Oksendal, B. K., 1945-, Stochastic differential equations: an introduction with applications/ Bernt Oksendal. - 4th edition. - Berlin: Springer-Verlag, 1995. - 271 pages; 24 cm. pages 252-260. ISBN: 3540602437 RM87.39 Subjects--Topical Terms: Stochastic differential equations.