Stochastic Integration Publications

Publications in Stochastic Integration

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

Stochastic Integration

401

Publications

80.6K

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
Probability, Random Variables, and Stochastic Processes. Julia Abrahams, A. Papoulis Journal of the American Statistical Association EngineeringDiscrete ProbabilityProbabilistic ComputationStochastic PhenomenonStochastic Programming	1984	16.4K
Probability and Measure. PE, P. Billingsley Journal of the American Statistical Association Measure TheoryRandom VariablesEngineeringDiscrete ProbabilityMeasurement	1996	6.7K
Limit Theorems for Stochastic Processes. Ditlev Monrad, Jean Jacod, Albert N. Shiryaev Journal of the American Statistical Association Limit TheoremsDensity ProcessesEngineeringIntegrable ProbabilityStochastic Processes	1988	4.2K
<i>Probability, Random Variables, and Stochastic Processes</i> A. Papoulis, Joseph G. Hoffman Physics Today Random VariablesEngineeringDiscrete ProbabilityMarkov ProcessesStochastic Dynamical System	1967	4.1K
<i>The Theory of Stochastic Processes</i> D. R. Cox, H. D. Miller, George H. Weiss, Physics Today EngineeringDiscrete ProbabilityNatural SciencesProbabilistic SystemStochastic Processes	1966	3.4K
An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations Desmond J. Higham SIAM Review Numerical AnalysisEngineeringStochastic ProcessesStochastic SystemStochastic Calculus	2001	3K
Martingales and stochastic integrals in the theory of continuous trading J. Michael Harrison, Stanley R. Pliska Stochastic Processes and their Applications EngineeringIntegrable ProbabilityContinuous TradingStochastic CalculusStochastic Dynamical System	1981	2.9K
Stochastic Differential Equations: Theory and Applications. P. Whittle, Ludwig Arnold Journal of the Royal Statistical Society Series A (General) EngineeringStochastic ProcessesStochastic CalculusStochastic Dynamical SystemStochastic Integration	1976	2.4K
Convergence of Stochastic Processes. Peter M. Robinson, David Pollard Economica EngineeringStochastic AnalysisStochastic PhenomenonFunctional AnalysisStochastic Differential Equations	1985	2.2K
The Theory of Stochastic Processes. David J. Bartholomew, David Cox, H. D. Miller Journal of the Royal Statistical Society Series A (General) EngineeringNatural SciencesStochastic ProcessesMarkov ProcessesStochastic Calculus	1966	1.2K
<i>Stochastic Processes in Physics and Chemistry</i> N. G. van Kampen, William P. Reinhardt Physics Today EngineeringPhysicsNatural SciencesStochastic ProcessesStochastic Calculus	1983	1.1K
Brownian Motion and Stochastic Calculus. Richard L. Dykstra, Ioannis Karatzas, Steven E. Schreve Journal of the American Statistical Association EngineeringStochastic ProcessesStochastic CalculusStochastic IntegrationStochastic Analysis	1989	945

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