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It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applica

Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory

This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamen

The idea of this book began with an invitation to give a course at the Third Chilean Winter School in Probability and Statistics, at Santiago de Chile, in July,