TY  - BOOK
AU  - Baldi,Paolo
AU  - Mazliak,Laurent
AU  - Priouret,P.
TI  - Martingales and Markov chains: solved exercises and elements of theory 
SN  - 1584883294 (pbk. : alk. paper)
AV  - QA274.5 .B3513 2002
U1  - 519.287 21
PY  - 2002///
CY  - Boca Raton
PB  - Chapman & Hall/CRC
KW  - Martingales (Mathematics)
KW  - Problems, exercises, etc
KW  - Markov processes
N1  - Includes bibliographical references (p. [189]-190) and index; TOC; CONDITIONAL EXPECTATIONS Introduction Definition and First Properties Conditional Expectations and Conditional Laws Exercises Solutions STOCHASTIC PROCESSES General Facts Stopping Times Exercises Solutions MARTINGALES First Definitions First Properties The Stopping Theorem Maximal Inequalities Square Integral Martingales Convergence Theorems Regular Martingales Exercises Problems Solutions MARKOV CHAINS Transition Matrices, Markov Chains Construction and Existence Computations on the Canonical Chain Potential Operators Passage Problems Recurrence, Transience Recurrent Irreducible Chains Periodicity Exercises Problems Solutions REFERENCES INDEX; AS
N2  - A thorough grounding in Markov chains and martingales is essential to dealing with the complex situations encountered in the study of discrete time stochastic processes. This book presents more than 100 exercises and problems related to martingales and Markov chains, each with a detailed solution
UR  - https://www.worldcat.org/title/martingales-and-markov-chains-solved-exercises-and-elements-of-theory/oclc/48850964&referer=brief_results
UR  - http://lib.ewubd.edu/ebook/5016
ER  -