1. H. J. Kushner, Stochastic Stability and Control, Academic Press, New York, 1967.
2. H. J. Kushner, "The concept of invariant set for stochastic dynamical systems and applications to stochastic stability", in Stochastic Optimization and Control, H. Karreman, Editor, John Wiley and Sons, New York, 1968.
3. H. J. Kushner, Introduction to Stochastic Control Theory, Holt, Rinehart and Winston, New York, 1971.
4. M. Loeve, Probability Theory, 3rd Edition, Van Nostrand, Princeton, 1963.
5. E. G. Dynkin, Markov Processes, Springer-Verlag, Berlin, 1965.