I studied mathematical biology for my applied mathematics major and now I am studying about financial engineering. I have little knowledge about Lyapunov stability in finite dimensions for non-stochastic cases and stochastic differential equations. I believe that I can somehow adapt the Lotka-Volterra equations or the SIR model in financial field. However, the topic of interest always include randomness in their differential equations and sometimes in bad case scenario, an analytical solution cannot be found. So, to build my knowledge I would like get some suggestions for related readings. Since I do not have strong background about pure mathematics, I prefer readings that are easy to understand if possible.
Thank you