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 11/12/2017