I have read a course in Markov processes at my uni (Im a graduate student in Lund, Sweden) and would like to dig a bit deeper into the field. The book provided for that course was written in by a professor in Swedish and is way too elementary for my taste.
To give you an idea of which level I am interested in I have read several other courses in inference theory, time series and probability theory so I am not completely new in the subject. I am also trying to learn more about measure theory to be able to dig deeper in the field.
Do you have any tips on good literature concerning Markov chains and processes?