Sobcyzk, Kazimierz. Stochastic differential equations : with applications to physics and engineering / by Kazimierz Sobczyk ; managing editor: M. Hazewinkel. - Dordrecht : Kluwer Academic, c1991. - xvi, 400 p. - Mathematics and its applications (East European series) . ISBN: 0792303393 Subjects--Topical Terms: Stochastic differential equations.