Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory

MULTI-DIMENSIONAL DIFFUSION PROCESSES

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1980 · 1.3K citations

Engineering, Business Economics, Stochastic Processes +10

A multiplicative ergodic theorem. Ljapunov characteristic numbers for dynamical systems.

V. I. Oseledec · Medical Entomology and Zoology · 1968 · 1.2K citations

Natural Sciences, Mathematics, Dynamical Systems +15

Stochastic calculus with anticipating integrands

David Nualart, Étienne Pardoux · Probability Theory and Related Fields · 1988 · 516 citations · Full text

Engineering, Mathematics, Probability Theory +11

A Real Variable Lemma and the Continuity of Paths of Some Gaussian Processes

Adriano M. Garsia, E. R. Rodemich, Howard Rumsey · Indiana University Mathematics Journal · 1970 · 296 citations · Full text

Engineering, Industrial Engineering, Probability Theory +11

Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times

Martin T. Barlow, Marc Yor · Journal of Functional Analysis · 1982 · 210 citations

Engineering, Economics, Mathematics +15