Illinois Journal of Mathematics · 1963 · 141 citations · 10 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesBirth-death ProcessesBrownian MotionDiffusion ProcessesGreen's FunctionsMarkov ProcessesStochastic CalculusBrownian Local TimeBrownian Motion AnalysisFeller ProcessesOperatorsSimple Birth-death ProcessesStandard Brownian MotionStochastic Birth-death Processes
The classical Brownian motions. Feller's Brownian motions.
10
Diffusion processes in one dimension
William Feller · Transactions of the American Mathematical Society · 1954 · 525 citations · Full text
Kiyosi Itô · Japanese journal of mathematics · 1941 · 307 citations · Full text
Some theorems concerning Brownian motion
G. A. Hunt · Transactions of the American Mathematical Society · 1956 · 148 citations · Full text
Engineering, Mathematics, Physics +12
A property of Brownian motion paths
H. F. Trotter · Illinois Journal of Mathematics · 1958 · 145 citations · Full text