Stochastic Differential Equations: Theory and Applications by Ludwig Arnold

Numerical Solution of Stochastic Differential Equations

Forward-Backward Stochastic Differential Equations and their Applications by Jin

Stochastic Differential Equations and Applications by Avner Friedman (English) P

TOPICS IN STOCHASTIC DIFFERENTIAL EQUATIONS by DANIEL W. STROOCK

Stochastic Differential Equations: An Introduction with Applications by Bernt ?k

Stochastic Differential Equations : An Introduction with Applications