Durrett’s Probability: Theory and Examples has many good exercises, and works its way up to Brownian motion. From there, I don’t know what to recommend. I tried a reading course with Kallenberg’s Foundations of Modern Probability, which focuses heavily on those topics, but the book didn’t work for me.
Durrett’s Probability: Theory and Examples has many good exercises, and works its way up to Brownian motion. From there, I don’t know what to recommend. I tried a reading course with Kallenberg’s Foundations of Modern Probability, which focuses heavily on those topics, but the book didn’t work for me.