Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

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Stochastic Differential Equations and Diffusion Processes

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

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A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

H. P. McKean · Proceedings of the National Academy of Sciences · 1966 · 864 citations · Full text

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Probability and Related Topics in Physical Sciences.

K. A. Bush, Marc Kac, G. E. Uhlenbeck et al. · American Mathematical Monthly · 1960 · 807 citations

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<i>Probability and Related Topics in Physical Sciences</i>

Mark Kac, G. E. Uhlenbeck, A. R. Hibbs et al. · Physics Today · 1960 · 665 citations

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