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The Brownian motion process and the Poisson process (in one dimension) are both examples of Markov processes<ref name="Ross1996page235and358">{{cite book|author=Sheldon M. Ross|title=Stochastic processes|url=https://books.google.com/books?id=ImUPAQAAMAAJ|year=1996|publisher=Wiley|isbn=978-0-471-12062-9|pages=235, 358}}</ref> in continuous time, while [[random walk]]s on the integers and the [[gambler's ruin]] problem are examples of Markov processes in discrete time.<ref name="Florescu2014page373">{{cite book|author=Ionut Florescu|title=Probability and Stochastic Processes|url=https://books.google.com/books?id=Z5xEBQAAQBAJ&pg=PR22|year=2014|publisher=John Wiley & Sons|isbn=978-1-118-59320-2|pages=373, 374}}</ref><ref name="KarlinTaylor2012page49">{{cite book|author1=Samuel Karlin|author2=Howard E. Taylor|title=A First Course in Stochastic Processes|url=https://books.google.com/books?id=dSDxjX9nmmMC|year=2012|publisher=Academic Press|isbn=978-0-08-057041-9|page=49}}</ref>
 
The Brownian motion process and the Poisson process (in one dimension) are both examples of Markov processes<ref name="Ross1996page235and358">{{cite book|author=Sheldon M. Ross|title=Stochastic processes|url=https://books.google.com/books?id=ImUPAQAAMAAJ|year=1996|publisher=Wiley|isbn=978-0-471-12062-9|pages=235, 358}}</ref> in continuous time, while [[random walk]]s on the integers and the [[gambler's ruin]] problem are examples of Markov processes in discrete time.<ref name="Florescu2014page373">{{cite book|author=Ionut Florescu|title=Probability and Stochastic Processes|url=https://books.google.com/books?id=Z5xEBQAAQBAJ&pg=PR22|year=2014|publisher=John Wiley & Sons|isbn=978-1-118-59320-2|pages=373, 374}}</ref><ref name="KarlinTaylor2012page49">{{cite book|author1=Samuel Karlin|author2=Howard E. Taylor|title=A First Course in Stochastic Processes|url=https://books.google.com/books?id=dSDxjX9nmmMC|year=2012|publisher=Academic Press|isbn=978-0-08-057041-9|page=49}}</ref>
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布朗运动过程和泊松过程(一维)都是马尔可夫过程的例子=https://books.google.com/books?id=ImUPAQAAMAAJ |年=1996 | publisher=Wiley | isbn=978-0-471-12062-9 | pages=235358}</ref>,整数上的[[随机游走]]和[[赌徒破产]]问题是离散时间中马尔可夫过程的例子=https://books.google.com/books?id=z5sebqaaqabaj&pg=PR22 | year=2014 | publisher=John Wiley&Sons | isbn=978-1-118-59320-2 | pages=373,374}</ref><ref name=“KarlinTaylor2012page49”>{cite book | author1=Samuel Karlin | author2=Howard E.Taylor | title=随机过程第一门课程|网址=https://books.google.com/books?id=dSDxjX9nmmMC |年份=2012 | publisher=学术出版社| isbn=978-0-08-057041-9 | page=49}</ref>
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布朗运动过程和泊松过程(一维)都是马尔可夫过程的例子<ref name="Ross1996page235and358">{{cite book|author=Sheldon M. Ross|title=Stochastic processes|url=https://books.google.com/books?id=ImUPAQAAMAAJ |年=1996 | publisher=Wiley | isbn=978-0-471-12062-9 | pages=235358}</ref>,整数上的[[随机游走]]和[[赌徒破产]]问题是离散时间中马尔可夫过程的例子<ref name="Florescu2014page373">{{cite book|author=Ionut Florescu|title=Probability and Stochastic Processes|url=https://books.google.com/books?id=Z5xEBQAAQBAJ&pg=PR22 | year=2014 | publisher=John Wiley&Sons | isbn=978-1-118-59320-2 | pages=373,374}</ref><ref name=“KarlinTaylor2012page49”>{cite book | author1=Samuel Karlin | author2=Howard E.Taylor | title=随机过程第一门课程|网址=https://books.google.com/books?id=dSDxjX9nmmMC |年份=2012 | publisher=学术出版社| isbn=978-0-08-057041-9 | page=49}</ref>
    
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