#  Title  Journal  Year  Citations 


1  On the foundations of combinatorial theory I. Theory of M�bius Functions  Probability Theory and Related Fields  1964  1,221 
2  On the histogram as a density estimator:L 2 theory  Probability Theory and Related Fields  1981  961 
3  Attractors for random dynamical systems  Probability Theory and Related Fields  1994  771 
4  An approximation of partial sums of independent RV's, and the sample DF. I  Probability Theory and Related Fields  1975  691 
5  Weak convergence to fractional brownian motion and to the rosenblatt process  Probability Theory and Related Fields  1975  609 
6  An invariance principle for the law of the iterated logarithm  Probability Theory and Related Fields  1964  576 
7  An approximation of partial sums of independent RV's, and the sample DF. II  Probability Theory and Related Fields  1976  562 
8  On the optimal filtering of diffusion processes  Probability Theory and Related Fields  1969  548 
9  Solving forwardbackward stochastic differential equations explicitly ? a four step scheme  Probability Theory and Related Fields  1994  537 
10  Multivariate point processes: predictable projection, RadonNikodym derivatives, representation of martingales  Probability Theory and Related Fields  1975  484 
11  On the rate of convergence in Wasserstein distance of the empirical measure  Probability Theory and Related Fields  2015  471 
12  Noncentral limit theorems for nonlinear functional of Gaussian fields  Probability Theory and Related Fields  1979  443 
13  Risk bounds for model selection via penalization  Probability Theory and Related Fields  1999  441 
14  Martingale and stationary solutions for stochastic NavierStokes equations  Probability Theory and Related Fields  1995  434 
15  Integration with respect to fractal functions and stochastic calculus. I  Probability Theory and Related Fields  1998  428 
16  Convergence of integrated processes of arbitrary Hermite rank  Probability Theory and Related Fields  1979  425 
17  Brownian motion on the Sierpinski gasket  Probability Theory and Related Fields  1988  401 
18  Stochastic calculus with anticipating integrands  Probability Theory and Related Fields  1988  400 
19  Generating a random permutation with random transpositions  Probability Theory and Related Fields  1981  377 
20  Weak and strong uniform consistency of kernel regression estimates  Probability Theory and Related Fields  1982  372 
21  Exchangeable and partially exchangeable random partitions  Probability Theory and Related Fields  1995  370 
22  Spectral representations of infinitely divisible processes  Probability Theory and Related Fields  1989  346 
23  Conditions for optimality in dynamic programming and for the limit of nstage optimal policies to be optimal  Probability Theory and Related Fields  1975  316 
24  A decomposition of Bessel Bridges  Probability Theory and Related Fields  1982  315 
25  �ber die konvexe H�lle von n zuf�llig gew�hlten Punkten  Probability Theory and Related Fields  1963  307 
26  Extremes and local dependence in stationary sequences  Probability Theory and Related Fields  1983  296 
27  Subexponentiality and infinite divisibility  Probability Theory and Related Fields  1979  294 
28  Elimination of correlation in random codes for arbitrarily varying channels  Probability Theory and Related Fields  1978  286 
29  Existence of strong solutions for It�'s stochastic equations via approximations  Probability Theory and Related Fields  1996  285 
30  Solution of forwardbackward stochastic differential equations  Probability Theory and Related Fields  1995  284 
31  Limit theory for multivariate sample extremes  Probability Theory and Related Fields  1977  283 
32  A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate  Probability Theory and Related Fields  1990  281 
33  On Bayes procedures  Probability Theory and Related Fields  1965  275 
34  Diffusion processes associated with L�vy generators  Probability Theory and Related Fields  1975  275 
35  A central limit theorem for generalized quadratic forms  Probability Theory and Related Fields  1987  275 
36  Integration questions related to fractional Brownian motion  Probability Theory and Related Fields  2000  270 
37  Gaussian free fields for mathematicians  Probability Theory and Related Fields  2007  269 
38  Macdonald processes  Probability Theory and Related Fields  2014  269 
39  Stein’s method on Wiener chaos  Probability Theory and Related Fields  2009  268 
40  The law of the Euler scheme for stochastic differential equations  Probability Theory and Related Fields  1996  267 
41  The decomposition and measurement of the interdependency between secondorder stationary processes  Probability Theory and Related Fields  1991  260 
42  An elementary proof of the strong law of large numbers  Probability Theory and Related Fields  1981  254 
43  Semistable Markov processes. I  Probability Theory and Related Fields  1972  252 
44  A splitting technique for Harris recurrent Markov chains  Probability Theory and Related Fields  1978  252 
45  Strong solutions of stochastic equations with singular time dependent drift  Probability Theory and Related Fields  2005  248 
46  On the limit of the largest eigenvalue of the large dimensional sample covariance matrix  Probability Theory and Related Fields  1988  245 
47  Limiting behavior of Ustatistics for stationary, absolutely regular processes  Probability Theory and Related Fields  1976  244 
48  Backward doubly stochastic differential equations and systems of quasilinear SPDEs  Probability Theory and Related Fields  1994  237 
49  Forwardbackward stochastic differential equations and quasilinear parabolic PDEs  Probability Theory and Related Fields  1999  237 
50  Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets  Probability Theory and Related Fields  1996  236 