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Martingales and markov chains : solved exercises and elements of theory /

Baldi, Paolo. ,

Martingales and markov chains : solved exercises and elements of theory / Paolo Baldi, Laurent Mazliak and Pierre Priouret. - vi, 192 pages : illustrations ; 24 cm.

Includes index and bibliographical references

ISBN: 1584883294

Subjects--Topical Terms:
Martingales (Mathematics).
Martingales (Mathematics) --Problems, exercises, etc.
Markov processes.
Markov processes --Problems, exercises, etc.

LC Class. No.: QA274.5 / .B34 2002

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