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“ProcesosMathBookFC” — 2012/2/2 — 10:58 — page 316 — #322
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316 Bibliograf´ ıa

[10] Gard T. C., Introduction to stochastic differential equations,
Marcel Dekker, 1988.

[11] Grimmett G. R. y Stirzaker D. R., Probability and random pro-
cesses,Clarendon Press, Oxford, 1982.

[12] Gut A., Probability: a graduate course,Springer, 2005.

[13] Higham D. J., An algorithmic introduction to numerical simu-
lation of stochastic differential equations,SIAM Review Vol.43,
N´um. 3, pp. 525-546, 2001.

[14] Hoel P. G., Port S. C. y Stone C. J., Introduction to stochastic
processes,Hougthon Mifflin Company, 1972.

[15] Jones P. W. y Smith P., Stochastic processes: an introduction,
Arnold, 2001.

[16] Jordan D. W. y Smith P., Mathematical techniques,Oxford Uni-
versity Press, 1997.
[17] Karlin S. y Taylor H. M., Afirst course in stochastic processes,
Academic Press, 1975.

[18] Klebaner F. C., Introduction to stochastic calculus with applica-
tions,Imperial College Press, 1998.
[19] Kloeden P. E. y Platen E., Numerical solution of stochastic dif-
ferential equations,Springer–Verlag, 1999.

[20] Kuo H., Introduction to stochastic integration,Springer, 2006.

[21] Lawler G. F., Introduction to stochastic processes,Chapman &
Hall / CRC, 2006.

[22] Lawler G. F., Random walk and the heat equation,Student
Mathematical Library, Vol. 55, AMS, 2010.

[23] Nelson E., Dynamical theories of Brownian motion,Princeton
University Press, 1967.

[24] Norris J., Markov chains,Cambridge University Press, 1997.

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