Stochastic process of this semester mainly contains the theory of Markov Chain,
which spread into different branches such as Semi-Markov-Chain and Markov-Decision-Chain.
And at the end of the course,
it also introduced some basic ideas about the ito integral which uses Wiener process as a example to explain it.
And for the whole course,
because of the scripts of my lecture notes and furthermore, there was no official lecture notes arrangement,
which usually could be got by the end of the semester.
So taking 2 hours on reading a short proof(which is only one page ) without clearing everything is actually an usual stuff.
Next semester I would take at least a Seminar from Professor Rieder.
That's why I should get used of this method of teaching as soon as possible.