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Markov processes

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Bayesian methods in finance

S. T. Rachev

2008

Statistical inference for Markov processes

Patrick Billingsley

1961

Design and analysis of simulation experiments

S. M. Ermakov

1995

Numerical methods for stochastic control problems in continuous time

Harold J. Kushner

2001

Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

Hubert Hennion, Loic Herve

2001

Bioinformatics

Pierre Baldi

1998

Latent Markov models for longitudinal data

Francesco Bartolucci

2013

Algorithmic Methods in Probability (North-Holland/TIMS studies in the management sciences ; v. 7)

Marcel F. Neuts

1977

Markov Decision Processes

Martin L. Puterman

2005

Markov decision processes with their applications

Qiying Hu

2007

Matrix-geometric solutions in stochastic models

Marcel F. Neuts

1981

Markov Processes and Related Problems of Analysis

E. B. Dynkin

1982

Queueing networks and Markov chains

Gunter Bolch

1998

Queueing networks and Markov chains

Gunter Bolch

2006

Markov chains

D. Revuz

1984

Pseudo Differential Operators & Markov Processes

Niels Jacob

2002

Markov chains

Michael K. Ng

2005

Optimal control of diffusion processes

Vivek S. Borkar

1989

Introduction to matrix analytic methods in stochastic modeling

G. Latouche

1999

Hidden Markov models

John B. Moore, Robert J. Elliott, Lakhdar Aggoun

1995

Conditional Markov processes and their application to the theory of optimal control

R. L. Stratonovich

1968

Diffusions, Markov processes, and martingales

Williams, David

2000

Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators

Andreas Eberle

2000

Markovian decision processes

Hisashi Mine

1970

Machiavelli and Renaissance Italy

J. R. Hale

1960

Markov chain Monte Carlo

F. Liang

2005

Markov processes, Brownian motion, and time symmetry

John B. Walsh, Kai Lai Chung

2005

The geometry of filtering

K. D. Elworthy

2010

Markov chains

J. R. Norris

1998

Queues And Inventories

N. U. Prabhu

1965

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