Stochastic equations of super-Lévy processes with general branching mechanism

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

Engineering, Mathematics, Differential Equations +11

Backward doubly stochastic differential equations and systems of quasilinear SPDEs

Étienne Pardoux, Shigē Péng · Probability Theory and Related Fields · 1994 · 349 citations · Full text

Engineering, Mathematics, Differential Equations +13

Stochastic equations of non-negative processes with jumps

Zongfei Fu, Zenghu Li · Stochastic Processes and their Applications · 2009 · 227 citations

Engineering, Mathematics, Probability Theory +13

Stochastic partial differential equations for some measure-valued diffusions

Norio Konno, Tokuzo Shiga · Probability Theory and Related Fields · 1988 · 222 citations · Full text

Engineering, Mathematics, Physics +14