1. N. Wiener, Nonlinear Problems in the Theory of Random Processes (The MIT Press, 1966).
2. A. N. Shiryaev and A. V. Bulinsky, Theory of Random Processes (Fizmatlit, Moscow, 2003) [in Russian].
3. R. L. Stratonovich, Conditional Markov Processes and their Application to the Theory of Optimal Control (Publishing House of Moscow State University, 1966) [in Russian].
4. N. Ikeda, S. Watanabe and M. Fukushima, Ito’s Stochastic Calculus and Probability Theory (Springer, 1996).
5. T. Hida, Brownian Motion (Springer, 1980).