Essentials of Stochastic Processes

“It is the 3rd edition of the textbook devoted to initial information and basic topics from the theory of stochastic processes. … The book is very useful for anyone who is interested in probability theory and its ramifications and applications. It can be recommended both for students and postgraduates, teachers and practitioners. … The book contains a lot of examples which contribute to a better understanding of the text.” (Yuliya S. Mishura, zbMATH 1378.60001, 2018)

“This is the third edition of a popular textbook on stochastic processes. It is intended for advanced undergraduates and beginning graduate students and aimed at an intermediate level between an undergraduate course in probability and the first graduate course that uses measure theory.” (William J.