Cálculo Estocástico (2 º Sem 2020/2021)
Bibliografia
Principal
- Guerra, J., Lecture notes on stochastic calculus, 1, 2016
- Nualart, D., Stochastic calculus (lecture notes), 2, 2010
- Evans, L.C., An Introduction to Stochastic Differential Equations , ISBN 978-1-4704-1054-4, 2013