Bibliografia

Principal

• An introduction to stochastic differential equations: L.C. Evans 2013 American Math. Society
• Diffusions and elliptic operators: R.F. Bass 1998 Springer, Probab. and its Applications.
• Brownian motion and Stochastic Calculus: I. Karatzas and S.E. Shreve 1988 Springer, Graduate Texts in Mathematics

Secundária

• Functional integration and partial differential equations: M. Freidlin 1985 Princeton Univ. Press
• Stochastic differential equations and applications, : A. Friedman 1975 Academic Press
• Stochastic Differential Equations : Bernt Oksendal 2003 Springer Universitext