Concepedia
Geometric and Functional Analysis · 2001 · 77 citations · 24 references
EngineeringMathematicsMarkov Decision ProcessesProbability TheoryStochastic ProcessesMarkov ChainsMarkov ProcessesSecond Law Of ThermodynamicsStopping TimesSurvival FunctionsComparison TheoremsExit ProblemsExit Times
24
Stochastic Differential Equations and Diffusion Processes
Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations
Engineering, Mathematics, Differential Equations +11
Existence and Uniqueness of the Minimizing Solution of Choquard's Nonlinear Equation
Élliott H. Lieb · Studies in Applied Mathematics · 1977 · 1.3K citations
Natural Sciences, Mathematics, Physics +9
Brownian motion and harnack inequality for Schrödinger operators
Michael Aizenman, Barry Simon · Communications on Pure and Applied Mathematics · 1982 · 502 citations
Natural Sciences, Mathematics, Physics +16
A general rearrangement inequality for multiple integrals
H. J. Brascamp, Élliott H. Lieb, J. M. Luttinger · Journal of Functional Analysis · 1974 · 366 citations
Education, Surgery, Temporary Anchorage Devices +5
On the behavior of the fundamental solution of the heat equation with variable coefficients
S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1967 · 365 citations
Natural Sciences, Physics, Differential Equations +12