1. S. Redner, A Guide to First-Passage Processes (Cambridge University Press, Cambridge, 2001)
2. R. Metzler, G. Oshanin, S. Redner (eds.), First-Passage Phenomena and Their Applications (World Scientific, Singapore, 2014)
3. J. Masoliver, Random Processes: First-Passage and Escape (World Scientific, Singapore, 2018)
4. V.I. Tikhonov, M.A. Mironov, Markov Processes (Soviet Radio, Moskow, 1977). (in Russian)
5. C.W. Gardiner, Handbook of Stochastic Methods, 2nd edn. (Springer, Berlin, 1990)