From the reviews of the fourth edition:

“This is the fourth edition of a textbook intended for everyone interested in practising stochastic processes. … this fourth one is ‘thoroughly revised and augmented, and has been completely reset. … this new edition is designed to cater better for the wider readership as well as to those [he] originally had in mind’. … The bibliography is well presented, with a list of the references cited in each chapter, a commented global bibliography and an author index.” (Yves Elskens, Belgian Physical Society Magazine, Issue 2, 2012)

In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.