FURTHER READING
The material in this chapter can be explored further in several of the references at the end of Chapter 3. Some specific topics can be found in the following references. Stochastic calculus: Gardner (1990), Larson and Shubert (1979), Parzen (1962), and Stark and Woods (2002). Doob–Meyer decomposition: Doob (1953) and Larson and Shubert (1979). Karhunen–Loève expansion: Helstrom (1995), Ludeman (2003), Schonhoff and Giordana (2006), and Van Trees (1968).
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