with reflecting boundary conditions817 cited
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  • 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
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  • 1998Specification Analysis of Affine Term Structure Models375 cited
  • 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts344 cited
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  • 2002Closed-Form Likelihood Expansions for Multivariate Diffusions285 cited
  • 2016Mean field games with common noise204 cited
  • 2004Uniqueness for stochastic evolution equations in Banach spaces179 cited
  • 1984One — dimensional stochastic differential equations involving the local times of the unknown process

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178 cited
  • 2021Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations176 cited
  • 2010Performance-Sensitive Debt152 cited