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}}