Stochastic calculus with anticipating integrands

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

L. C. G. Rogers · European Journal of Operational Research · 1982 · 1.3K citations

Engineering, Mathematics, Differential Equations +11

Multiple Wiener Integral

Kiyosi Itô · Journal of the Mathematical Society of Japan · 1951 · 716 citations · Full text

Natural Sciences, Mathematics, Probability Theory +13

Stochastic calculus of variations and hypoelliptic operators

Paul Malliavin · 1978 · 546 citations

Engineering, Mathematics, Probability Theory +9

On a Generalization of a Stochastic Integral

A. V. Skorokhod · Theory of Probability and Its Applications · 1976 · 218 citations

Engineering, Finance, Probability Theory +11