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Markov Processes
and Applications
Algorithms, Networks,
Genome and Finance
´
Etienne Pardoux
Laboratoire d’Analyse, Topologie, Probabilit´ s
e
Centre de Math´ matiques et d’Informatique
e
Universit´ de Provence, Marseille, France.
e
A John Wiley and Sons, Ltd., Publication
This work is in the Wiley-Dunod Series co-published between Dunod and John Wiley & Sons, Ltd.
Markov Processes
and Applications
WILEY SERIES IN PROBABILITY AND STATISTICS
Established by WALTER A. SHEWHART and SAMUEL S. WILKS
Editors:
David J. Balding, Noel A. C. Cressie, Garrett M. Fitzmaurice,
Iain M. Johnstone, Geert Molenberghs, David W. Scott, Adrian F. M. Smith,
Ruey S. Tsay, Sanford Weisberg
Editors Emeriti:
Vic Barnett, J. Stuart Hunter, Jozef L. Teugels
A complete list of titles in this series appears at the end of the volume.
This work is in the Wiley-Dunod Series co-published between Dunod and John Wiley & Sons, Ltd.
This edition first published 2008
2008 John Wiley & Sons Ltd
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Library of Congress Cataloging-in-Publication Data
Pardoux, E. (Etienne), 1947-
Markov processes and applications : algorithms, networks, genome, and finance / Etienne Pardoux.
p. cm. – (Wiley series in probability and statistics)
Includes bibliographical references and index.
ISBN 978-0-470-77271-3 (cloth)
1. Markov processes. I. Title.
QA274.7.P375 2008
519.2 33–dc22
2008043729
A catalogue record for this book is available from the British Library.
ISBN: 978-0-470-77271-3
Typeset in 10/12pt Times by Laserwords Private Limited, Chennai, India
Printed and bound in Great Britain by TJ International, Padstow, Cornwall
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