References

Doob, J.L., 1953. Stochastic Processes. Wiley, New York, pp: 107-118.

Ito, K. and H.P. McKean, 1965. Diffusion Processes and their Sample Paths. Springer-Verlag, Berlin, New York, pp: 306-312.

Karatzas, I. and S.E. Shreve, 1988. Brownian Motion and Stochastic Calculus. Springer-Verlag, New York.

Levy, P., 1965. Processus Stochastiques et Mouvement Brownien. Gautheir Villars, Paris.

McKean, H.P., 1969. Stochastic Integrals. Academic Press, New York, London.