Voir la notice de l'article provenant de la source Math-Net.Ru
[1] Shiryaev A. N., Ior M., “K voprosu o stokhasticheskikh integralnykh predstavleniyakh funktsionalov ot brounovskogo dvizheniya. I”, Teoriya veroyatn. i ee primen., 48:2 (2003), 375–385 | MR | Zbl
[2] Graversen S. E., Shiryaev A. N., Ior M., “K voprosu o stokhasticheskikh integralnykh predstavleniyakh funktsionalov ot brounovskogo dvizheniya. II”, Teoriya veroyatn. i ee primen., 51:1 (2006), 64–77 | MR
[3] Shiryaev A. N., Zadachi po teorii veroyatnostei, MTsNMO, M., 2006, 416 pp.
[4] Bulinskii A. V., Shiryaev A. N., Teoriya sluchainykh protsessov, Fizmatlit, M., 2003, 400 pp.
[5] Sedletskii A. M., Klassy analiticheskikh preobrazovanii Fure i eksponentsialnye approksimatsii, Fizmatlit, M., 2005, 504 pp.
[6] Kuo H.-H., Introduction to Stochastic Integration, Springer, New York, 2006, 278 pp. | MR
[7] Privault N., Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales, Lecture Notes in Math., 1982, Springer, 2009, 300 pp. | MR | Zbl