I'm taking a conversion Masters of Statistics degree after getting a stupid degree in Biochem. All the classes are easy and fairly introductory except for one, a class on Stochastic Processes. The class is mainly final year undergraduate students, I don't know why it is even offered to first semester conversion master's students.
The syllabus is based on: The Stochastic Process in general (Random Walks, Martingales, Stationarity), Poisson Processes, Finite Markov Chains, Markov Chains and Markov Processes, and Brownian Motion.
The recommended textbook is pic related, but even the introductory chapter is kind of beyond my comprehension.
The whole 2 hour class is spent primarily writing down the professors proofs that he puts up on the projector.
>What textbooks or resources would you recommend to help learn this shit, or even to better understand the notation?