Bibliografia

Principal

  • Functional integration and partial differential equations: M. Freidlin 1985 Princeton Univ. Press
  • Dynamical Theories of Brownian motion: E. Nelson 1967 Princeton Univ. Press
  • Integrais de caminho: J. Rezende Notas, FCUL.
  • Functional Integration and Quantum Physics: B. Simon 1987 Acad. Press, New York.
  • Stochastic differential equations: B. Oksendal 1985 Universitext, Springer-Verlag
  • Mathematical theory of Feynman path integrals: S. Albeverio, H. Krohn. 1976 Lect. Notes in Mathem (523), Springer

Secundária

  • Introduction to Random Time and Quantum Randomness: K.L.Chung, J.C. Zambrini. 2003 Monographs of the Portuguese Mathematical Society, V. 1, World Scientific
  • Stochastic differential equations: theory and applications: A.Friedman 1975 Stochastic differential equations: theory and applications, vol 1, Acad. Press
  • Stochastic differential equations and diffusion processes: N. Ikeda, S.Watanabe 1981 North-Holland, (1 ed.)
  • Integration in function spaces and some of its applications: M. Kac 1980 Ac. Na. Lincei Scuola Normale Sup. Pisa