Introduction to stochastic integration. Chung, K. L. & Williams, R. J. Birkhäuser Boston Inc., Boston, MA, Second edition, 1990.
bibtex   
@book{MR1102676,
	Address = {Boston, MA},
	Author = {Chung, K. L. and Williams, R. J.},
	Date-Added = {2011-01-25 12:49:13 -0600},
	Date-Modified = {2011-01-25 12:49:18 -0600},
	Edition = {Second},
	Isbn = {0-8176-3386-3},
	Keywords = {C{\'a}lculo estoc{\'a}stico},
	Mrclass = {60H05},
	Mrnumber = {1102676 (92d:60057)},
	Pages = {xvi+276},
	Publisher = {Birkh{\"a}user Boston Inc.},
	Series = {Probability and its Applications},
	Title = {Introduction to stochastic integration},
	Year = {1990},
	Bdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=1102676}}

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