Baldi, Paolo, 1948-

Martingales and Markov chains : solved exercises and elements of theory / Paolo Baldi, Laurent Mazliak, Pierre Priouret - Boca Raton : Chapman & Hall/CRC, 2002 - vi, 192 p. : ill. ; 24 cm.

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

1584883294 (pbk. : alk. paper) RM241.00

2002-018810


Martingales (Mathematics)
Martingales (Mathematics)--Problems, exercises, etc.
Markov processes
Markov processes--Problems, exercises, etc.