Πρότυπο:MAE818-Biblio
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- Lawrence C. Evans, An Introduction to Stochastic Differential Equations, American Mathematical Society, 2013.
- Bernt Oksendal, Stochastic Differential Equations: An Introduction with Applications of Univesitext, Springer-Verlag, Berlin, 6th edition, 2003.
- S.N. Cohen and R.J. Elliott, Stochastic Calculus and Applications, Second Edition of Probability and Its Applications, Birkhauser, 2015.
- I. Karatzas and S.E. Shreve. Brownian Motion and Stochastic Calculus, 2nd edition volume 113 of Graduate Texts in Mathematics, Springer, 1991.
- D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, 3rd Edition volume 293 of Grundlehren der mathematischen Wissenschaften [A Series of Comprehensive Studies in Mathematics], Springer, 2005.