Stochastic processes

Best stochastic processes books and tools

Resources for Stochastic processes under Mathematics. Pair these picks with articles on thestemprofessor.com.

• Introduction to Stochastic Processes (Gregory Lawler) — Modern Markov chains and martingales intro.
• Stochastic Processes (Sheldon Ross) — Mainstream stochastic processes for actuarial tracks.
• Essentials of Stochastic Processes (Rick Durrett) — Shorter Durrett option for one-semester courses.
• Introduction to Probability Models (Sheldon Ross) — Applied stochastic models in operations and finance.
• STEM lab notebook (grid + ruled) — Keep lab notes, units, and sketches in one place.
• Index cards for formulas and terms — Quick review between lectures and problem sets.