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I am a social science student interested in learning stochastic processes. The book used in my university is Grimmett and Stirzaker. I tried to study discrete time markov process from it and was able to understand the proofs. However, I probably won't be able to survive without solving many numerical examples. I was wondering if there is any book that can be a good supplement for it? Is Durett's introductory book good for this purpose?

Best,

canseeker
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  • If you want to understand the theory of stochastic processes, then you will need a solid background in real analysis, particularly in measure theory. – Math1000 May 28 '16 at 04:35

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