It is difficult to learn Stochastic Process by self-reading. Can you provide some video lectures on Stochastic Process?
You can look to the Open Course Ware areas for such videos (but this is not an easy topic and generally requires a lot of work to understand).
These typically come with video lectures, notes, homework, solutions, exams ... and are free.
There are many other Open Course Ware programs internationally, but you can search those out.
I would also recommend going to your college library or searching MSE and your favorite book-site for book references and searching the web for introductory notes.
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