Book Chapter
Mathematical Preliminaries
Leslaw Socha
Lecture Notes in Physics, 2008, Volume 730, Linearization Methods for Stochastic Dynamic Systems, Pages 7-58
Book Chapter
Stochastic Differential Equations
Gregory S. Chirikjian
Applied and Numerical Harmonic Analysis, 2009, Stochastic Models, Information Theory, and Lie Groups, Volume 1, Pages 101-139
Book Chapter
Stochastic differential equations with non-Markov processes
Emilio Santos
Lecture Notes in Physics, 1978, Volume 84, Stochastic Processes in Nonequilibrium Systems, Pages 24-52
Journal Article
Generalized Solutions of Nonlinear Parabolic Equations and Diffusion Processes
Ya. Belopolskaya and W. A. Woyczynski
Acta Applicandae Mathematicae, 2007, Volume 96, Numbers 1-3, Pages 55-69
Book Chapter
Continuous strong Markov semimartingales as solutions of stochastic differential equations
Lecture Notes in Mathematics, 1998, Volume 1688, Continuous Strong Markov Processes in Dimension One, Pages 103-118
Book Chapter
Stochastic Analysis in Infinite Dimensions
Springer Finance, 2006, Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective, Part II, Pages 101-133
Book Chapter
Basic concepts and preparatory results
Lecture Notes in Mathematics, 1998, Volume 1688, Continuous Strong Markov Processes in Dimension One, Pages 1-13
Book Chapter
Stochastic Analysis and Diffusion Finance
Applied Optimization, 1, Volume 75, Stochastic Modeling in Economics and Finance, Pages 231-368
Book Chapter
Stochastic Differential Equations
Springer Series in Synergetics, 1, Volume 15, Noise-Induced Transitions, Pages 82-107
Book Chapter
Stochastic Numerical Simulations Using C#
Edita Kolářová and Csaba Török
Lecture Notes in Electrical Engineering, 1, Volume 28, Proceedings of the European Computing Conference, 7, Pages 563-568