Concepedia

Itô versus Stratonovich

N. G. van Kampen

Journal of Statistical Physics · 1981 · 392 citations · 18 references

DOI

References

18

Topics in the Theory of Random Noise

R.G. Medhurst · Electronics and Power · 1969 · 2.1K citations

, , +12

Stochastic differential equations

N. G. van Kampen · Physics Reports · 1976 · 739 citations

, , +10

Markoff Random Processes and the Statistical Mechanics of Time-Dependent Phenomena

Melville S. Green · The Journal of Chemical Physics · 1952 · 727 citations

, , +16

On the Convergence of Ordinary Integrals to Stochastic Integrals

Eugene Wong, Moshe Zakai · The Annals of Mathematical Statistics · 1965 · 696 citations · Full text

, , +13

A New Representation for Stochastic Integrals and Equations

R. L. Stratonovich · SIAM Journal on Control · 1966 · 588 citations

, , +14