This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In

Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are

A concise introduction covering all of the measure theory and probability most useful for statisticians.

This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some

This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts