Elements of Stochastic Calculus and Analysis

This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical essay than a ''definition,lemma, theorem'' text. In addition, it includes several topics that are not usually treated elsewhere. For example,Wiener's theory of homogeneous chaos is discussed, Strato...