1. Durrent R, Probability: Theory and Examples (CA: Wadsworth and Brooks — Cole, Pacific Grove) (1991)
2. Karatzas I and Shreve S, Brownian Motion and Stochastic Calculus, second edition (GTM, Springer-Verlag) (1991)
3. McKean H P, Stochastic Integrals (New York: Academic Press) (1969)
4. Rudin W, Real and Complex Analysis, third edition (New York: McGraw Hill) (1984)
5. Shannon C, A Mathematical Theory of Communication, Bell Systems Technical J. 23 (1948) 379–423, 623–659