Anticipating random periodic solutions—I. SDEs with multiplicative linear noise

Stochastic Differential Equations and Diffusion Processes

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

Engineering, Mathematics, Differential Equations +11

Stochastic differential equations and diffusion processes

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

Engineering, Mathematics, Differential Equations +11

Invariant Measures for Burgers Equation with Stochastic Forcing

E Weinan, Konstantin Khanin, A. Mazel et al. · Annals of Mathematics · 2000 · 332 citations · Full text

Natural Sciences, Mathematics, Physics +17

Stochastic climate dynamics: Random attractors and time-dependent invariant measures

Mickaël D. Chekroun, Eric Simonnet, Michael Ghil · Physica D Nonlinear Phenomena · 2011 · 317 citations

Natural Sciences, Earth Sciences, Climate Science +15

Invariant manifolds for stochastic partial differential equations

Jinqiao Duan, Kening Lu, Björn Schmalfuß · The Annals of Probability · 2003 · 294 citations · Full text

Natural Sciences, Autonomous Systems, Mathematics +15