but there are better books out there on stochastic calculus

and Levy processes. The material covered is essentially a rewriting of existing mathematics. There are also minor math mistakes throughout. For example on page 197, the definition

of stochastic integration and the definition of random

measures on page 89 are consistent for defining stochastic

integration with respect to Brownian motion only if we

we assume Brownian motion is a function of finite variation which is not.

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