A transfer principle for multivalued stochastic differential equations

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Engineering, Mathematics, Financial Economics +16

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

Engineering, Mathematics, Differential Equations +11

Stochastic differential equations and diffusion processes

European Journal of Operational Research · 1990 · 1.2K citations

Engineering, Mathematics, Differential Equations +11

Random Time Changes and Convergence in Distribution Under the Meyer-Zheng Conditions

Thomas G. Kurtz · The Annals of Probability · 1991 · 89 citations · Full text

Natural Sciences, Mathematics, Probability Theory +14

Skorohod problem and multivalued stochastic evolution equations in Banach spaces

Xicheng Zhang · Bulletin des Sciences Mathématiques · 2006 · 51 citations

Engineering, Mathematics, Dynamical Systems +13