Customer Reviews

Stochastic Integration and Differential Equations

5 star:		(1)
4 star:		(0)
3 star:		(0)
2 star:		(0)
1 star:		(1)

 

 

This book covers EXACTLY what the title promises. The approach to stochastic integration is a bit different from other books I have read, but very intuitive, general and understandable.
The proofs of the theorems are generally quite easy to understand, but do not lack rigor at all - quite the opposite.
The prerequisites in probability theory are quite modest, however some understanding of measure theory (at least on an intuitive level) is helpful. Some knowledge of stochastic processes (such as maertingales...) also facilitates the reading of the book.

Overall, it is quite amazing how Prof. Protter manages to explain deep subjects rigorously, yet very understandably!

The book contains a "normal" amount of typos, but almost all are harmless - they do not affect the understanding at all.
The only draw-back to the serious researcher might be the large number of French language references.

This review is about the material quality of the printing in the copy I received. This is not about the content.

I have access to a copy of this second edition (third corrected printing, 2005) in my office. It is the usual Springer high quality hardcover: it has a matte cover with texture, beautifully bound; the paper inside is high-quality, very soft and slightly off-white; and the printing of the text is very sharp. The version I received from Amazon claimed to be exactly the same, but was very different:
- The hardcover was shiny, did not have texture, and had a natural tendency to bend strongly outwards;
- The paper inside is whiter, horribly white;
- The text printing looks like a photocopy of the original.
It looks and feels like a cheap knock-off photocopy done in a backyard. They didn't even bother changing the information about the printing including the 'Printed in Germany' and 'Printed on acid-free paper'.

When I pay a lot of money for a hardcover edition I want the real thing, not a cheap knock-off. I returned mine.