Mathematical problems of modeling stochastic nonlinear dynamic systems

On the Theory of the Brownian Motion

G. E. Uhlenbeck, L. S. Ornstein · Physical Review · 1930 · 4.5K citations

Natural Sciences, Physics, Quantum Mechanics +16

On the Theory of the Brownian Motion II

Ming Chen Wang, G. E. Uhlenbeck · Reviews of Modern Physics · 1945 · 2.1K citations

Engineering, Mathematics, Physics +12

On the relation between ordinary and stochastic differential equations

Zakai Moshe · International Journal of Engineering Science · 1965 · 711 citations

Engineering, Mathematics, Differential Equations +11

A New Representation for Stochastic Integrals and Equations

R. L. Stratonovich · SIAM Journal on Control · 1966 · 588 citations

Engineering, Mathematics, Physics +14

Studies in the Theory of Random Processes

Robert E. Odeh, A. V. Skorokhod · Technometrics · 1966 · 346 citations

Natural Sciences, Mathematics, Probability Theory +11