What is an alternative book to oksendal's stochastic differential equation: An introduction?

Question

What is an alternative book to oksendal's stochastic differential equation: An introduction?

But also An alternative that is over 300 pages and at the same level?

Some professor refer that book as a bible for finance.

Answer 1

I like "Brownian Motion Calculus" by Ubbo F. Wiersema (2008). I found it more approachable than other books I've seen. But it depends on your level of mathematical sophistication (I'm a mathematical hick).

Answer 2

I like the book Brownian Motion - An Introduction to Stochastic Processes by René Schilling & Lothar Partzsch pretty much. It does not only cover stochastic differential equations (in particular, several possibilites are presented how to solve SDEs, e.g. by transforming them into linear SDEs), but also contains a very interesting and detailed exposition on Brownian motion. The book has more than 300 pages, but most of the chapters can be read independently. Moreover, there is a solution manual on the web with full solutions to all exercises.