Expositiones Mathematicae · 2010 · 155 citations · 29 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesIntegral EquationsMarkov ProcessesStochastic CalculusStochastic Differential EquationsItô CalculusItô IntegralMartingale RepresentationStochastic IntegralsStochastic Integration
29
Stochastic evolution equations
B. L. Rozovskiĭ · Journal of Mathematical Sciences · 1981 · 758 citations
B. G. Birkhead · Journal of the Operational Research Society · 1980 · 484 citations
The stochastic wave equation in two spatial dimensions
Robert C. Dalang, Nikolaos E. Frangos · The Annals of Probability · 1998 · 232 citations · Full text
Engineering, Mathematics, Physics +14