1. Stochastic Differential Equations: An Introduction with Applications;Øksendal,1985
2. The path integral approach to financial modeling and options pricing;Linetsky;Comput. Econ.,1998
3. Essentials of Stochastic Finance: Facts, Models, Theory, Vol. 3;Shiryaev,1999
4. Stochastic Calculus: Applications in Science and Engineering;Grigoriu,2002
5. The average of an analytic functional and the Brownian movement;Wiener;Proc. Natl. Acad. Sci.,1921