stochastic differential equations with markovian switching

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Mathematics - Probability
stochastic differential equations with...

stochastic differential equations with markovian switching

Name: stochastic differential equations with markovian switching
ISBN: 9781860947018

Xuerong Mao, Chenggui Yuan

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This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.

Kategorie:

Mathematics - Probability

Rok:

2006

Wydawnictwo:

Imperial College Press

Język:

english

Strony:

428

ISBN 10:

1860947018