The Stochastic Integral.
Processes with Finite Variation.
Processes with Finite Semivariation.
The Itô Formula.
Stochastic Integration in the Plane.
Two-Parameter Processes with Finite Variation.
Two-Parameter Processes with Finite Semivariation.
"...it can be expected that...just like the author's 1967 volume, this book will stimulate further research on vector stochastic integration and can serve as a graduate-level reference work." (Mathematical Reviews Issue 2001h)
"Dense, detailed, comprehensive introduction. Contains...material only found before in journals..." (American Mathematical Monthly, March 2002)
“…a highly technical book.” (The Mathematical Gazette, March 2002)
"The author of this important and interesting book is a well-known specialist on vector measures." (Zentralblatt Math, Vol.974, No. 24 2001)