The Stochastic Processes Method: Concepts, Worked Examples, and Exercises to Master Random Walks, Markov Chains, Poisson Processes, Martingales, Brownian Motion

Random Processes & Markov Chains: A Comprehensive Guide to Stochastic Modeling and Applications

Stochastic Processes: From Brownian Motion to Markets

Martingales, Markov chains, and Brownian motion (Data Science Adventures)

Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)