Stochastic integration and differential equations. Protter, P. E. Springer-Verlag, 2nd edition, 2004.
bibtex   
@book{MR2020294,
	Author = {Protter, Philip E.},
	Date-Added = {2011-01-25 12:44:42 -0600},
	Date-Modified = {2014-10-23 13:39:40 +0000},
	Edition = {2nd},
	Isbn = {3-540-00313-4},
	Keywords = {C{\'a}lculo estoc{\'a}stico},
	Mrclass = {60-02 (60G44 60H05 60H10 60H20)},
	Mrnumber = {2020294},
	Mrreviewer = {Evelyn Buckwar},
	Pages = {xiv+415},
	Publisher = {Springer-Verlag},
	Title = {Stochastic integration and differential equations},
	Year = {2004},
	Bdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=2020294}}

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