1. Brémaud, P. 1981. Point processes and queues: Martingale dynamics. Berlin: Springer-Verlag.
2. Hall, P., and C.C. Heyde. 1980. Martingale limit theory and its applications. New York: Academic Press.
3. Kallianpur, G. 1980. Stochastic filtering theory. New York: Springer-Verlag.
4. Karr, A.F. 1986. Point processes and their statistical inference. New York: Marcel Dekker.
5. Lipster, R.S., and A.N. Shiryayev. 1978. Statistics of random processes, I and II. Berlin: Springer-Verlag.