@book(Arnold,
 author       = "Ludwig Arnold",
 year         = "1974",
 title        = "Stochastic differential equations: theory and applications",
 publisher    = "Wiley-Interscience [John Wiley \& Sons]",
 address      = "New York",
 note         = "Translated from the German",
)
@incollection(buj06,
 author       = "Manuela L. Bujorianu and John Lygeros",
 year         = "2006",
 title        = "Toward a general theory of stochastic hybrid systems",
 booktitle    = "Stochastic hybrid systems",
 series       = "Lecture Notes in Control and Inform. Sci.",
 volume       = "337",
 publisher    = "Springer",
 address      = "Berlin",
 pages        = "3--30",
 doi          = "10.1007/11587392\_1",
)
@article(ein05,
 author       = "A Einstein",
 year         = "1905",
 title        = "{\"U}ber die von der molekularkinetischen Theorie der W{\"a}rme geforderte Bewegung von in ruhenden Fl{\"u}ssigkeiten suspendierten Teilchen",
 journal      = "Annalen der Physik",
 volume       = "17",
 number       = "8",
 pages        = "549--560",
 doi          = "10.1002/andp.19053220806",
)
@book(fil88,
 author       = "A. F. Filippov",
 year         = "1988",
 title        = "Differential equations with discontinuous righthand sides",
 series       = "Mathematics and its Applications (Soviet Series)",
 volume       = "18",
 publisher    = "Kluwer Academic Publishers Group",
 address      = "Dordrecht",
 note         = "Translated from the Russian",
)
@article(DesHig,
 author       = "Desmond J. Higham",
 year         = "2001",
 title        = "An algorithmic introduction to numerical simulation of stochastic differential equations",
 journal      = "SIAM Rev.",
 volume       = "43",
 number       = "3",
 pages        = "525--546 (electronic)",
 doi          = "10.1137/S0036144500378302",
)
@article(JohnLygeros,
 author       = "Jianghai Hu and John Lygeros and Shankar Sastry",
 year         = "2000",
 title        = "Towards a Theory of Stochastic Hybrid Systems",
 journal      = "N. Lynch and B. Krogh (Eds.): HSCC 2000, LNCS 1790",
 pages        = "160--173",
)
@article(ito51,
 author       = "Kiyosi Ito",
 year         = "1951",
 title        = "On stochastic differential equations",
 journal      = "Mem. Amer. Math. Soc.",
 volume       = "1951",
 number       = "4",
 pages        = "51",
)
@book(kha12,
 author       = "Rafail Khasminskii",
 year         = "2012",
 title        = "Stochastic stability of differential equations",
 edition      = "second",
 series       = "Stochastic Modelling and Applied Probability",
 volume       = "66",
 publisher    = "Springer",
 address      = "Heidelberg",
 doi          = "10.1007/978-3-642-23280-0",
 note         = "With contributions by G. N. Milstein and M. B. Nevelson",
)
@book(klo92,
 author       = "Peter E. Kloeden and Eckhard Platen",
 year         = "1992",
 title        = "Numerical solution of stochastic differential equations",
 series       = "Applications of Mathematics (New York)",
 volume       = "23",
 publisher    = "Springer-Verlag",
 address      = "Berlin",
 doi          = "10.1007/978-3-662-12616-5",
)
@book(kus71,
 author       = "Harold Kushner",
 year         = "1971",
 title        = "Introduction to stochastic control",
 publisher    = "Holt",
 address      = "Rinehart and Winston, Inc., New York",
)
@book(kus67,
 author       = "Harold J. Kushner",
 year         = "1967",
 title        = "Stochastic stability and control",
 series       = "Mathematics in Science and Engineering, Vol. 33",
 publisher    = "Academic Press",
 address      = "New York",
)
@article(bri08,
 author       = "C. Le Bris and P.-L. Lions",
 year         = "2008",
 title        = "Existence and uniqueness of solutions to {F}okker-{P}lanck type equations with irregular coefficients",
 journal      = "Comm. Partial Differential Equations",
 volume       = "33",
 number       = "7-9",
 pages        = "1272--1317",
 doi          = "10.1080/03605300801970952",
)
@book(mao06,
 author       = "Xuerong Mao and Chenggui Yuan",
 year         = "2006",
 title        = "Stochastic differential equations with {M}arkovian switching",
 publisher    = "Imperial College Press",
 address      = "London",
 doi          = "10.1142/p473",
)
@article(may,
 author       = "Gisir{\=o} Maruyama",
 year         = "1955",
 title        = "Continuous {M}arkov processes and stochastic equations",
 journal      = "Rend. Circ. Mat. Palermo (2)",
 volume       = "4",
 pages        = "48--90",
 doi          = "10.1007/BF02846028",
)
@book(oks03,
 author       = "Bernt {\O }ksendal",
 year         = "2003",
 title        = "Stochastic differential equations",
 edition      = "sixth",
 series       = "Universitext",
 publisher    = "Springer-Verlag",
 address      = "Berlin",
 doi          = "10.1007/978-3-642-14394-6",
 note         = "An introduction with applications",
)
@book(Fokker,
 author       = "H. Risken",
 year         = "1989",
 title        = "The {F}okker-{P}lanck equation",
 edition      = "second",
 series       = "Springer Series in Synergetics",
 volume       = "18",
 publisher    = "Springer-Verlag",
 address      = "Berlin",
 doi          = "10.1007/978-3-642-61544-3",
 note         = "Methods of solution and applications",
)
@article(str66,
 author       = "R. L. Stratonovich",
 year         = "1966",
 title        = "A new representation for stochastic integrals and equations",
 journal      = "SIAM J. Control",
 volume       = "4",
 pages        = "362--371",
 doi          = "10.1137/0304028",
)