Finite Markov Processes and Their Applications by Marius Iosifescu

Diffusions, Markov Processes and Martingales, vol 1 and 2, Rogers, Williams

Diffusions, Markov Processes, & Martingales by DAVID WILLIAMS

Markov Processes - Volume II / E. B. Dynkin

Diffusions, Markov Processes and Martingales: Volumes 1 & 2 (Rogers & Williams)

Random Processes & Markov Chains: A Comprehensive Guide to Stochastic Modeling a

Markov Processes - Volume I / E. B. Dynkin

Stationary Processes and Discrete Parameter Markov Processes - 9783031009419