Journal of the American Statistical Association · 1983 · 84 citations · 0 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesMarkov ChainsMarkov ProcessesStochastic CalculusStochastic Differential EquationsDiffusionsMarkov Diffusion ProcessesOrnstein-uhlenbeck ProcessesStationary Random ProcessesStochastic Process Analysis