Bibliography
- Baudoin, F., Diffusion Processes and Stochastic Calculus.
- Lang, Serge, Differential and Riemannian manifolds.
- Rogers, LCG and Williams, David, Book review: Diffusions, markov processes. and martingales, volume 2, it6 calculus.
- Stroock, D.W. and Varadhan, S.R.S., Multidimensional Diffusion Processes.