Literature for Stochastische Differentialgleichungen

• Karatzas, Ioannis and Shreve Steven E.
  Brownian motion and stochastic calculus
  Springer 2000
  KAR i 2000:1 1.Ex
  


• Oeksendal, Bernt
  Stochastic Differential Equations: An Introduction with Applications
  Springer 2010
  OKS b 2010:1 2.Ex