
@book {jacod-protter,
    AUTHOR = {Jacod, Jean and Protter, Philip},
     TITLE = {L'essentiel en th\'eorie des probabilit\'es},
    SERIES = {},
   EDITION = {},
 PUBLISHER = {Cassini},
   ADDRESS = {Paris},
      YEAR = {2003},
     PAGES = {},
      ISBN = {2-84225-050-8},
   MRCLASS = {60-01 (60E05 60E10 60F05 60G42)},
  MRNUMBER = {MR1956867 (2003m:60002)},
}

@book {delmoral-bartoli-2001,
    AUTHOR = {{Del Moral}, Pierre and Bartoli, Nathalie},
     TITLE = {Simulation et algorithmes stochastiques : une introduction avec applications},
    SERIES = {},
   EDITION = {},
 PUBLISHER = {Cepadu{\`e}s},
   ADDRESS = {Toulouse},
      YEAR = {2001},
     PAGES = {218},
      ISBN = {2-85428-560-3 },
   MRCLASS = {},
  MRNUMBER = {},
}

@book {delmoral-remillard-rubenthaler,
    AUTHOR = {{Del Moral}, Pierre and R\'emillard, Bruno and Rubenthaler, Sylvain},
     TITLE = {Une introduction aux probabilit\'es},
    SERIES = {},
   EDITION = {},
 PUBLISHER = {Ellipses},
   ADDRESS = {Paris},
      YEAR = {2006},
     PAGES = {},
      ISBN = {978-2-7298-3043-4},
   MRCLASS = {60-01 (60E05 60E10 60F05 60G42)},
  MRNUMBER = {MR1956867 (2003m:60002)},
}

@book {durrett,
    AUTHOR = {Durrett, Richard},
     TITLE = {Probability: theory and examples},
   EDITION = {Second},
 PUBLISHER = {Duxbury Press},
   ADDRESS = {Belmont, CA},
      YEAR = {1996},
     PAGES = {xiii+503},
      ISBN = {0-534-24318-5},
   MRCLASS = {60-01},
  MRNUMBER = {MR1609153 (98m:60001)},
}


		
@book {pardoux-2008,
    AUTHOR = {Pardoux, Etienne},
     TITLE = {Markov processes and applications},
    SERIES = {Wiley Series in Probability and Statistics},
   EDITION = {French},
      NOTE = {Algorithms, networks, genome and finance},
 PUBLISHER = {John Wiley \& Sons, Ltd., Chichester; Dunod, Paris},
      YEAR = {2008},
     PAGES = {xii+297},
      ISBN = {978-0-470-77271-3},
   MRCLASS = {60-01 (60J10 60J20 60J22 60J25 60K25 91G20 93E11)},
  MRNUMBER = {2488952 (2010g:60001)},
MRREVIEWER = {John P. Lehoczky},
       DOI = {10.1002/9780470721872},
       URL = {http://dx.doi.org/10.1002/9780470721872},
}
		
@book {williams,
    AUTHOR = {Williams, David},
     TITLE = {Probability with martingales},
    SERIES = {Cambridge Mathematical Textbooks},
 PUBLISHER = {Cambridge University Press},
   ADDRESS = {Cambridge},
      YEAR = {1991},
     PAGES = {xvi+251},
      ISBN = {0-521-40455-X; 0-521-40605-6},
   MRCLASS = {60-01 (60G42)},
  MRNUMBER = {MR1155402 (93d:60002)},
MRREVIEWER = {Jia Gang Wang},
}
