@book{Diffusion,
  title={Multidimensional Diffusion Processes},
  author={Stroock, D.W. and Varadhan, S.R.S.},
  isbn={9783540903536},
  lccn={96027093},
  series={Grundlehren der mathematischen Wissenschaften},
  url={https://books.google.ca/books?id=DuDsmoyqCy4C},
  year={1997},
  publisher={Springer Berlin Heidelberg}
}

@book{Baudoin,
  title={Diffusion Processes and Stochastic Calculus},
  author={Baudoin, F.},
  isbn={9783037191330},
  lccn={2014395958},
  series={EMS textbooks in mathematics},
  url={https://books.google.ca/books?id=ov4kcKkzTP4C},
  year={2014},
  publisher={European Mathematical Society}
}

@book{Lang,
  title={Differential and Riemannian manifolds},
  author={Lang, Serge},
  year={2012},
  publisher={Springer Science \& Business Media}
}

@article{Rogers,
  title={Book review: Diffusions, markov processes. and martingales, volume 2, it6 calculus},
  author={Rogers, LCG and Williams, David},
  journal={Stochastics: An International Journal of Probability and Stochastic Processes},
  volume={27},
  number={1},
  pages={59--63},
  year={1989},
  publisher={Taylor \& Francis}
}