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.