Stochastic Differential Equations with Markovian Switching
Download or Read eBook Stochastic Differential Equations with Markovian Switching PDF written by Xuerong Mao and published by Imperial College Press. This book was released on 2006 with total page 430 pages. Available in PDF, EPUB and Kindle.
| Author | : Xuerong Mao |
| Publisher | : Imperial College Press |
| Total Pages | : 430 |
| Release | : 2006 |
| ISBN-10 | : 9781860947018 |
| ISBN-13 | : 1860947018 |
| Rating | : 4/5 (18 Downloads) |
Book Synopsis Stochastic Differential Equations with Markovian Switching by : Xuerong Mao
Book excerpt: 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.
