Essentials of Stochastic Processes by Kiyosi Ito (Hardback, 2006)

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Title: Essentials of Stochastic Processes (Translations of Mathematical Monographs, V. 231) (Translations of Mathematical Monographs). The Japanese original, Kakuritsu katei, was first published in 1957, and though he has written since then on additive and Markov processes, this remains his only textbook in English introducing stationary processes.
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