Basic Stochastic Processes: A Course Through Exercises (1999. Corr. 3rd Printing 2000)Paperback - 1999. Corr. 3rd Printing 2000, 16 October 1998

Stochastic processes is a tool widely used by statisticians and researchers working, for example, in the mathematics of finance. This is an introductory text that has a strong emphasis on exercises, complete with informal hints and fully-worked solutions.