Stochastic Processes and their Applications · 2012 · 93 citations · 14 references
EngineeringMathematicsDynamical SystemsStochastic ProcessesTime Series AnalysisBrownian MotionChaos TheoryDiffusion ProcessesNumerical ConvergenceStochastic CalculusStochastic Differential EquationsErgodicity Of DiffusionsSmall Noise AsymptoticsTotal Variation MinimizationWeak Convergence Of Stochastic ProcessesWiener Filtering
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Stochastic calculus of variations and hypoelliptic operators
Paul Malliavin · 1978 · 546 citations
Edward Nelson · Journal of Functional Analysis · 1973 · 543 citations
Stein’s method on Wiener chaos
Ivan Nourdin, Giovanni Peccati · Probability Theory and Related Fields · 2008 · 425 citations · Full text