Lectures on topics in stochastic differential equations. Lectures on mathematics

Parameter Estimation in Stochastic Differential Equations Jaya P.

Stochastic Differential Equations: An Introduction with Applications by Bernt O

Stochastic Integration and Differential Equations A New Approach

Stochastic differential equations. Ergebnische der Mathematik und ihrer Grenzgeb

Backward Stochastic Differential Equations and BMO martingales Ch

Singular Stochastic Differential Equations Alexander S. Cherny Pa

Stochastic Differential Equations Driven by Levy Processes Changy