Retinoic acid Protocol can produce a good differentiation. Nevertheless, without BDNF the neurons can return easily to undifferentiated state in a couple of weeks. You can have a starting look, among many others at :
Encinas M., Iglesias M., Liu Y., Wang H., Muhaisen A., Cena
V., Gallego C., Comella J. X. (2000): Sequential treatment of
SH-SY5Y cells with retinoic acid and brain-derived neurotrophic
factor gives rise to fully differentiated, neurotrophic
factor-dependent, human neuron-like cells. J. Neurochem.