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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

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References for a physicist migrating to stochastic processes

I've studied "Markov Chains" - Norris and "Measure, Integral and Probability" - Capinski, Kopp. Now, I'm looking for a couple of books (or other references) that help me bridging these two topics. Mor …
edwineveningfall's user avatar