I remember mentioning this book [1] on Twitter or G+, maybe 10 years ago. I found it used somewhere. I think I was soliciting recommendations for books like it by which I meant short readable self-contained accounts of some subject, not necessarily completely rigorous, with exercises *and* solutions.

Anyway, 10 years later I realise this was a really good book to read. I think it gave me the beginnings of good intuition about SDEs [2] and I couldn't have guessed then how useful that would be today.

[1] "An Introduction to Stochastic Processes in Physics" by Don S Lemons
[2] SDE = Stochastic Differential Equation