Stability of solutions of stochastic differential equations

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

On the Gap Between Deterministic and Stochastic Ordinary Differential Equations

Héctor J. Sussmann · The Annals of Probability · 1978 · 387 citations

Engineering, Mathematics, Differential Equations +14

On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations

Philip Protter · The Annals of Probability · 1977 · 113 citations · Full text

Engineering, Mathematics, Differential Equations +16

An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point

Héctor J. Sussmann · Bulletin of the American Mathematical Society · 1977 · 66 citations · Full text

Engineering, Mathematics, Differential Equations +9

Right-continuous solutions of systems of stochastic integral equations

Philip Protter · Journal of Multivariate Analysis · 1977 · 24 citations

Engineering, Mathematics, Probability Theory +13