Stochastic Processes and their Applications · 2013 · 19 citations · 16 references
EngineeringMathematicsPhysicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsBrownian Motion AnalysisBrownian Motion ApproximationsFractional Brownian MotionItô CalculusItô IntegralStochastic IntegralsStochastic Integration
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Convergence of Stochastic Processes.
Peter M. Robinson, David Pollard · Economica · 1985 · 2.3K citations
Stochastic Calculus with Respect to Gaussian Processes
Elisa Alòs, Olivier Mazet, David Nualart · The Annals of Probability · 2001 · 551 citations · Full text
Engineering, Mathematics, Physics +11
Elliptic gaussian random processes
Albert Benassi, Stéphane Jaffard, Daniel Y. Le Roux · Revista Matemática Iberoamericana · 1997 · 419 citations · Full text