Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 6th revised and expanded edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1404.60002 Differ. Uravn. Protsessy Upr. 2018, No. 4, 1073 p., open access (2018). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDFBibTeX XML Full Text: Link
Zhang, Miao; Liu, Hui; Zhang, Feilong The first hitting time of stochastic volatility models. (Chinese. English summary) Zbl 1389.60100 J. Zhejiang Univ., Sci. Ed. 44, No. 3, 296-301 (2017). MSC: 60J60 60J70 91B70 PDFBibTeX XMLCite \textit{M. Zhang} et al., J. Zhejiang Univ., Sci. Ed. 44, No. 3, 296--301 (2017; Zbl 1389.60100) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 5th edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1368.60004 Differ. Uravn. Protsessy Upr. 2017, No. 2, 1000 p., open access (2017). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab (Russian). 5th edition. St. Petersburg: Sankt-Peterburgskiĭ Gosudarstvennyĭ Politekhnicheskiĭ Universitet (2017; Zbl 1368.60004) Full Text: Link
Veres, Sándor M. Structure selection of stochastic dynamic systems. The information criterion approach. (English) Zbl 0763.62046 Stochastics Monographs. 4. New York etc.: Gordon and Breach Science Publishers. xiii, 342 p. (1991). Reviewer: J. Anděl (Praha) MSC: 62M10 62-02 62-04 62F15 PDFBibTeX XMLCite \textit{S. M. Veres}, Structure selection of stochastic dynamic systems. The information criterion approach. New York etc.: Gordon and Breach Science Publishers (1991; Zbl 0763.62046)