Universitext Ser.: Stochastic Differential Equations : An Introduction with...

Oksendal, Stochastic Differential Equations. An Introduction With applications.

Stochastic Differential Equations and Diffusion Processes by Watanabe

Monograph Bks.: Introduction to Stochastic Differential Equations by Lawrence...

Numerical Solution of Stochastic Differential Equations (Stochastic Modellin...

Stochastic Differential Equations: An Introduction with Applications - GOOD

Springer Numerical Solution of Stochastic Differential Equations with Jumps HC

Simulation and Inference for Stochastic Differential Equations: With R Examples.