Bibliografia

Principal

• B. Oksendal (2003) Stochastic Differential Equations Springer
• J. Guerra (2016) _J. Guerra, Lecture Notes on Stochastic Calculus ISEG

Secundária

• _I. Karatzas and S. E. Shreve (1991) Brownian Motion and Stochastic Calculus Second Edition, Springer
• L. C. Evans (2013) An Introduction to Stochastic Differential Equations American Mathematical Society
• P. E. Kloeden and E. Platen (1992) Numerical Solution of Stochastic Differential Equations Springer
• Steven Shreve (2004) Stochastic Calculus for Finance II: Continuous-Time Models Springer
• F. Klebaner (2012) Introduction to Stochastic Calculus with Applications, Imperial College Press
• T. Björk (2009) Arbitrage Theory in Continuous Time 3rd Edition, Oxford University Press
• D. Nualart (2011) Lecture notes on Stochastic Calculus Kansas University