Sheldon Ross's book

**"Stochastic Processes"**
http://www.amazon.com/Stochastic-Processes-Sheldon-M-Ross/dp/0471120626
is not stochastic

calculus. It is an intermediate-level book on stochastic

processes, without any of the measure theory that you would need to understand

**Stochastic calculus**, which is sometimes also referred to as

**Itō calculus**, named for its inventor,

**Kiyoshi Itō** .

Indeed, the first sentence of the publisher's description of Ross's book is

A nonmeasure theoretic introduction to stochastic processes.
If you are having trouble understanding this book by Sheldon Ross, then you should look at a more elementary book, for example

**"Introduction to Probability Models"**, also by Sheldon Ross.

http://www.amazon.com/Introduction-Probability-Models-Tenth-Sheldon/dp/0123756863
And if that book is still too difficult, then you could try an even more elementary book, also by Sheldon Ross, called "

**A First Course in Probability.**"

http://www.amazon.com/First-Course-Probability-Sheldon-Ross/dp/013603313X
While these books will provide you some background on elementary probability and on various stochastic processes, none of them will give you what you need to know to tackle the "really hard stuff" that makes up Stochastic Calculus. For this you also need to cover that part of mathematics called "

**Real Analysis**", i.e., "

**Theory of Functions of a Real Variable**." There are many books which address this topic, which most people find far more challenging than simple non-measure-theoretic probability and stochastic processes which are addressed by Ross's books.

One set of books which you might find quite helpful in getting the necessary background that you would need in order to understand the advanced stuff that you are interested in is a pair of books by

**Grimmett and Stirzaker**. Their textbook is called

**"Probability and Random Processes"** (be sure to get the third edition, from 2001) and their companion exercise book is called

**"One Thousand Exercises in Probability."**
http://www.amazon.com/Probability-Random-Processes-Geoffrey-Grimmett/dp/0198572220
http://www.amazon.com/Thousand-Exercises-Probability-Geoffrey-Grimmett/dp/0198572212
Another book which you might find helpful is

**"An Introduction to Measure-Theoretic Probability"** by

**George Roussas**.

http://www.amazon.com/Introduction-Measure-theoretic-Probability-George-Roussas/dp/0125990227