First-crossing probabilities of the linear oscillator

Mathematical Analysis of Random Noise

S. O. Rice · Bell System Technical Journal · 1944 · 5.5K citations

Natural Sciences, Mathematics, Physics +9

Mathematical Analysis of Random Noise

S. O. Rice · Bell System Technical Journal · 1945 · 2.9K citations

Natural Sciences, Mathematics, Physics +9

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

Stationary and Related Stochastic Processes.

Jeffrey B. Parker, Harald Cramér, M. R. Leadbetter · Journal of the Royal Statistical Society Series D (The Statistician) · 1968 · 992 citations

Engineering, Mathematics, Probability Theory +11

On the theory of brownian motion

P. Mazur · Physica · 1959 · 941 citations

Natural Sciences, Mathematics, Physics +13