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<ref name="Cam">{{en}}{{cite book | title=''Brownian Motion'' | publisher=Cambridge University Press Cambridge Series in Statistical and Probabilistic Mathematics | author=Peter Mörters, Yuval Peres | year=2010 | isbn=9780521760188}}</ref> |
<ref name="Cam">{{en}}{{cite book | title=''Brownian Motion'' | publisher=Cambridge University Press Cambridge Series in Statistical and Probabilistic Mathematics | author=Peter Mörters, Yuval Peres | year=2010 | isbn=9780521760188}}</ref> |
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<ref name="Pasc">{{en}}{{cite book | title=''PDE and Martingale Methods in Option Pricing'' | publisher=Springer | author=Pascucci, Andrea | year=2011 | location=Berlin | isbn=978-8847017801}}</ref> |
<ref name="Pasc">{{en}}{{cite book | title=''PDE and Martingale Methods in Option Pricing'' | publisher=Springer | author=Pascucci, Andrea | year=2011 | location=Berlin | isbn=978-8847017801}}</ref> |
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<ref name="Karatzas">{{en}}{{cite book|last=Karatzas|first=Ioannis|last2=Shreve|first2=Steven|year=1991|title=Brownian Motion and Stochastic Calculus|publisher=Springer|edition=2nd|isbn=0-387-97655-8}}</ref> |
<ref name="Karatzas">{{en}}{{cite book|last=Karatzas|first=Ioannis|last2=Shreve|first2=Steven|year=1991|title=Brownian Motion and Stochastic Calculus|publisher=Springer|edition=2nd|isbn=0-387-97655-8}}</ref> |
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