Evolution equations driven by a fractional Brownian motion

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

Natural Sciences, Economics, Mathematics +9

On the self-similar nature of Ethernet traffic (extended version)

W.E. Leland, Murad S. Taqqu, Walter Willinger et al. · IEEE/ACM Transactions on Networking · 1994 · 5.3K citations

Computing, Computer Engineering, Computer Science +17

The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

Engineering, Economics, Finance +11

Differential equations driven by rough signals

Terry Lyons · Revista Matemática Iberoamericana · 1998 · 1.1K citations · Full text

Engineering, Mathematics, Differential Equations +14

Lectures on Elliptic Boundary Value Problems.

A. Friedman, Shmuel Agmon · American Mathematical Monthly · 1966 · 998 citations

Natural Sciences, Mathematics, Physics +12