I Preliminaries -- II Semimartingales and Stochastic Integrals -- III Semimartingales and Decomposable Processes -- IV General Stochastic Integration and Local Times -- V Stochastic Differential Equations -- VI Expansion of Filtrations -- References.It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many…