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1. 

   STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING

   Av Xuerong Mao, Chenggui Yuan

   Inbunden, 2006

   1966 kr

   Lägg i varukorg

   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 …