Invariant Measures and Symmetry Property of Lévy Type Operators

Limit Theorems for Stochastic Processes.

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

Engineering, Mathematics, Financial Economics +16

Stochastic Differential Equations and Diffusion Processes

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

Engineering, Mathematics, Differential Equations +11

On the martingale problem for generators of stable processes with perturbations

Takashi Komatsu · Osaka City University (Osaka City University) · 1984 · 127 citations · Full text

Engineering, Mathematics, Dynamical Systems +15

Markov processes associated with certain integro-differential operators

Takashi Komatsu · Osaka City University (Osaka City University) · 1973 · 123 citations · Full text

Engineering, Mathematics, Probability Theory +7

The theory of generalized Dirichlet forms and its applications in analysis and stochastics

Wilhelm Stannat · Memoirs of the American Mathematical Society · 1999 · 109 citations

Engineering, Mathematics, Probability Theory +7