Literatur |
H.-H. Kuo. Introduction to Stochastic Integration. Springer, 2006.
V. Mackevičius. Introduction to Stochastic Analysis. Integrals and Differential Equations. ISTE/Wiley, London, 2011.
I. Karatzas and S. Shreve. Brownian Motion and Stochastic Calculus, volume 113 of Graduate Texts in Mathematics. Springer, second edition, 1991.
D. Applebaum, Lévy Processes and Stochastic Calculus, Cambridge University Press, second edition, 2009 |