Concepedia
Stochastic Processes and their Applications · 1998 · 34 citations · 3 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionMarkov ProcessesStability TheoryStochastic CalculusStochastic Differential EquationsStochastic StabilityBackward Stochastic Differential EquationsMartingale ProblemsSemimartingales
3
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
Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations
Thomas G. Kurtz, Philip Protter · The Annals of Probability · 1991 · 558 citations · Full text
Engineering, Mathematics, Probability Theory +15
Stability of backward stochastic differential equations
Fabio Antonelli · Stochastic Processes and their Applications · 1996 · 15 citations
Engineering, Mathematics, Differential Equations +11