This is a text comprising the major theorems of Martingales and Stochastic Processes.
The main topics covered are stopping times. Martingales, stochastic calculus. A unique feature of the book is the combined presentation of measure, probability and stochastic processes.
Special features include: Poisson Processes, Brownian Motion, Markov Processes, Continuous Time Markov Chains, Stochastic Integration, Ergodic Theorems.