Recommendation on stochastic process books

I was wondering if someone could recommend good books on stochastic processes

  • with measure theory treatment
  • with not much or no measure theory
    treatment

for each, it would be nice to have some books for introductory level, mid-level to comprehensive level respectively. They can be either classical or recently published, either continuous, discrete or both.

Thanks in advance!

Solutions Collecting From Web of "Recommendation on stochastic process books"