Chapter 1[]
page 17 One reads:
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A transition function has not been defined, but the definition could be guessed as the minimum requirements needed for the definition of to make sense. See https://en.wikipedia.org/wiki/Markov_kernel
page 17 One reads
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It should be instead of on the right hand side of the display.
page 18 One reads
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Instead of it should be .
page 19 one reads:
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It should be a non-increasing sequence instead.
page 26 - 27 One reads
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It should be $\theta(t) \eta(t) - \int_s^t\theta(u)\, d \eta(u)$ those are two typos in the above pages
page 33 One reads
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It should be by (3.13) instead of (3.12)
page 37 - One reads:
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But it should be $P(\sup \{|x(t_2) - x(t_1)| > \delta (...) \}$
Chapter 6[]
page 157 - One reads: "One immediate application of Theorem 4.6.3 to the martingale problem is that the martingale problem is well posed (...)" As one goes back to chapter 4 there is no theorem on this entry only an exercise which does not seem to apply to the present case. The authors meant to say Theorem 6.4.3
page 161 - One reads
But it should be
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page 162 - The super indices s are misplaced on the following lines
It should not be $\tau_{n-1^s}$ but $\tau^s_{n-1}$
page 163 one reads:
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But it should be $\tau^n_1 = x + 1$ or $\tau^n_2 = x + 2$
page 163 one reads
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But it should be $\tau^n_2 = \tau^n_1 + 1 \geq s+ 1$
page 163 One reads
But in light of the theorem 4.2.1 that we are using :
It should be
Chapter 12[]
page 288 one reads
instead of it should be or any other letter, since f is already taken and different functions should have different names.
page 293: One reads
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Instead of a -null set it should be a - null set
page 295: One reads
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But instead of it should be
page 296 - One reads
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Instead of Theorem 12.4.3 it should be theorem 12.2.3
page 298 - One reads
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Instead of it should be
page 299 One reads
Instead it should be "it suffices to show that the right-hand side of (3.2) dominates the left"page 301: One reads
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Instead of it should be