Support theorem for stochastic variational inequalities

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

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

European Journal of Operational Research · 1990 · 1.2K citations

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Random Time Changes and Convergence in Distribution Under the Meyer-Zheng Conditions

Thomas G. Kurtz · The Annals of Probability · 1991 · 89 citations · Full text

Natural Sciences, Mathematics, Probability Theory +14

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Étienne Pardoux, Aurel Răşcanu · Stochastic Processes and their Applications · 1998 · 85 citations

Engineering, Mathematics, Differential Equations +14