K. Itô. Stochastic AnalysisProceedings of the Taniguchi International Symposium on Stochastic Analysis, volume 32 of North-Holland Mathematical Library, Elsevier, (1984)
L. Rogers, and D. Williams. Cambridge Mathematical Library Cambridge University Press, Cambridge, (2000)Foundations,
Reprint of the second (1994) edition.
L. Rogers, and D. Williams. Cambridge Mathematical Library Cambridge University Press, Cambridge, (2000)Itô calculus,
Reprint of the second (1994) edition.