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4 Stochastic Differential Equations
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4 Stochastic Differential Equations (1970)4 Stochastic Differential EquationsStochastic Differential Equations (2014)Stochastic Differential Equat…A New Representation for Stochastic Integrals and Equations (1966)A New Representation for Stoc…On the relation between ordinary and stochastic differential equations (1965)On the relation between ordin…On the Convergence of Ordinary Integrals to Stochastic Integrals (1965)On the Convergence of Ordinar…Stochastic integral (1944)Stochastic integralStochastic Differential Equations and Diffusion Processes (1983)Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data (1988)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Advances of the probability density evolution method for nonlinear stochastic systems (2011)Stochastic Differential Equations in a Differentiable Manifold (1950)On a Generalization of a Stochastic Integral (1976)Functional Itô calculus and stochastic integral representation of martingales (2013)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)A Wong-Zakai theorem for stochastic PDEs (2015)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)
this work references cited by second hop

References

  • 1965On the relation between ordinary and stochastic differential equations697 cited
  • 1965On the Convergence of Ordinary Integrals to Stochastic Integrals684 cited
  • 1966A New Representation for Stochastic Integrals and Equations590 cited
  • 2014Stochastic Differential Equations574 cited
  • 1944Stochastic integral547 cited

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