Stochastic Differential Equations With Markovian Switching
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€122.99
A01=Chenggui Yuan
A01=Xuerong Mao
Author_Chenggui Yuan
Author_Xuerong Mao
Category=PBKJ
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Financial Modeling
Interval Systems
Ito Formula
Markovian Switching
Numerical Methods
Population Dynamics
Razumikhin Technology
Stability
Stochastic Differential Equations
Product details
- ISBN 9781860947018
- Publication Date: 11 Aug 2006
- Publisher: Imperial College Press
- Publication City/Country: GB
- Product Form: Hardback
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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.
