Editing Stochastic differential equation (section)

==Further reading==
* Evans, Lawrence C (2013). [https://bookstore.ams.org/mbk-82 An Introduction to Stochastic Differential Equations] American Mathematical Society.
* {{cite book
| last = Adomian
| first = George
| title = Stochastic systems
| series = Mathematics in Science and Engineering (169)
| publisher = Academic Press Inc.
| location = Orlando, FL
| year = 1983
}}
* {{cite book
| last = Adomian
| first = George
| title = Nonlinear stochastic operator equations
| url = https://archive.org/details/nonlinearstochas0000adom
| url-access = registration
| publisher = Academic Press Inc.
| location = Orlando, FL
| year = 1986
| isbn = 978-0-12-044375-8
}}
* {{cite book
| last = Adomian
| first = George
| title = Nonlinear stochastic systems theory and applications to physics
| series = Mathematics and its Applications (46)
| publisher = Kluwer Academic Publishers Group
| location = Dordrecht
| year = 1989
}}
* {{cite book|last=Calin|first=Ovidiu|title=An Informal Introduction to Stochastic Calculus with Applications|publisher=World Scientific Publishing|location=Singapore|year=2015|isbn=978-981-4678-93-3|page=315}}
* {{cite book
| editor1-last = Teugels | editor1-first = J.
| editor2-last = Sund | editor2-first = B.
| title = Encyclopedia of Actuarial Science
| publisher = Wiley
| location = Chichester
| year = 2004
| pages = 523&ndash;527
}}
* {{cite book
| author = C. W. Gardiner
| title = Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences
| publisher = Springer
| year = 2004
| page = 415
| author-link = Crispin Gardiner
}}
* {{cite book
| author = Thomas Mikosch
| title = Elementary Stochastic Calculus: with Finance in View
| publisher = World Scientific Publishing
| location = Singapore
| year = 1998
|isbn = 981-02-3543-7
| page = 212
}}
* {{cite journal
| author = Seifedine Kadry
| title = A Solution of Linear Stochastic Differential Equation
| journal = Wseas Transactions on Mathematics
| publisher = WSEAS TRANSACTIONS on MATHEMATICS, April 2007.
| location = USA
| year = 2007
|issn = 1109-2769
| page = 618
}}
* {{cite journal|last1=Higham.|first1=Desmond J.|title=An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations|journal=SIAM Review|date=January 2001|volume=43|issue=3|pages=525–546|doi=10.1137/S0036144500378302|bibcode=2001SIAMR..43..525H|citeseerx=10.1.1.137.6375}}
* Desmond Higham and Peter Kloeden: "An Introduction to the Numerical Simulation of Stochastic Differential Equations", SIAM, {{ISBN|978-1-611976-42-7}} (2021).

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[[Category:Stochastic differential equations| ]]
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[[Category:Stochastic processes]]
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