Finite Markov Chains and Algorithmic Applications

Continuous Strong Markov Processes in Dimension One : A stochastic calculus approach

Markov Decision Processes with Their Applications

Stochastic integration and differential equations

Diffusion, Markov processes and martingales. Ito calculus - Volume 2

Markov processes, Gaussian processes and local times

An Introduction to Markov Processes

Markov processes, Brownian motion, and time symmetry

Markov chains : models, algorithms and applications

Processus de Markov

Chaines de Markov et processus de Poisson

Generalized hypergeometric functions with applications in statistics and physical sciences

Information theory and statistics : a tutorial

Lectures on Probability Theory and Statistics : Ecole d’Eté de Probabilités

Nonparametric Statistics for Stochastic Processes Estimation and Prediction

Group Representations in Probability and Statistics-Institute of Mathematical Statistics

Bayesian Spectrum Analysis and Parameter Estimation

Approximation of integrals over asymptotic sets with applications to statistics and probability

Lectures on Probability Theory and Statistics : Ecole d’Eté de Probabilités de Saint-Flour XXXI - 2001

Lectures on Probability Theory and Statistics : Ecole d'Eté de Probabilités de Saint-Flour XXV—1995