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It is written by well-known scientists and contributors in stochastic calculus and its applications. It is remarkable to see that the book is dedicated to the memory of the late Professor Gopinath Kallianpur (1925--2015).  Based on measure-theoretic probability, the authors have written a comprehensive course  on stochastic calculus. Let us list the chapter names (some key words and/or phrases are given in brackets):    1. Discrete parameter martingales (filtration, Doob's maximal inequality).   2. Continuous-time processes (martingales and stopping times).   3. The It\u00f4's Integral (Brownian motion, quadratic variation,  multidimensional It\u00f4's integral).   4. Stochastic Integration  (quadratic variation, stochastic integrators).   5. Semimartingales (semimartingales, Dellacherie-Meyer-Mokobodzky-Bichteler theorem)   6. Pathwise formula for the stochastic integral (stochastic integral).    7. Continuous semimartingales (random time change, weak solution of SDE).   8. Predictable increasing processes (predictable stopping time, Doob-Meyer decomposition).   9. The Davis inequality (Burkholder-Davis-Gundy inequality, sigma-martingale).   10. Integral representation of martingales (multidimensional semimartingale, integral representation, connection to mathematical finance).   11. Dominating process of a semimartingale (optimization result, Metivier-Pellamail inequality, Emery topology).    12. SDE Driven by r.c.l.l. semimartingales (right-continuous, left-hand-limit, stochastic differential equation, Euler-Peano approximation).    13. Girsanov theorem (Cameron-Martin formula, Girsanov theorem, Girsanov-Meyer theorem).  There is a Bibliography and Index.   The material included into this book is well chosen and well organized. Precise definitions are given to all notions followed by a series of important results (theorems, lemmas, corollaries). Complete proofs are provided for almost all statements. The style is compact and clear. The presentation is well complemented by a large number of useful remarks and exercises.   Graduate students  attending university courses in modern probability theory and its applications     can benefit a lot from working with this book. 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