I am familiar with stochastic differential equations, and am aware of references for this topic (e.g. Oskendal).
Similarly, I am familiar with stochastic processes and time series.
What I am looking for is a text analogous to Oskendal for stochastic differential equations, which deals with stochastic difference equations.
I have found several good articles, in particular the work of Sebastian Schreiber, which deal with pieces of what I’m looking for, but not one definitive text giving a comprehensive overview of the topic.
In summary I am looking for a text which is a comprehensive introduction to stochastic difference equations.