Articles liés à Stochastic Differential Equations With Markovian Switching

Stochastic Differential Equations With Markovian Switching - Couverture rigide

Mao, Xuerong; Yuan, Chenggui

 
9781860947018: Stochastic Differential Equations With Markovian Switching
Couverture rigide
ISBN 10 : 1860947018 ISBN 13 : 9781860947018
Editeur : Imperial College Press, 2006

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Imperial College Press
Date d'édition
2006
Langue
anglais
ISBN 10 
1860947018
ISBN 13 
9781860947018
Reliure
Relié
Nombre de pages
409
Coordonnées du fabricant
non disponible
Personne responsable
non disponible