Radon-Nikodym Derivatives of Gaussian Measures

Stochastic processes

1953 • 9,312 citations

The Theory of Matrices

1984 • 8,921 citations

Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

1952 • 3,232 citations

Diffusion Processes and Their Sample Paths.

1996 • 1,749 citations

Multiple Wiener Integral

1951 • 719 citations

An invariance principle for the law of the iterated logarithm

1964 • 711 citations

On Some Connections between Probability Theory and Differential and Integral Equations

1951 • 448 citations

Transformations of Weiner Integrals Under Translations

1944 • 386 citations

On the Theory of Noise in Radio Receivers with Square Law Detectors

1947 • 260 citations

Distributions in Hilbert space and canonical systems of operators

1958 • 219 citations

First Passage Time for a Particular Gaussian Process

1961 • 138 citations

A strong limit theorem for Gaussian processes

1956 • 124 citations

DISCRIMINATION OF GAUSSIAN PROCESSES*

1965 • 79 citations

On equivalence of Gaussian measures

1961 • 67 citations

Algebraic Integration Theory

1978 • 53 citations

On Certain Confidence Contours for Distribution Functions

1954 • 40 citations

On Gaussian measures equivalent to Wiener measure

1964 • 20 citations

A general class of linear transformations of Wiener integrals

1961 • 14 citations