Bibliografia

Principal

• T. Mikosch (1998.) Elementary Stochastic Calculus with Finance in view World Scientific
• B. Oksendal (1998.) Stochastic Differential Equations Springer
• I. Karatzas and S. E. Shreve (1991.) Brownian Motion and Stochastic Calculus 2nd edition, Springer

Secundária

• D. Revuz and M. Yor (1999.) Continuous martingales and Brownian motion Third Edition, Springer
• P. E. Kloeden and E. Platen (1992.) Numerical Solution of Stochastic Differential Equations Springer