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Brownian motion and stochastic calculus. 2nd ed. (English) Zbl 0734.60060
Graduate Texts in Mathematics, 113. New York etc.: Springer-Verlag. xxiii, 470 p. DM 68.00/pbk (1991).
The book under review is an almost unchanged softcover edition of the first (hardcover) edition of 1988 (Zbl 0638.60065). The bibliography has been updated.

MSC:
60Hxx Stochastic analysis
60J65 Brownian motion
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60J55 Local time and additive functionals
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