Depending on your specific goals (finance, engineering, or pure theory), these texts offer different depths: For Financial & Actuarial Depth
: You can find it at retailers like Walmart or Barnes & Noble . Alternative "Deep" Resources Basic Stochastic Processes
by Sidney Resnick: Praised for detailed explanations and a mix of simple and elaborate exercises. For Applied & Computational Use Depending on your specific goals (finance, engineering, or
by Bruce Hajek: A highly-regarded free resource for engineering students. by Pierre Devolder: Focuses on stochastic calculus, Lévy
by Pierre Devolder: Focuses on stochastic calculus, Lévy processes, and the Black-Scholes model. Ideal for actuaries or risk managers. Available at Barnes & Noble . For Rigorous Mathematical Theory
💡 : If you find Brzezniak & Zastawniak too brief, reviewers often suggest supplementing it with A Probability Path by Sidney Resnick for a more expansive view of the underlying probability theory. Zdzistaw Brzeiniak and Tomasz Zastawniak - eclass UoA