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Springer
Stochastic Differential Equations : Lectures given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cortona (Arezz
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C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A.
Friedman: Stochastic differential equations and applications.- D.W. Stroock, S.R.S.
Varadhan: Theory of diffusion processes.- G.C.
Papanicolaou: Wave propagation and heat conduction in a random medium.- C.
Dewitt Morette: A stochastic problem in Physics.- G.S.
Goodman: The embedding problem for stochastic matrices.
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