The Ornstein-Uhlenbeck process for estimating wind power under a memoryless transformation

Stochastic Differential Equations: An Introduction with Applications.

Saul Jacka, Bernt Øksendal · Journal of the American Statistical Association · 1987 · 4.1K citations

Engineering, Stochastic Processes, Ito Formula +11

Stochastic Differential Equations—An Introduction With Applications

IEEE Transactions on Automatic Control · 2006 · 1.7K citations

Engineering, Stochastic Processes, Stochastic Calculus +5

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

Nicholas J. Higham · SIAM Journal on Numerical Analysis · 2000 · 368 citations

Numerical Analysis, Stochastic Theta Method, Engineering +9

Wind Energy: Forecasting Challenges for Its Operational Management

Pierre Pinson · Statistical Science · 2013 · 332 citations · Full text

Forecasting Methodology, Engineering, Probabilistic Forecasting +18

Critical analysis of methods for mathematical modelling of wind turbines

Vinay Thapar, Gayatri Agnihotri, V. K. Sethi · Renewable Energy · 2011 · 243 citations

Numerical Analysis, Floating Wind Turbine, Engineering +6