Diffusions, Markov Processes, & Martingales by DAVID WILLIAMS

Elements of the Theory of Markov Processes and Their Applications (Dover...

Elements of the Theory of Markov Processes & Their Applications, A Bharucha-Reid

Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics...

Theory Of Markov Processes By E. B. Dynkin (1961, Hardcover)

Markov Chain Monte Carlo in Practice, Wr Gilks

MARKOV PROCESSES-I & II by E.B. DYNKIN

Hidden Markov Models for Time Series : An Introduction Using R CRC Press