参考文献
[1]Bauer,H.,PROBABILITY THEORY AND ELEMENTS OF MEASURE THEORY,Academic Press,1981
[2]Billingsley,P.,PROBABILITY AND MEASURE,John Wiley & Sons,1986
[3]Chung,K.L.,A COURSE IN PROBABILITY THEORY,Academic Press,New York,1974
[4]Chung,K.L.,Williams,R.J.,INTRODUCTION TO STOCHASTIC INTEGRATION,Birkh¨auser Boston,Inc.,1983
[5]Doob,J.L.,STOCHASTIC PROCESSES,Wiley,New York,1953
[6]Durrett,R.,BROWNIAN MOTION AND MARTINGALE IN ANALYSIS,Wadsworth Inc.,1985
[7]Dynkin,E.B.,THEORY OF MARKOV PROCESSES,Prentice-Hall,Inc.,Englewood Cliあ-s,New Jersey,1961
[8]Feller,W.,AN INTRODUCTION TO PROBABILITY THEORY AND ITS APPLICATIONS,Vol.1(1959),2(1970),Wiley & Son
[9]Halmos,P.R.,MEASURE THEORY,Springer-Verlag,1974
[10]Ikeda,N.,Watanabe,S.,STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSION PROCESSES,North-Holland,1981
[11]
,K.,Mckean Jr.,H.P.,DIFFUSION PROCESSES AND THEIR SAMPLE PATHS,Sringer-Verlag,1965
[12]Novikov,A.A.,On moment inequalities and identities for stochastic integrals,Proc.second Japan-USSR Symp.Prob.Theor.,Lecture Notes in Math.,330,333-339,Springer-Verlag,Berlin 1973
[13]Parthasarathy,K.R.,PROBABILITY MEASURES ON METRIC SPACES,Academic Press,New York,1967
[14]Revuz,D.,Yor,M.,CONTINUOUS MARTINGALES AND BROWNIAN MOTION,Springer,1991
[15]Wiener,N.,Diあerential space,J.Math.Phys.2,132-174(1924)
[16]Yan,J.A.,Crit`eres d’int´egrabilit´e uniforme des martingales exponentielles,Acta.Math.Sinica 23,311-318(1980)
[17]Yosida,K.,FUNCTIONAL ANALYSIS,Springer-Verlag,1980
[18]王梓坤,随机过程通论,1,2,北京师范大学出版社,1996
[19]汪嘉冈,现代概率论基础,复旦大学出版社,1988
[20]李漳南,吴荣,随机过程教程,高等教育出版社,1987
[21]严加安,测度论讲义,科学出版社,1998
[22]何声武,汪嘉冈,严加安,半鞅与随机分析,科学出版社,1995
[23]应坚刚,金蒙伟,随机过程基础,复旦大学出版社,2005