Resolution trajectorielle et analyse numerique des equations differentielles stochastiques

Discrete Variable Methods in Ordinary Differential Equations.

1962 • 2,078 citations

Approximate Integration of Stochastic Differential Equations

1975 • 467 citations

On the Gap Between Deterministic and Stochastic Ordinary Differential Equations

1978 • 369 citations

Liens entre équations différentielles stochastiques et ordinaires

1977 • 210 citations

The Design of Robust Approximations to the Stochastic Differential Equations of Nonlinear Filtering

1978 • 194 citations

Stochastic Integration and $L^p$-Theory of Semimartingales

1981 • 181 citations

Lecture Notes in Control and Information Sciences

1979 • 139 citations