1. Stochastic Differential Equations: Theory and Applications;Arnold,1972
2. Stochastic Differential Equations and Their Applications;Friedman,1976
3. Introduction to Functional Differential Equations;Hale,1993
4. Stochastic Stability of Differential Equations;Has'minskii,1981
5. Stochastic Differential Equations and Diffusion Processes;Ikeda,1981