Bibliografia

  • C.W.Gardiner, Handbook of stochastic methods, Springer
  • H. Risken, The Fokker-Planck equation, Springer-Verlag
  • N.G. van Kampen, Stochastic processes in physics and chemistry, North-Holland Personal Library
  • G. Boffetta, A. Vulpiani, Probabilità in fisica, Springer
  • A.N.Shiryaev, Probability, Springer
  • S. Karlin, H.M. Taylor, "A second course in stochastic processes", Academic Press (1981)
  • L. Arnold, Stochastic Differential Equations: Theory and Applications, Krieger (per una trattazione piu' matematica delle eq. diff. stocastiche)

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