More Errata For 2004 Printing Of Volume II, July 2007.pdf

Page 30: Change EX = R ΩX(ω) dP(ω) to Eg(X) = R Ωg(X(ω)) dP(ω).
Page 43: Add "Why does this not violate the Dominated Convergence Theorem, Theorem 1.4.9?" to Exercise 1.7.
Page 56: Change the second set to {ω ∈Ω∞; ωk = T} and omit the three dots.
Page 60: Change the lower limit of integration to −∞ in the last integral.
Page 61: Change the sentence to start with "The joint distribution of µX,Y is ...."
Page 66: Change the citation to "(see Definition 2.3.1 of Volume I)".
Page 130: Change the integral to R t 0 ∆(u) dW(u).
Page 170: Change the line to start with the equation [M1, M2](t) = 0.
Page 178: Change (Definition 4.7.5) to (Definition 4.7.4).
Page 179: Change the first line of the equation to EZj = 1 τj EXa→b(tj) − 1 τj−1 EXa→b(tj−1).
Page 229: Delete the extra right parenthesis in the equation ∆2(t) = − 1 S2(t)σ2.
Page 246: Change the left-hand side of equation (5.6.10) to 1 D(t) eE [ D(T)X(T) | F(t) ].
Page 253: Change the upper limit of the integral to t.
Page 259: Change eP to P.
Page 299: Change the second integral to end with dy.
Page 352: Change the equation to v′′(L∗−) = 0.
Page 358: Change the equation to end with "for x ∈S".
Page 380: Change the integrator to df Wj(t).
Page 382: Change W3(t) is a Brownian motion under P.
Page 386: Add du after −σ2(u) p 1 −ρ2(u) in the equation.
Page 406: Correct the spelling of "minimum".
Page 422: Change Y2(t) to Y2(0).
Page 430: Change the upper limit of the integral to t.
Page 438: Change the second case on the right-hand side to L(T, T), T ≤t ≤T + δ.
Page 440: Change the upper limit of the integral to T.
Page 451: Change the left-hand side of the equation to Y2(t) −eEY2(t).
Page 473: Correct the spelling of "filtration".
Page 474: Correct the spelling of "relative".
Page 526: Change P in (Ω, F, P) to P.
Page 528: Change T∞ k=1 Ak = (S k=1 Ck)c to T∞ k=1 Ak = (S∞ k=1 Ck)c.
Page 530: Change x2 ̸= K1 to x2 /∈K1.