| Singular stochastic differential equations AS Cherny Springer Science & Business Media, 2005 | 247 | 2005 |
| Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III) HJ Engelbert, W Schmidt Mathematische Nachrichten 151 (1), 149-197, 1991 | 199 | 1991 |
| On one-dimensional stochastic differential equations with generalized drift HJ Engelbert, W Schmidt Stochastic Differential Systems Filtering and Control: Proceedings of the …, 2005 | 155 | 2005 |
| On solutions of one-dimensional stochastic differential equations without drift HJ Engelbert, W Schmidt Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 68, 287-314, 1985 | 139 | 1985 |
| Stochastic differential equations for sticky Brownian motion HJ Engelbert, G Peskir Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 107 | 2014 |
| On the behaviour of certain functionals of the Wiener process and applications to stochastic differential equations HJ Engelbert, W Schmidt Stochastic Differential Systems: Proceedings of the 3rd IFIP-WG 7/1 Working …, 1981 | 72 | 1981 |
| On weak solutions of backward stochastic differential equations R Buckdahn, HJ Engelbert, A Ruascanu Theory of Probability & Its Applications 49 (1), 16-50, 2005 | 69 | 2005 |
| Theorie zufälliger Prozesse AD Wentzell, HJ Engelbert, J Groh Birkhäuser, 1979 | 59 | 1979 |
| On the theorem of T. Yamada and S. Watanabe HJ Engelbert Stochastics: An International Journal of Probability and Stochastic …, 1991 | 50 | 1991 |
| On functionals of a Wiener process with drift and exponential local martingales HJ Engelbert, T Senf Stochastic processes and related topics. Proc. Wintersch. Stochastic …, 1990 | 31 | 1990 |
| Markov Processes in General State Spaces (Part I) HJ Engelbert Mathematische Nachrichten 80 (1), 19-36, 1977 | 30* | 1977 |
| On exponential local martingales associated with strong Markov continuous local martingales S Blei, HJ Engelbert Stochastic processes and their Applications 119 (9), 2859-2880, 2009 | 25 | 2009 |
| A backward stochastic differential equation without strong solution R Buckdahn, HJ Engelbert Theory of Probability & Its Applications 50 (2), 284-289, 2006 | 23 | 2006 |
| Strong Markov local Dirichlet processes and stochastic differential equations HJ Engelbert, J Wolf Theory of Probability & Its Applications 43 (2), 189-202, 1999 | 21 | 1999 |
| On absolute continuity and singularity of probability measures H Engelbert, A Shiryaev Banach Center Publications 6 (1), 121-132, 1980 | 21 | 1980 |
| One-dimensional stochastic differential equations with generalized and singular drift S Blei, HJ Engelbert Stochastic Processes and their Applications 123 (12), 4337-4372, 2013 | 20 | 2013 |
| Stochastic integrals of continuous local martingales, II HJ Engelbert, J Hess Mathematische Nachrichten 100 (1), 249-269, 1981 | 20 | 1981 |
| Stochastic integrals of continuous local martingales, I HJ Engelbert, J Hess Mathematische Nachrichten 97 (1), 325-343, 1980 | 19 | 1980 |
| On exponential local martingales connected with diffusion processes HJ Engelbert, W Schmidt Mathematische Nachrichten 119 (1), 97-115, 1984 | 17 | 1984 |
| On the sets of convergence of generalized submartingales HJ Engelbert, AN Shiryaev Stochastics: An International Journal of Probability and Stochastic …, 1979 | 16 | 1979 |
