Kiyosi

Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 47)

By Ito, Kiyosi

Diffusion Processes and their Sample Paths: Reprint of the 1974 Edition (Classics in Mathematics)

By Ito, Kiyosi, McKean, Henry P. Jr.