Stochastic differential equations

C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochastic differential equations and applications.- D. W. Stroock, S. R. S. Varadhan: Theory of diffusion processes.- G. C. Papanicolaou: Wave propagation and heat conduction in a random medium.- C. Dewitt Morette: A stochastic problem in Physics.- G. S. Goodman: The embedding problem for stochastic matrices.