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An Introduction To Markov Processes This book provides a rigorous but elementary introduction to the theory ofMarkov Processes on a countable state space. It should be accessible tostudents wit... »
Multidimensional Diffusion Processes This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. Thi... »
Probability Theory, an Analytic View This revised 2nd edition is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction... »