H. J. Engelbert

Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I)

H. J. Engelbert, Wolfgang M. Schmidt · Mathematische Nachrichten · 1989 · 130 citations

Engineering, Stochastic Processes, Stochastic System +6

Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III)

H. J. Engelbert, Wolfgang M. Schmidt · Mathematische Nachrichten · 1991 · 93 citations

Engineering, Part Iii, Stochastic Processes +12

Stochastic differential equations for sticky Brownian motion

H. J. Engelbert, Goran Peškir · Stochastics · 2014 · 77 citations

Brownian Motion X, Engineering, Stochastic Processes +8

On Weak Solutions of Backward Stochastic Differential Equations

Rainer Buckdahn, H. J. Engelbert, Aurel Rùascanu · Theory of Probability and Its Applications · 2005 · 50 citations

Pathwise Uniqueness, Engineering, Zheng Topology +10

On the theorem of T. Yamada and S. Watanabe

H. J. Engelbert · Stochastics and stochastics reports · 1991 · 30 citations

Geometry Of Number, Stochastic Equation, Pathwise Uniqueness +12