I am a first year physics grad student and I am looking for a book on stochastic processes. I have learned basic statistics and probability in my undergraduate. Recently I read by N.G. VAN KAMPEN and I found it quite condensed and I could not understand it completely( I had bunch of questions when I read the text and didn't know how to figure them out). I hope to find a book with more examples and clear elaboration. Any suggestions? Thanks!
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