This is an elementary book written in Portuguese in Stochastic Processes using a constructive approach. We construct the processes and couplings. We use the approach to prove convergence to equilibrium and the Key Theorem in renewal theory. We also construct Poisson processes using the projection method and pure jump processes using a two dimensional Poisson process. A chapter is dedicated to the Burke's theorem in queuing theory and another one to some elementary discrete time particle systems. We use the text to teach undergraduate and Master courses.