1. Stochastic Differential Equations;Gı¯hman,1972
2. Brownian Motion and Stochastic Calculus;Karatzas,1991
3. Deterministic and Stochastic Optimal Control;Fleming,1975
4. Stochastic Methods and Their Applications to Communications;Primak,2004
5. The Fokker–Planck Equation: Methods of Solution and Applications;Risken,1996