Stochastic Differential Equations: Theory and Applications by Ludwig Arnold

Random Fields and Stochastic Partial Differential Equations, by Yu A Rozanov

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

An Introduction to the Numerical Simulation of Stochastic Differential Equations

Universitext Stochastic Differential Equations By Bernt Oksendal

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

Stochastic Differential Equations : An Introduction with Applications

Springer Numerical Solution of Stochastic Differential Equations with Jumps HC