Physica · 1973 · 179 citations · 7 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesOscillatorsStochastic Differential EquationsBrownian Motion AnalysisBrownian Motion In FluidsDamped Harmonic OscillatorStandard Brownian Motion
7
On the Theory of the Brownian Motion
G. E. Uhlenbeck, L. S. Ornstein · Physical Review · 1930 · 4.5K citations
Solving linear stochastic differential equations
A. Brissaud, U. Frisch · Journal of Mathematical Physics · 1974 · 250 citations
Wave Propagation in a One-Dimensional Random Medium
George Papanicolaou · SIAM Journal on Applied Mathematics · 1971 · 123 citations
Natural Sciences, Physics, Optics +14