Structure of densities of measures corresponding to stochastic processes

On the uniqueness of solutions of stochastic differential equations

1971 • 854 citations

On Square Integrable Martingales

1967 • 633 citations

Diffusion processes with continuous coefficients, I

1969 • 373 citations

On Itô’s Stochastic Integral Equations

1969 • 93 citations

The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures

1971 • 60 citations

Stochastic equations with discontinuous drift

1971 • 22 citations

On stochastic equations for nonlinear filtering problem of stochastic processes

1972 • 8 citations

Diffusions à coefficients continus d’après D.W. Stroock et S.R.S. Varadhan

1970 • 6 citations