On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

Convergence of Random Processes and Limit Theorems in Probability Theory

1956 • 1,206 citations

Continuous Markov processes and stochastic equations

1955 • 518 citations

On a Formula Concerning Stochastic Differentials

1951 • 333 citations

On the Differentiability of Measures Which Correspond to Stochastic Processes. I. Processes with Independent Increments

1957 • 53 citations

Markov Processes and Semigroups of Operators

1956 • 25 citations