STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING

Inbunden, Engelska, 2006

1 946 kr

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Beskrivning

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.Sample Chapter(s)

Produktinformation

Utgivningsdatum:2006-08-11
Mått:163 x 236 x 27 mm
Vikt:760 g
Format:Inbunden
Språk:Engelska
Antal sidor:428
Förlag:Imperial College Press
ISBN:9781860947018

Utforska kategorier

Beräkning och matematisk analys inom Naturvetenskap och teknik

Innehållsförteckning

Brownian Motions and Stochastic Integrals; Inequalities; Stochastic Differential Equations with Markovian Switching; Approximate Solutions; Boundedness and Stability; Numerical Methods for Asymptotic Properties; Stochastic Differential Delay Equations with Markovian Switching; Stochastic Functional Differential Equations with Markovian Switching; Stochastic Interval Systems with Markovian Switching; Applications.