I am taking courses about stochastic processes, Markov chains, martingales,(mainly on brownian motion).
My background is Electrical Engineering, where I had an introductory course about probability and statistics from a quite applied point of view. Moreover, almost all I had up to now was discrete probability theory. I was reading a book by rogers and williams on Ito calculus, it requires knowledge about measure theory and martingales. so i wan't to ask what book i can read so that i can read that text smoothly. or as it uses