1. Uhlenbeck, G.E. and Ornstein, L.S., On the Theory of Brownian Motion, Phys. Rev., 1930, vol. 36, pp. 823–841.
2. Borodin, A.N. and Salminen, P., Handbook of Brownian Motion: Facts and Formulae, Basel: Birkhäuser, 1996. Translated under the title Spravochnik po brounovskomu dvizheniyu, St. Petersburg: Lan’, 2000.
3. Revuz, D. and Yor, M., Continuous Martingales and Brownian Motion, Berlin: Springer, 1999, 3rd ed.
4. van Kampen, N.G., Stochastic Processes in Physics and Chemistry, Amsterdam: North-Holland, 1981. Translated under the title Stockhasticheskie protsessy v fizike i khimii, Moscow: Vyssh. Shkola, 1990.
5. Röpke, G. Statistische Mechanik für das Nichtgleichgewicht (Nonequilibrium Statistical Mechanics), Berlin: VEB Deutscher Verlag der Wissenschaften, 1987. Translated under the title Neravnovesnaya statisticheskaya mekhanika, Moscow: Mir, 1990.