Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

A Weak Convergence Approach to the Theory of Large Deviations

James Lynch, Paul Dupuis, Richard S. Ellis · Journal of the American Statistical Association · 1998 · 813 citations

Natural Sciences, Mathematics, Probability Theory +16

Stochastic Analysis of the Fractional Brownian Motion

Laurent Decreusefond, Ali Süleyman Üstünel · Potential Analysis · 1999 · 770 citations

Engineering, Mathematics, Physics +14

Stochastic evolution equations

B. L. Rozovskiĭ · Journal of Mathematical Sciences · 1981 · 758 citations

Stochastic partial differential equations and filtering of diffusion processes

E. Pardouxt · Stochastics · 1980 · 596 citations

Engineering, Mathematics, Probability Theory +13

Analysis of the Laplacian on the complete Riemannian manifold

Robert S. Strichartz · Journal of Functional Analysis · 1983 · 541 citations

Natural Sciences, Physics, Mathematical Physics +9