A Stroock Varadhan support theorem in non-linear filtering theory

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

Engineering, Mathematics, Differential Equations +11

Stochastic differential equations and diffusion processes

L. C. G. Rogers · European Journal of Operational Research · 1982 · 1.3K citations

Engineering, Mathematics, Differential Equations +11

On the Convergence of Ordinary Integrals to Stochastic Integrals

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

Engineering, Mathematics, Probability Theory +13

Stochastic calculus of variations and hypoelliptic operators

Paul Malliavin · 1978 · 546 citations

Engineering, Mathematics, Probability Theory +9

Controllability for Distributed Bilinear Systems

J. M. Ball, Jerrold E. Marsden, Marshall Slemrod · SIAM Journal on Control and Optimization · 1982 · 331 citations

Natural Sciences, Mathematics, Differential Equations +16