確率解析の教科書から [1] Ikeda, N., and Watanabe, S., Stochastic Differential Equations and Diffusion Processes, North-Holand/Kodansha, 1989 / [2] McKean, H.P., Stochastic Integrals, Academic Press, New York, 1969 / [3] Revuz, D., and Yor M., Continuous Martingales and Brownian Motion, 2nd Edition, Springer-Verlag, 1994 / [4] Rogers, L.C.G., and Williams, D., Diffusion, Markov processes, and martimgales vol. 1, 2, Wiley, New York, 1987 / [5] Stroock, D.W., and Varadhan, S.R.S., Multidimensional diffusion processes, Springer-Verlag, 1979 / [6] 国田寛, 確率過程の推定, 産業図書, 1976 / [7] 渡辺信三, 確率微分方程式, 産業図書, 1975