An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion

Statistics of shocks in solutions of inviscid Burgers equation

Ya. G. Sinaǐ · Communications in Mathematical Physics · 1992 · 229 citations

Natural Sciences, Mathematics, Physics +12

The inviscid Burgers equation with initial data of Brownian type

Zhen-Su She, Erik Aurell, U. Frisch · Communications in Mathematical Physics · 1992 · 182 citations

Natural Sciences, Mathematics, Differential Equations +9

A winding problem for a resonator driven by a white noise

H. P. McKean · Kyoto journal of mathematics · 1962 · 150 citations

Engineering, Electrical Engineering, Physics +9

Distribution of some functionals of the integral of a random walk

Ya. G. Sinaǐ · Theoretical and Mathematical Physics · 1992 · 122 citations

Engineering, Mathematics, Physics +11

On the First Passage of the Integrated Wiener Process

Malcolm Goldman · The Annals of Mathematical Statistics · 1971 · 105 citations · Full text

Engineering, Mathematics, Probability Theory +15