参考文献

• Wikipedia: Stochastic Processes, Adapted Stochastic Process
• [1] Steven E. Shreve, Stochastic Calculus for Finance II: Continuous Time Models, Springer, 2004.
• [2] Michael Kozdron, Introduction to Stochastic Processes Notes, Stats 862, University of Regina, 2006.
• [3] Introduction to Stochastic Differential Equations, Harvard, 2007.
• [4] Maria Sandsten, Differentiation of stationary stochastic processes, 2020.
• [5] George Lowther, Continuous Processes with Independent Increments
• [6] John C. Hull, Options, Futures, and Other Derivatives, Pearson, 2018.