1. Stochastic Differential Equations: Theory and Applications;Arnold,1974
2. Stochastic Differential Equations and Applications;Friedman,1976
3. Stochastic Differential Equations and Applications;Mao,2007
4. An introduction to stochastic differential equations;Evans,2013
5. Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance;Braumann,2019