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Cited by

• 1969Diffusion processes with continuous coefficients, I364 cited
• 1964On stationary solutions of a stochastic differential equation204 cited
• 2010Itô’s stochastic calculus: Its surprising power for applications141 cited
• 1969Diffusion processes with continuous coefficients, II114 cited
• 1975Stochastic differential equations111 cited
• 2002Approximate solution of the Fokker–Planck–Kolmogorov equation104 cited
• 1968Representation of Gaussian processes equivalent to Wiener process97 cited
• 1993Ito and Stratonovich integrals for delta-correlated processes84 cited
• 1967On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations72 cited
• 2004A short history of stochastic integration and mathematical finance: the early years, 1880–197072 cited
• 1972Stochastic integrals in abstract Wiener space69 cited
• 1992A new approximate solution technique for randomly excited non-linear oscillators—II65 cited
• 1986Some observations on the stochastic averaging method51 cited
• 1986Methods of stochastic structural dynamics51 cited
• 1979