Stochastic differential equations in Hilbert space

Stochastic processes

1953 • 9,312 citations

Functional Analysis and Semi-groups

1996 • 4,058 citations

Introduction to the theory of random processes

1969 • 1,113 citations

Studies in the theory of random processes

1965 • 717 citations

Introduction to the Theory of Random Processes

2002 • 447 citations

Studies in the Theory of Random Processes

1966 • 353 citations

Perturbation theory for semi-groups of linear operators

1953 • 181 citations

Abstract martingale convergence theorems

1961 • 143 citations

Stochastic differential equations in Hilbert space

1971 • 143 citations

On the abstract evolution equation

1962 • 125 citations

Abstract Evolution Equations of Parabolic Type in Banach and Hilbert Spaces

1961 • 118 citations

Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space

1967 • 112 citations

Ito's lemma in infinite dimensions

1970 • 79 citations

On the Optimal Control of a System Governed by a Linear Parabolic Equation with White Noise Inputs

1968 • 32 citations