Suggestion for Stochastic Process book

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I am looking for Stochastic process book for self study. I read first two chapters from Stochastic Process by Sheldon M. Ross(2nd edition) but face a lot of problem to understand the exercise problems. Can anyone have the solution manual pdf of this book or can suggest some other book which has some examples.

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1 Answer

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If you are looking for an extansive discussion on the Poisson process, you'll be able to find it in "Discrete Stochastic Process", 2nd draft by R.G. Gallager (you should find it in the course material at ). I personnaly enjoyed this book a lot since Gallager has, following my opinion, a very bright understanding of probability theory.

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