Recommended Reading: R-Rated
- Stochastic Differential Equations: An Introduction with Applications (6th edition) by B. Oksendal
- Brownian Motion by P. Morters and Y. Peres
Recommended Reading: X-Rated
- Continuous Martingales and Brownian Motion by D. Revuz and M. Yor
- Brownian Motion and Stochastic Calculus by I. Karatzas and S. Shreve
I was wondering what R-rated and X-rated mean here? I only know a little that they are normally used for film ratings. But I suspect the reference books are rated according to their rigorousness and/or difficulty?