Khasminskii, Rafail
Stochastic stability of differential equations
Springer, 2012
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Schuss, Zeev
Theory and applications of stochastic differential equations
John Wiley & Sons, 1980
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Friedman, Avner
Stochastic differential equations and applications, Vol.2 / Avner Friedman
Academic Press, 1976
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Arnold, Ludwig
Stochastic differential equations : theory and applications / Ludwig Arnold
Krieger, 1991
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Ma, Jin
Forward-backward stochastic differential equations and their applications
Springer, 1999
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