Introduction to Stochastic Processes [pdf]
I took this class a few years ago. Prof. Žitković is a fantastic teacher.<p>There is a set of more recent lecture notes here, <a href="https://web.ma.utexas.edu/users/gordanz/lecture_notes_page.html" rel="nofollow">https://web.ma.utexas.edu/users/gordanz/lecture_notes_page.h...</a>, under the "Introduction to Stochastic Processes" section, FYI.