Stochastic averaging: An approximate method of solving random vibration problems

Stochastic Problems in Physics and Astronomy

S. Chandrasekhar · Reviews of Modern Physics · 1943 · 8.4K citations

Relativistic Astrophysics, Engineering, Physics +4

A Limit Theorem for the Solutions of Differential Equations with Random Right-Hand Sides

R. Z. Khas’minskiĭ · Theory of Probability and Its Applications · 1966 · 589 citations

Random Walk and the Theory of Brownian Motion

Mark Kac · American Mathematical Monthly · 1947 · 482 citations

Engineering, Random Walks, Stochastic Processes +9

Power spectral analysis of non-stationary random processes

Mark Priestley · Journal of Sound and Vibration · 1967 · 340 citations

Spectral Theory, Power Spectral Analysis, Engineering +4

Asymptotic theory of mixing stochastic ordinary differential equations

George Papanicolaou, W. Köhler · Communications on Pure and Applied Mathematics · 1974 · 334 citations

Stochastic Differential Equation, Asymptotic Theory, Stochastic Differential Equations +1