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An Introduction to Stochastic Differential Equations
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An Introduction to Stochastic Differential Equations (2013)An Introduction to Stochastic Differentia…Numerical solution of the Fokker–Planck equation using physics-based mixture models (2022)Numerical solution of the Fok…Introduction to Stochastic Differential Equations (2014)Introduction to Stochastic Di…Rigorous model-based uncertainty quantification with application to terminal ballistics, part I: Systems with controllable inputs and small scatter (2011)Rigorous model-based uncertai…Itô’s stochastic calculus: Its surprising power for applications (2010)Itô’s stochastic calculus: It…Stochastic Differential Equations and Diffusion Processes (1983)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Extreme Points of Moment Sets (1988)Building a Framework for Predictive Science (2011)Optimal Uncertainty Quantification (2013)Optimal uncertainty quantification with model uncertainty and legacy data (2014)Local maximum-entropy based surrogate model and its application to structural reliability analysis (2017)Hierarchical multiscale quantification of material uncertainty (2021)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)A Class of $\mathbb{F}$-Doubly Stochastic Markov Chains (2010)Numerical simulations and modeling for stochastic biological systems with jumps (2013)Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)Method for Random Vibration of Hysteretic Systems (1976)Probabilistic Theory of Structural Dynamics (1976)A novel stochastic approach to investigate the probabilistic characteristics of the ship roll system with sinusoidal restoring force (2024)DR-PDEE-based probabilistic response analysis for high-dimensional nonlinear dynamical systems under general non-white and non-stationary random excitations via constructing the auxiliary diffusion process (2025)Stochastic dynamic response analysis based on reduced dimension probability evolution equation under additive Gaussian white noise (2025)
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  • 2010Itô’s stochastic calculus: Its surprising power for applications141 cited
  • 2011Rigorous model-based uncertainty quantification with application to terminal ballistics, part I: Systems with controllable inputs and small scatter33 cited
  • 2014Introduction to Stochastic Differential Equations33 cited
  • 2022Numerical solution of the Fokker–Planck equation using physics-based mixture models23 cited

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