Huvudgrupp 1

• Bass, Richard F., Stochastic processes, Cambridge, Cambridge University Press, 2011Obligatorisk*
• Revuz, Daniel; Yor, Marc, Continuous martingales and Brownian motion, 3. ed., Berlin, Springer, cop. 1999
• Rogers, L. C. G.; Williams, D., Diffusions, Markov processes and martingales: vol.1 Foundations, 2 ed., Cambridge, Cambridge University Press, 2000
• Rogers, L. C. G.; Williams, D., Diffusions, Markov processes and Martingales.: Vol. 2 Ito calculus, 2 ed., Cambridge, Cambridge University Press, 2000
• Kallenberg, Olav, Foundations of modern probability, 2. ed., New York, Springer, cop. 2002
• Liptser, Robert Ševilevič; Širjaev, Alʹbert Nikolaevič, Statistics of random processes.: 1 General theory, 2., rev. and expanded ed., Berlin, Springer, cop. 2001

* Obligatorisk