I should have specified that this took place in France. Engineering students, are first introduced to probability during the CPGE (intensive math, physics, economics, 2 or 3 year track). Said introduction is based on measure theory (sigma algebras, Lebesgue integral, etc). Once at a statistics engineering school, all of the stats courses are based on probability and measure theory. Then you get into martingales and Markov chains and the rest of the stochastic processes follow along.

I think that many people don't realize that Statistics is heavily based on probability, so basically anything "stochastic" shouldn't be that far fetched.