This is an elementary book on 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. We use the text to teach
undergraduate and Master courses.
All but two chapters are translations (with corrections) of the book Acoplamento em processos estocásticos by same authors. There are two new chapters on regeneration and on perfect simulation. The chapters on Burke's theorem and on particle systems are not included in this notes.