Stochastic Integration Theory (Oxford Graduate Texts in Mathematics)
"This monograph gives a comprehensive exposition of stochastic calculus and can be used as a textbook for graduate students with a good knowledge of measure-theoretic probability and mathematical analysis...Although the material presented in this book can be found in other monographs on the subject, it can of interest for a wide readership, mainly due to the plenty of clarifying examples and the very detailed proofs of the results."--Mathematical Reviews