Stochastic Numerics for Mathematical Physics

Numerical Analysis of Stochastic Functional Differential Equations: Longtime Asymptotics and Probabilistic Characteristics (Lecture Notes in Mathematics, 2399)

Stochastic Calculus for Finance (Mastering Mathematical Finance)

Stochastic Interest Rates (Mastering Mathematical Finance)

Probability and Stochastics: 261 (Graduate Texts in Mathematics, 261)