Probability Theory and Stochastic Modelling
Brémaud
Point Process Calculus in Time and Space
Point Process Calculus in Time and Space
An Introduction with Applications
Piunovskiy / Zhang
Continuous-Time Markov Decision Processes
Continuous-Time Markov Decision Processes
Borel Space Models and General Control Strategies
Bouleau / Denis
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
With Emphasis on the Creation-Annihilation Techniques
Fayolle / Iasnogorodski / Malyshev
Random Walks in the Quarter Plane
Random Walks in the Quarter Plane
Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics
2nd ed. 2017