Leeds University Library

Module Reading List

Introduction to Markov Processes, 2017/18, Semester 2
Dr Graham Murphy
Tutor information is taken from the Module Catalogue
Main Textbook:

P.W.Jones and P.Smith, Stochastic processes : an introduction 2nd Ed., CRC Press, 2010.

Additional Reading:

D.R.Stirzaker, Elementary probability , CUP, 2003.

G.R.Grimmett and D.R.Stirzaker, Probability and Random Processes , 2nd Ed. Clarendon Press, 1992; 3rd Edition, OUP, 2001, 2002, 2004.

A.N.Shiryaev , Probability , Translation of: Veroiatnost . translated by R.P. Boas. New York; London: Springer, 1996. 2nd ed.

B. Fristedt, N.Jain, N.; N.Krylov,  Filtering and prediction : a primer . Student Mathematical Library, 38. American Mathematical Society, Providence, RI, 2007.

P. G. Hoel, S. C. Port and C. J. Stone, Introduction to stochastic processes , Houghton Mifflin, 1972.

D.L.Isaacson and R.W.Madsen, Markov chains, theory and applications , Wiley, 1976.

H. C. Tuckwell, Elementary applications of probability theory : with an introduction to stochastic differential equations , Chapman & Hall, 1995.

D. R. Cox and H. D. Miller, The theory of stochastic processes , Chapman & Hall, 1977.

Institute and Faculty of Actuaries, Subject CT4: Models Core Reading, 2016.

This list was last updated on 01/12/2016