Bibliografia

Principal

  • Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates: E. Baaquie 2004 Cambridge Univ. Press
  • An introduction to stochastic differential equations: C. Evans 2013 Version 1.2, UC Berkeley
  • Introduction to Random Time and Quantum Randomness: K.L.Chung, J.C. Zambrini. 2003 Monographs of the Portuguese Mathematical Society, V. 1, World Scientific
  • Quantum Physics: A. Jaffe Glimm 1987 Springer
  • Probability and stochastic processes with applications: Oliver Knill 2009 Overseas Press
  • Aspects of the connections between path integrals, quantum field theory, topology and geometry: JC Mourão 2003 Proceedings of the XII Fall Workshop on Geometry and Physics, Coimbra
  • Stochastic differential equations, An introduction with applications: B. Oksendal 2003 Springer
  • Stochastic processes and applications. Diffusion processes, the Fokker- Planck and Langevin equations: G.A. Pavliotis 2014 Springer
  • Feynman diagrams for pedestrians and mathematicians: M. Polyak 2004 arXiv:0406251
  • From Perturbative to Constructive Renormalization: V. Rivasseau 2014 Princeton Univ Press
  • Probability with Martingales: D. Williams 1991 Cambridge Univ. Press
  • Measures on infinite dimensional spaces: Y. Yamasaki 1985 World Scientific

Secundária

  • A Manifestly gauge invariant approach to quantum theories of gauge fields: A. Ashtekar, J. Lewandowski, D. Marolf, J. Mourão and T. Thiemann 1994 Cambridge, Proceedings, Geometry of constrained dynamical systems, pp. 60-86
  • One-Parameter Semigroups for Linear Evolution Equations: K.-J. Engel and R. Nagel 1999 Springer
  • Probability theory: P. Gonçalves 2016 IST
  • Norm convergence of the Lie--Trotter-Kato product formula and imaginary time path integral,: T. Ichinose 2001 J. Korean Math. Soc. 38, 337
  • Monte Carlo Methods in Finance: P. Jaeckel 2002 John Wiley
  • Notes on probability: G. Lawler 2016 University of Chicago
  • Path integral quantization and stochastic quantization: M. Masujima 2009 Springer
  • Path integrals in quantum mechanics: B. Mckay 2001 Utah Math Department
  • Feynman’s Path Integral Formulation: H. Murayama 2001 Berkeley 221A Lecture Notes
  • Path integral approach to quantum physic: G. Roepstorff 1994 Springer
  • Brownian motion. An introduction to stochastic processes: R. Schilling, L. Partzsch 2012 Gruyter
  • Advanced Probability II or Almost None of Stochastic Processe: C. Shalizi 2006 Springer