Compound Poisson Processes and Lévy Processes in Groups and Symmetric Spaces

Quantum Ito's formula and stochastic evolutions

R. L. Hudson, K. R. Parthasarathy · Communications in Mathematical Physics · 1984 · 1.2K citations

Engineering, Mathematics, Physics +14

Analytic Vectors

Edward Nelson · Annals of Mathematics · 1959 · 723 citations

Semi-groups of measures on Lie groups

G. A. Hunt · Transactions of the American Mathematical Society · 1956 · 247 citations

Natural Sciences, Mathematics, Probability Theory +8

Modeling and approximation of stochastic differential equations driven by semimartingales^†

Steven I. Marcus · Stochastics · 1981 · 131 citations

Engineering, Mathematics, Probability Theory +13

Factorizable Representation of Current Algebra

Huzihiro Araki · Publications of the Research Institute for Mathematical Sciences · 1969 · 114 citations · Full text

Natural Sciences, Mathematics, Physics +15