References
Theory of Probability and Stochastic Processes
D. Applebaum. Lévy Processes and Stochastic Calculus. Cambridge University Press, 2009.
K.B. Athreya and S.N. Lahiri. Measure Theory and Probability Theory. Springer Texts in Statistics. Springer-Verlag, 2006.
Z. Brzeźniak and T. Zastawniak. Basic Stochastic Processes: A Course Through Exercices. Springer-Verlag, 1999.
M. Capinski and P.E. Kopp. Measure, Integral and Probability. Springer Undergraduate Mathematics Series. Springer-Verlag, 2004.
R. Cont and P. Tankov. Financial Modelling with Jump Processes. Chapman & Hall/CRC Financial Mathematics Series. Taylor & Francis, 2004.
W. Feller. An Introduction to Probability Theory and Its Applications, volume 1. John Wiley & Sons, 1971a.
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