A numerical scheme for stochastic differential equations with distributional drift

DIFFUSION PROCESSES AND THEIR SAMPLE PATHS

Samuel Taylor · Journal of the London Mathematical Society · 1967 · 516 citations

Engineering, Economics, Probability Theory +13

Strong solutions of stochastic equations with singular time dependent drift

Michael Röckner · Probability Theory and Related Fields · 2004 · 456 citations · Full text

Engineering, Mathematics, Differential Equations +14

Existence of strong solutions for Itô's stochastic equations via approximations

István Gyöngy · Probability Theory and Related Fields · 1996 · 414 citations · Full text

Engineering, Mathematics, Probability Theory +13

ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS

A J Veretennikov · Mathematics of the USSR-Sbornik · 1981 · 413 citations

Engineering, Mathematics, Differential Equations +14

The law of the Euler scheme for stochastic differential equations

V. Bally, Denis Talay · Probability Theory and Related Fields · 1996 · 377 citations · Full text

Engineering, Mathematics, Physics +13