# Reference for stochastic processes which helps moving from a basic level to a measure theory one

+ 2 like - 0 dislike
557 views

I'm looking for a reference (books, notes, lectures) which helps a physicist to understand the language of measure theory in the context of stochastic processes (in particular markov chains).

I've studied markov chains and measure theory but now I'm looking for something which helps me filling the gap and making this two topics converge.

I've already read: Measure, Integral and Probability - Marek Capinski, Peter E. Kopp

Maybe something with direct comparison (which writes the same probability both at a basic level and in measure theory) would be great!

 Please use answers only to (at least partly) answer questions. To comment, discuss, or ask for clarification, leave a comment instead. To mask links under text, please type your text, highlight it, and click the "link" button. You can then enter your link URL. Please consult the FAQ for as to how to format your post. This is the answer box; if you want to write a comment instead, please use the 'add comment' button. Live preview (may slow down editor)   Preview Your name to display (optional): Email me at this address if my answer is selected or commented on: Privacy: Your email address will only be used for sending these notifications. Anti-spam verification: If you are a human please identify the position of the character covered by the symbol $\varnothing$ in the following word:p$\varnothing$ysicsOverflowThen drag the red bullet below over the corresponding character of our banner. When you drop it there, the bullet changes to green (on slow internet connections after a few seconds). To avoid this verification in future, please log in or register.