A monograph that deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). [...]. It includes much of Kai Lai's fundamental work.
This is a collection of articles by Kai Lai Chung, previously published in the series Seminaire de Probabilites of the Lecture Notes in Mathematics, published on the occasion of the 2010 conference in Hong Kong in memory of Kai Lai Chung.
The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales.From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study."
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