Daniel W. Stroock
Massachusetts Institute of Technology(US)
Publications by Year
Research Areas
Stochastic processes and financial applications, Advanced Mathematical Modeling in Engineering, Stochastic processes and statistical mechanics, Markov Chains and Monte Carlo Methods, History and Theory of Mathematics
Most-Cited Works
- → Multidimensional Diffusion Processes(1997)2,039 cited
- → Geometric Bounds for Eigenvalues of Markov Chains(1991)890 cited
- → On the Support of Diffusion Processes with Applications to the Strong Maximum Principle(1972)551 cited
- → Probability Theory, An Analytic View(2024)490 cited
- → Diffusion processes with continuous coefficients, I(1969)367 cited
- → Diffusion processes with boundary conditions(1971)318 cited
- → Diffusion processes associated with L�vy generators(1975)315 cited