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From the reviews of the fifth edition:

"This is a highly readable and refreshingly rigorous introduction to stochastic calculus. … This is not a watered-down treatment. It is a serious introduction that starts with fundamental measure-theoretic concepts and ends, coincidentally, with the Black-Scholes formula as one of several examples of applications. This is the best single resource for learning the stochastic calculus … ." (riskbook.com, 2002)
From the reviews of the sixth edition:

"The book … has evolved from a 200-page typewritten booklet to a modern classic. Part of its charm and success is the fact that the author does not bother too much with the (for the novice) cumbersome rigorous theory … . This does not mean that the book is not rigorous, it is just the timing and dosage of mathematical rigour … that is palatable for undergraduates … . a highly readable account, suitable for self-study and for use in the classroom." (René L. Schilling, The Mathematical Gazette, March, 2005)
"This is the sixth edition of the classical and excellent book on stochastic differential equations. The main difference with the next to last edition is the addition of detailed solutions of selected exercises … . This is certainly an excellent idea in view to test its ability of applications of the concepts … . certainly one of the best books on the subject, it will be very helpful to any graduate students and also very valuable for any analysts of financial market." (Stéphane Métens, Physicalia, Vol. 26 (1), 2004)
"This is now the sixth edition of the excellent book on stochastic differential equations and related topics. … the presentation is successfully balanced between being easily accessible for a broad audience and being mathematically rigorous. The book is a first choice for courses at graduate level in applied stochastic differential equations. The inclusion of detailed solutions to many of the exercises in this edition also makes it very useful for self-study." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1025, 2003)

An Introduction with Applications

Stochastic Differential Equations

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"In The Mark of Cain, Reid Meloy documents the massive contribution that psychoanalysis has made to the understanding of psychopathy. It is a masterful collection of all the key contributions to the field, carefully chosen by a preeminent authority in the areas of psychoanalytic criminology and forensic psychology. And Meloy's introductions are an added bonus: they gently guide the reader through the labyrinth of the psychopathic mind in its conscious and unconscious dimensions. This is a book for all those keen to have an overview of psychodynamic contributions to the most dangerous disorder of our times."
- Peter Fonagy, Ph.D., Freud Memorial Professor of Psychoanalysis, University of London
"J. Reid Meloy, America's foremost authority on the psychopathic mind, has brought together in one volume the accumulated wisdom that follows from the psychoanalytic investigation of psychopathy. Most impressively, he has contextualized these classic contributions with brilliant commentary that weaves diverse perspectives into an integrated clinical tapestry that will be of great value to both beginning and experienced clinicians." 
- Glen O. Gabbard, M.D., Callaway Distinguished Professor of Psychoanalysis
"Meloy's insightful commentaries place this integrated collection of psychoanalytic contributions to psychopathy within a contemporary context. It is sobering to recognize that over 50 years ago psychoanalysts struggled to understand the inner world of the psychopath and, in so doing, came to understand the importance of the need for human bonds of affection. They understood as well the correlation between the psychopath's failure to develop bonds of affection within secure relationships and the expression of hatred. How much hatred, how much lack of regard for the life of others, will it take for us to listen? The Mark of Cain is a must for anyone interested in psychic development, in violence prevention, in treatment of the psychopath, or in the broad partnership of justice, human development, and social policy."
- Phyllis Tyson, Ph.D., Clinical Professor of Psychitry, UC San Diego

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