Highly recommend this book to everyone who started to study stochastic processes and SDE! This book gives better understanding and intuition of the subject than more advanced Karatzas & Shreve. I enjoyed to read this book very much also because the author always referees you to the necessary formula/theorem/definition that was previously given in the text. So, there is no need to search all over the book trying to guess why the author made a current step.

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