Referencias

Arnold, Ludwig. 1974. Stochastic Differential Equations: Theory and Applications. New York, NY: John Wiley & Sons.

Asmussen, Søren. 2003. “Applied Probability and Queues.” In, 2nd ed., 51:39–59. Stochastic Modelling and Applied Probability. New York, NY: Springer-Verlag. https://doi.org/10.1007/0-387-21525-5_2.

Karatzas, Ioannis, and Steven E. Shreve. 1998. Brownian Motion and Stochastic Calculus. 2nd ed. Vol. 113. Graduate Texts in Mathematics. New York, NY: Springer-Verlag. https://doi.org/10.1007/978-1-4612-0949-2.

Karlin, Samuel, and Howard M. Taylor. 1998. An Introduction to Stochastic Modeling. 3rd ed. San Diego, CA: Academic Press.

Kloeden, Peter E., and Eckhard Platen. 1992. Numerical Solution of Stochastic Differential Equations. Vol. 23. Stochastic Modelling and Applied Probability. Berlin, Heidelberg: Springer-Verlag.

Platen, Eckhard, and Nicola Bruti-Liberati. 2010. Numerical Solution of Stochastic Differential Equations with Jumps in Finance. Vol. 64. Stochastic Modelling and Applied Probability. Berlin, Heidelberg: Springer-Verlag. https://doi.org/10.1007/978-3-642-13694-8.

Ross, Sheldon M. 1996. Stochastic Processes. 2nd ed. New York, NY: Wiley.

Yin, G. George, and Chao Zhu. 2010. Hybrid Switching Diffusions: Properties and Applications. Vol. 63. Stochastic Modelling and Applied Probability. New York, NY: Springer. https://doi.org/10.1007/978-1-4419-1105-6.