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Review title: Lots of examples
Product review: I have previously studied from Stochastic Processes by Frank Beichelt, but had to switch to Durrett in search for something I could understand better.This book is great, each chapter has many examples before and after most of the theory is introduced. I also liked that author wrote out all newly introduced notations in words, could be very helpful for those learning stochastic processes through an independent study.
