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Martingales and Markov Chains : Solved Exercises and Elements of Theory, Paperback by Baldi, Paolo; Mazliak, Laurent; Priouret, Pierre, ISBN 1584883294, ISBN-13 9781584883296, Brand New, Free P&P in the UK Dealing with two of the more important discrete stochastic processes, Martingales and Markov chains, exercises and problems from the advanced undergraduate level are presented along with detailed solutions. Many of the problems are drawn from the final examinations given at the UniversitT Pierre et Marie Curie (France). A brief summary of the relevant theory is also presented. Annotation c. Book News, Inc., Portland, OR ()
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