Journal of Statistical Physics · 2011 · 94 citations · 77 references
EngineeringMathematicsPhysicsDynamical SystemsProbability TheoryStochastic ProcessesBrownian MotionErgodic TheoryKinematicsMarkov ProcessesStationary ProcessesStochastic Differential EquationsErgodic PropertiesFluctuation TheoremsFluctuation TheoryMartingale ConvergenceMartingale ProblemsMartingale TheoryPointwise Ergodic Theorems
77
Stéphane Crépey, Olivier Guéant, David Hobson et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2011 · 10.2K citations
Reciprocal Relations in Irreversible Processes. I.
Lars Onsager · Physical Review · 1931 · 6.6K citations · Full text
Natural Sciences, Chemistry, Physics +17
Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text
Business, Finance, Asset Pricing +16
Nonequilibrium Equality for Free Energy Differences
Christopher Jarzynski · Physical Review Letters · 1997 · 5.4K citations · Full text
Reciprocal Relations in Irreversible Processes. II.
Lars Onsager · Physical Review · 1931 · 5.3K citations · Full text