Baldi, P., Mazliak, L., & Priouret, P. (1998). Martingales and Markov chains: Solved exercises and elements of theory. Chapman & Hall.
Chicago Edition CitationBaldi, Paolo, Laurent Mazliak, and Pierre Priouret. Martingales and Markov Chains: Solved Exercises and Elements of Theory. Boca Raton: Chapman & Hall, 1998.
MLA Edition CitationBaldi, Paolo, et al. Martingales and Markov Chains: Solved Exercises and Elements of Theory. Chapman & Hall, 1998.
Warning: These citations may not always be 100% accurate.