Corrections to the 2nd printing of the 2nd edition of: Jean Jacod & Philip Protter Probability Essentials Springer 2004 p. 7: sigma-algebras -> sigma-algebra p. 18. The sum index should be m in the first formula. p. 41. The last part of the proof of Theorem 7.2 is flawed. (The statement that B_n is included in A_n is wrong in general.) See Appendix A1.9 in Williams (1991) for an alternative proof. p. 58. Symbol E has double meaning, but the context should indicate which E is meant.