Stochastic Integration and Differential Equations (2nd ed.)

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 on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though