The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay

Stochastic Differential Equations: Theory and Applications.

P. Whittle, Ludwig Arnold · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.4K citations

Engineering, Mathematics, Differential Equations +11

Stochastic differential equations and applications

Gian‐Carlo Rota · Advances in Mathematics · 1977 · 1.2K citations

Engineering, Mathematics, Differential Equations +11

STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS

David Williams · Bulletin of the London Mathematical Society · 1976 · 1.1K citations

Engineering, Mathematics, Differential Equations +11

THE THEORY OF STOCHASTIC PROCESSES 1

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1976 · 256 citations

Engineering, Mathematics, Probability Theory +10

Successive approximations to solutions of stochastic differential equations

Takeshi Taniguchi · Journal of Differential Equations · 1992 · 132 citations

Engineering, Mathematics, Differential Equations +13