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Martingales and Markov chains :

Baldi, Paolo, 1948-

Martingales and Markov chains : solved exercises and elements of theory / Paolo Baldi, Laurent Mazliak, Pierre Priouret. - Boca Raton : Chapman & Hall/CRC, c2002. - vi, 192 p. : ill. ; 24 cm.

Includes bibliographical references (p. [189]-190) and index.

ISBN: 1584883294 (pbk. : alk. paper)

LCCN: 2002018810

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

LC Class. No.: QA274.5 / .B3513 2002

Dewey Class. No.: 519.2/87

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