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  • Markov Processes and Applicationsby Etienne Pardoux

    Wiley 2008; US$ 93.00

    "This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful... more...

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