Stochastic modelling and applied probability / ed. B. Rozovskii [et al.]. 61 : Continuous-time stochastic control and optimization with financial applications / H. Pham, 2009. - XVII, 232 p. - Текст : непосредственный.
Stochastic modelling and applied probability / eds.: B. Rozovskii, M. Yor. 21 : Stochastic integration and differential equations / P.E. Protter, 2005. - XIII, 419 p. - Текст : непосредственный.