From the reviews: "This is a magnificent book! Its purpose is to
describe in considerable detail a variety of techniques used by
probabilists in the investigation of problems concerning Brownian
motion. The great strength of Revuz and Yor is the enormous variety of
calculations carried out both in the main text and also (by implication)
in the exercises. ... This is THE book for a capable graduate student
starting out on research in probability: the effect of working through
it is as if the authors are sitting beside one, enthusiastically
explaining the theory, presenting further developments as exercises, and
throwing out challenging remarks about areas awaiting further
research..."
Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive
variety of advances has been made in relation to the material of this
book, and these are reflected in the successive editions.