Martingales and markov chains : solved exercises and elements of theory - Baldi, Paolo; Mazliak, Laurent; Priouret, Pierre (Boca Raton : Chapman and Hall, 2002)
Includes index and bibliographical references
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Keywords: Martingales (Mathematics).; Martingales (Mathematics) -- Problems, exercises, etc; Markov processes; Markov processes -- Problems, exercises, etc