McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets

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

L. C. G. Rogers · European Journal of Operational Research · 1982 · 1.3K citations

Engineering, Mathematics, Differential Equations +11

Studies in the Theory of Random Processes.

R. M. Loynes, A. V. Skorokhod · Journal of the Royal Statistical Society Series A (General) · 1966 · 248 citations

Natural Sciences, Mathematics, Physics +12

Weak convergence of sequences of semimartingales with applications to multitype branching processes

A. Joffe, Michel Métivier · Advances in Applied Probability · 1986 · 240 citations

Engineering, Mathematics, Financial Economics +13

Semimartingales: A course on stochastic processes

Acta Applicandae Mathematicae · 1986 · 210 citations

Engineering, Mathematics, Probability Theory +11