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Stochastic Differential Equations With Markovian Switching - Xuerong (Univ Of Strathclyde Mao - Bog

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Stochastic Differential Equations With Markovian Switching af Xuerong (Univ Of Strathclyde Mao
Bag om Stochastic Differential Equations With Markovian Switching

Provides a systematic presentation of the theory of stochastic differential equations with Markovian switching. This book presents the basic principles at an introductory level but emphasizes advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781860947018
  • Indbinding:
  • Hardback
  • Sideantal:
  • 428
  • Udgivet:
  • 11. august 2006
  • Størrelse:
  • 163x236x27 mm.
  • Vægt:
  • 760 g.
  • Ukendt - mangler pt..
Forlænget returret til d. 31. januar 2025

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Provides a systematic presentation of the theory of stochastic differential equations with Markovian switching. This book presents the basic principles at an introductory level but emphasizes advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag.

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