Ito's lemma in infinite dimensions

Studies in the Theory of Random Processes.

R. M. Loynes, A. V. Skorokhod · Journal of the Royal Statistical Society Series A (General) · 1966 · 248 citations

Natural Sciences, Mathematics, Physics +12

Stochastic differential equations in Hilbert space

Ruth F. Curtain, Peter Falb · Journal of Differential Equations · 1971 · 157 citations

Engineering, Mathematics, Physics +14

Abstract martingale convergence theorems

Frank Scalora · Pacific Journal of Mathematics · 1961 · 143 citations · Full text

Natural Sciences, Mathematics, Financial Economics +6

Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space

Peter Falb · Information and Control · 1967 · 116 citations · Full text

Natural Sciences, Electrical Engineering, Mathematics +11