An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information

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1971 • 6,065 citations

Martingales and arbitrage in multiperiod securities markets

1979 • 3,734 citations

Stochastic Differential Equations

2003 • 3,185 citations

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1979 • 2,786 citations

Stochastic Differential Equations: Theory and Applications.

1976 • 2,496 citations

An Intertemporal General Equilibrium Model of Asset Prices

1985 • 2,096 citations

Probability and Potentials

1967 • 1,013 citations

Geometric Functional Analysis and its Applications

1975 • 990 citations

Statistics of Random Processes I: General Theory

1984 • 617 citations

Introduction to Stochastic Integration

1983 • 483 citations

IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES

2005 • 370 citations

Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation

1982 • 366 citations

Controlled Stochastic Processes

1979 • 356 citations

Optimization Theory: The Finite Dimensional Case

1977 • 326 citations

Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis

1986 • 135 citations