Stochastic Calculus An Introduction Through Theory and Exercises

“This book is an excellent and quite complete course of stochastic calculus at the master's degree level. … The book includes plenty of exercises, all of them completely and extensively solved in the appendix. This aspect can be very useful for professors who plan to use the book for teaching. In summary, I find that this is an excellent and complete book on stochastic calculus for master's level students. I am going to use it in my future teaching activities.” (Josep Vives, Mathematical Reviews, November, 2018)

“The unique feature of this book is the vast amount of exercises and solutions (more than 200, according to the publisher), with detailed solutions — they are not just a one line hints. There are also many interesting detailed examples and discussions that elaborate on the theory. … In my opinion this is a great book for self-study, as the exercises and solutions are a goldmine.” (Peter Rabinovitch, MAA Reviews, May, 2018)