Stochastic Analysis Publications

Publications in Stochastic Analysis

Explore the most influential research papers and scholarly works that have shaped Stochastic Analysis. Use the concept filter below to focus on a specific sub-area of research.

Stochastic Analysis

18.6K

Publications

1.2M

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
A New Approach to Linear Filtering and Prediction Problems R. E. Kalman Journal of Basic Engineering Nonlinear FilteringEngineeringStochastic AnalysisFilter (Signal Processing)State Estimation	1960	30.4K
Ground State of the Electron Gas by a Stochastic Method David M. Ceperley, B. J. Alder Physical Review Letters Quantum DynamicQuantum LiquidQuantum Lattice SystemEngineeringMany-body Quantum Physic	1980	14.1K
On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other H. B. Mann, Douglas R. Whitney The Annals of Mathematical Statistics Fourth MomentRandom VariablesEngineeringRecurrence Relation TablesWhether One	1947	13.4K
Pattern formation outside of equilibrium M. C. Cross, P. C. Hohenberg Reviews of Modern Physics Pattern FormationHomogeneous StateEngineeringDynamic EquilibriumPhysics	1993	7.6K
NOTES ON CONTINUOUS STOCHASTIC PHENOMENA P. A. P. Moran Biometrika Large DeviationsEngineeringOxford University SearchStochastic AnalysisStochastic Phenomenon	1950	6.9K
Probability and Measure. PE, P. Billingsley Journal of the American Statistical Association Measure TheoryRandom VariablesEngineeringDiscrete ProbabilityMeasurement	1996	6.7K
New Results in Linear Filtering and Prediction Theory R. E. Kalman, R. S. Bucy Journal of Basic Engineering State EstimationDuality PrincipleCovariance MatrixNonlinear FilteringEngineering	1961	6.3K
An Introduction to Probability Theory and Its Applications. A. T. Bharucha-Reid, William Feller American Mathematical Monthly EngineeringDiscrete ProbabilityProbabilistic AnalysisStochastic AnalysisProbability Theory	1967	6.1K
The viterbi algorithm G. David Forney Proceedings of the IEEE Mathematical ProgrammingEngineeringAlgorithmic LibraryAnalysis Of AlgorithmComputational Complexity	1973	5.6K
Mathematical Analysis of Random Noise S. O. Rice Bell System Technical Journal Large DeviationsEngineering Noise ControlEngineeringNoise ControlPhysics	1944	5.4K
An Introduction to Probability Theory and its Applications. J. F. C. Kingmán, W. Feller Journal of the Royal Statistical Society Series A (General) EngineeringDiscrete ProbabilityProbabilistic AnalysisStochastic AnalysisProbability Theory	1972	5K
Inequalities: Theory of Majorization and its Applications. Barry C. Arnold, Albert W. Marshall, Ingram Olkin Journal of the American Statistical Association Social InequalityEngineeringMatrix FactorizationMajorization.- PreservationLower Bound	1981	5K

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