Motivation behind the question: I took the upper-level probability course at my college, and did pretty well. Most of the time throughout the class, I found myself intuitively understanding the material more so than I have in other courses. After speaking with my advisor, I signed up for the college's course on stochastic processes.
It was a nightmare- they dumped all the undergrads into a class designed exclusively for graduate students who've taken prerequisites that UG's did not. Every undergrad was doing miserably in the course, and my advisor later conceded that it wasn't an appropriate course to offer to UG's- but hey, it was the next course after probability to study uncertainty!
I still have my textbooks from the course: Mikosch's Elementary Stochastic Calculus, and Lawler's Introduction to Stochastic Processes. I get the impression they're really good textbooks, and I've tried working through some of the chapters. Nevertheless, I find myself wanting to do more problems; I guess I learn really well by practicing problems, and get comfortable with any material by working through many examples.
Can anyone recommend a suitable stochastic processes workbook, preferably with a solution section in the back? I'd eventually like to apply stochastic analysis to areas in finance, engineering, economics, etc. when I look to enter the job market. Thank you in advance.