Martingales and Markov chains solved exercises and elements of theory - Baldi, Paolo 1948-; Mazliak, Laurent; Priouret, Pierre 1939-. (Boca Raton, Fla. Chapman & Hall/CRC, 2002)
Keywords: Martingales (Mathematics); Martingales (Mathematics) -- Problems, exercises, etc; Markov processes; Markov processes -- Problems, exercises, etc