TYPOS

1.    Page 5 line 4 - should be B_i instead of B_m

2.    Page 11 - The proof of Cauchy-Schwarz inequality can be done in the same way as in Thm 1.34

3.!!  Page 21 - Theorem 1.47 part 1 - should be a condition on the positivity

of probabilities of hitting rectangles, instead of simple monotinicity

part 2 - the limit should be as at least one coordinate

tends to -\infty (not necessary for all the coordinates to tend to -\infty)

4.!!  Page 32 - de Moivre-Laplace Theorem - should be (exp( ...) + \delta_n(k))

instead of exp(...)(1 + \delta_n(k)). The same thing in two places on the next page

5.    Page 36 - Problem 7 - better say: The voting machines recorded 520000 votes for the first candidate and 480000 for the second one.

6.!   Page 36 - Problem 8 - is there a solution in the closed form?

7.    Page 56 - Problem 1 - better use the words random variables

8.    Chapter 21 - maybe need to be more careful with the assumptions on smoothness for the coefficients of PDE's

9.    Page 49 - Remark 3.25 not stated well

10.   Page 64 - should be reference to (4.3) instead of (4.4) in several places

11.   Page 3 - no need for and X = \{1,...,r\} - three lines from the bottom

12.   Page 50 - should be \varepsilon/5 instead of \varepsilon - three lines from the bottom.

13.   Page 51 - should be \mu_2(B) instead of \mu_2 - 4 lines from the bottom

14.   Page 54 - should be ||  ||_p instead of || || in two places four lines from the bottom.

15.   Page 67 - following Definition 5.1: 'This property ... differently' - not needed.

16.   Page 73 - By (5.3) and (5.4)  - should be replaced by By (5.4) - line 6.

17.   Page 73 - by (5.3) should be replaced by by (5.4) - line 15

18.   Page 101 - mention that Khinchin thm is a particular case of 2-nd Kolmogorov thm

19.   Page 106 - Problem 4 - parts (a) and (b) can be stated as one: prove that \lambda(...) = 1.

20.   Page 106 - Problem 6 - shouldn't ask for  ... if and only if?

21.   Page 116 - Problem 1 - What if the limit is not a \delta-function? Maybe we should assume that the space is R or a separable metric space.

22.   Page 117 - Problem 12 - move to the next chapter.

23.   Page 125 - Remark 9.10 - confusing - need to assume that \varphi is a char function, or, at least is continuous at zero?

24.!  Page 145 - Kramer vs Cramer (perhaps elsewhere as well).

25.   Page 189 - the first statement in the second paragraph needs to be explained better.

26.!  Page 197 - end of the proof of Theorem 13.33 - the convergence in L^1 has already been proved above.

27.!! Page 283 - in both definitions need to assume that X_t is progressively measurable. Need to move the definition of progressive measurability here, also move problems 1 and 2 of the next chapter to this one.

28.!! Page 278 Lemma 19.3 and page 283 Lemma 19.10 - need also to consider the case  when \tilde(\Omega) is the space of continuous functions and X is a continuous process. Otherwise, an example on page 287 does not work.

29.   Page 288 - third formula - need \cal{F} instead of F.

30.!! Page 297 - Lemma 20.12 - need continuity of A_t.

31.   Page 311 - problem 8 - should be 1 instead of t in the limit of integration.