||A text/reference for advanced graduate courses and seminars, being a revised and expanded version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The first five chapters are devoted to the general theory of processes, and the final two are largely new. A major difference of this version is the inclusion of a generalized version of Bochner's boundedness principle which enables a novel unification of all the currently used stochastic integrals. This plays a key role in Chapter 6, where both linear and nonlinear higher order stochastic differential equations are presented as applications of this idea. Chapter 7 continues the same general theme, but for processes taking values in smooth manifolds or for multiparameters. Assumes a knowledge of real analysis including Lebesgue integration. Annotation c. by Book News, Inc., Portland, Or.