1554 Ludwig Arnold: Stochastic differential equations. Wiley 1974.

6063 Ludwig Arnold: Zufa''llige dynamische Systeme.
Jber. DMV 96 (1994), 85-100.

F. Baudoin: Diffusion processes and stochastic calculus. EMS 2014, 280p. Eur 48.

26387 Denis Bell: The Malliavin calculus. Dover 2006, 110p. Eur 14.

K. Bichteler: Stochastic integration and Lp-theory of semimartingales.
Ann. Prob. 9 (1981), 49-89.

J.-M. Bismut: Mecanique aleatoire. SLN Math. 866 (1981).

23225 Alessandra Borrelli: Calcolo stocastico e mercati finanziari. Internet 2012, 235p.

Nicolas Bouleau/Francis Hirsch: Dirichlet forms and analysis on Wiener space. 
De Gruyter 1991, 320p. 3-11-012919-1. DM 128. Eine wertvolle Bereicherung
des Angebots von Monographien u''ber stochastische Analysis (N. Jacob).

2060 K. Chung/R. Williams: Introduction to stochastic integration.
Birkha''user 1990.

N. Cong: Topological dynamics of random dynamical systems.
Oxford UP 1997, 200p. 0-198-50157-9. Pds. 45.
"As a differential equation determines a (smooth) dynamical system, so
a stochastic differential equation generates a random dynamical system ...
written very carefully ..." (EMS Newsletter)

1551 G. Da Prato: Equazioni differenziali stocastiche.
Atti 11esimo Congresso UMI, Palermo 1979, 72-106.

G. Da Prato: Kolmogorov equations for stochastic PDEs.
Birkhäuser 2004, 180p. Eur 36.

G. Da Prato/J. Zabczyk: Stochastic equations in infinite dimensions.
Cambridge UP 1992.

C. Dellacherie: Un survol de la theorie de l'integrale stocastique.
Stoch. Proc. Appl. 10 (1980), 115-144.

H. Doss: Liens entre equations differentielles stochastiques et
ordinaires. Ann. Inst. Poincare' 13 (1977), 99-125.

R. Durrett: Stochastic calculus. CRC 1997, 340p. $60.

R. Elliott: Stochastic calculus and applications. Springer 1982.

M. Emery: Stochastic calculus in manifolds. Springer 1989, 160p. DM 48.
The book should be a beautiful introduction to stochastic processes on
manifolds.

23226 Lawrence Evans: An introduction to stochastic differential equations.
Internet, 130p. [Also AMS 2013, 150p. $34.]

W. Hackenbroch/A. Thalmaier: Stochastische Analysis.
Teubner 1994, 560p. DM 72.

16006 Sheng-wu He/Jia-gang Wang/Jia-an Yan: Semimartingale theory and
stochastic calculus. CRC 1992, 550p. $90.

11394 P. Imkeller: Besprechung des Buchs "Stochastic integrals" von
Weizsa''cker/Winkler. Jber. DMV 96 (1994), B 17-19.

K. Ito: Stochastic integral. Proc. Imp. Acad. Tokyo 20 (1944), 519-524.

1493 Ioannis Karatzas/Steven Shreve: Brownian motion and stochastic
calculus. Springer 1988.

5843 G. Kersting: Besprechung des Buches "Stochastic differential equations"
von Sobczyk. Jber. DMV 96 (1994), B 23-24.

4284 W. Kliemann: Review of the book "Stochastic integration and
differential equations" by P. Protter. Jber. DMV 94 (1992), B 7-11.

P. Kloeden/E. Platen: Numerical solution of stochastic differential equations. 
Springer 1992, 630p. 3-540-54062-8. DM 123.

P. Kloeden/E. Platen/H. Schurz: Numerical solution of stochastic
differential equations through computer experiments.
Springer 1994, 300p. 3-540-57074-8. DM 68.

H. Kunita: Stochastic flows and stochastic differential equations.
Cambridge UP 1990, 350p. Pds. 40.

H. Kuo: Introduction to stochastic integration. Springer 2006, 280p. Eur 43.

11007 Paul Malliavin/Anton Thalmaier: Stochastic calculus of variations in
mathematical finance. Springer 2006, 142p. Eur 65.

Xuerong Mao: Stability of stochastic differential equations with respect to
semi-martingales. Longman 1991, 280p. $ 40. Well written, much new material.

Xuerong Mao: Stochastic differential equations and their applications.
Ellis Horwood 1997, 370p. 1-898563-26-8. Pds. 30.

P. Meyer: Integrales stocastiques I-IV.
Springer LN Math. 39 (1967), 72-162.

P. Meyer: Un cours sur les integrales stocastiques.
Springer LN Math. 511 (1976), 246-400.

P. Meyer: Quantum probability for probabilists.
SLN Math. 1993, 290p. 3-540-56476-4. DM 62.

19576 Jan van Neerven: Stochastic evolution equations I. Internet 2007, 20p.

11015 David Nualart: Review of the book "Stochastic calculus of variations in
mathematical finance" by P. Malliavin and A. Thalmaier. Bull. AMS 44/3 (2007), 487-492.

Nobuaki Obata: White noise calculus and Fock space.
SLN Math. 1577 (1994).

1495 Bernt Oeksendal: Stochastic differential equations. Springer 1989.

26430 Bernt Oeksendal: An introduction to Malliavin calculus with applications
to economics. Internet 1997, 80p.

A. Papoulis: Probability, random variables, and stochastic processes.
McGraw-Hill 1991.

1496 Philip Protter: Stochastic integration and differential equations.
Springer 1990.

L. Rogers/D. Wiliams: Diffusions, Markov processes and martingales.
2 volumes. Wiley 1987.

19615 Walter Schachermayer/Josef Teichmann: Wie K. Ito den stochastischen
Kalkül revolutionierte. Int. Math. Nachr. 205 (2007), 11-22.

K. Sobczyk: Stochastic differential equations.
Kluwer 1991, 400p. Dfl. 240. With many applications in engineering and physics.

22138 Wilhelm Stannat: Stochastic partial differential equations -
Kolmogorov operators and invariant measures.
Jber. DMV 113 (2011), 81-109.

J. Sussmann: On the gap between deterministic and stochastic differential
equations. Ann. Prob. 6 (1978), 19-41.

29106 Mechthild Thalhammer: Stochastische partielle Differentialgleichungen.
Vorl. Univ. Innsbruck 2016, 230p. Useful.

1562 Heinrich von Weizsa''cker/Gerhard Winkler: Stochastic integrals.
Vieweg 1990.

26376 Wikipedia: Malliavin calculus. Internet 2015, 3p.