Ikeda, N., S. Watanabe: Stochastic Differential Equations and Diffusion Processes. North Holland Publ. Co., Amsterdam — Oxford — New York 1981, 480 S., Dfl. 175Biometrical JournalVolume 28, Issue 4, page 510, 1986
http://onlinelibrary.wiley.com/doi/10.1002/bimj.4710280425/abstract
谢谢