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MR1800858 (2001k:60001b) 60-02 (60G35 62-02 62L10 62Mxx 93Exx)
Liptser, Robert S.; Shiryaev, Albert N. Statistics of random processes. II. Applications. Translated from the 1974 Russian original by A. B. Aries. Second, revised and expanded edition. Applications of Mathematics (New York), 6. Stochastic Modelling and Applied Probability. Springer-Verlag, Berlin, 2001. xvi+402 pp. ISBN: 3-540-63928-4
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