Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: 01 (Cambridge Mathematical Library)
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Martingales and Markov Chains: Solved Exercises and Elements of Theory
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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)
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Promenade aléatoire: Chaînes de Markov et simulations : martingales et stratégie.
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Brownian Motion, Martingales, and Stochastic Calculus
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La Méthode des Processus Stochastiques: Concepts, Exemples Résolus et Exercices Corrigés pour Maîtriser les Marches Aléatoires, Chaînes de Markov, ... de Poisson, Martingales et Mouvement Brownien
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Understanding Markov Chains : Examples and Applications
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Probabilités et processus stochastiques: Lois conditionnelles, espérance conditionnelle, fonctions caractéristiques, variables gaussiennes, martingales et chaînes de Markov
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The Stochastic Processes Method: Concepts, Worked Examples, and Exercises to Master Random Walks, Markov Chains, Poisson Processes, Martingales, and Brownian Motion
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Markov Chains
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Probabilités et processus stochastiques: Lois conditionnelles, espérance conditionnelle, fonctions caractéristiques, variables gaussiennes, martingales et chaînes de Markov
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Understanding Markov Chains : Examples and Applications
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