Stochastic processes books written with style

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In Russian many math books are written not only with mathematical clarity, but also adopt author's unique style, which distinguishes their writtings from others and increase pleasure of reading such books.

Can you suggest some books written in English, that among other merits adopts a language that is a pleasure to read (similar to what we exercise when we read a classic fiction book)?

As I want to be able to undestand such book, it would be good, if this book would cover for example basic Stochastic processes (as I don't know any good general introduction to random processes I like so far but the book by Kelbert and Sukhov that mostly focuses on Markov processes).

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The sensual quadratic form, written by John H. Conway.

Pretty much anything by Conway is very well written, clever, uses humor, talks about really offbeat mathematics, and is a genuine pleasure to read.