Basic properties of Brownian motion and a capacity on the Wiener space

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

Engineering, Mathematics, Differential Equations +11

Diffusion Processes and Their Sample Paths.

PALE, Kiyosi Itô, H. P. McKean · Journal of the American Statistical Association · 1996 · 1.7K citations

Engineering, Mathematics, Financial Economics +16

Stochastic differential equations and diffusion processes

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

Engineering, Mathematics, Differential Equations +11

Diffusion Processes and their Sample Paths.

G. F. Newell, Kanae Ito, H. P. McKean · American Mathematical Monthly · 1968 · 1.1K citations

Engineering, Mathematics, Financial Economics +16

Sample Functions of the $N$-Parameter Wiener Process

Steven Orey, William E. Pruitt · The Annals of Probability · 1973 · 163 citations · Full text

Engineering, Electrical Engineering, Probability Theory +7