Martingales and Markov chains : solved exercises and elements of theory - Baldi, Paolo, 1948-; Mazliak, Laurent; Priouret, P. (Pierre), 1939- (Boca Raton : Chapman & Hall/CRC, 2002)
Includes bibliographical references (p. [189]-190) and index
Keywords: Martingales (Mathematics); Martingales (Mathematics) -- Problems, exercises, etc; Markov processes; Markov processes -- Problems, exercises, etc