Description

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.

Stochastic Differential Equations With Markovian Switching

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Hardback by Xuerong Mao , Chenggui Yuan

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This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the... Read more

    Publisher: Imperial College Press
    Publication Date: 11/08/2006
    ISBN13: 9781860947018, 978-1860947018
    ISBN10: 1860947018

    Number of Pages: 428

    Non Fiction , Mathematics & Science , Education

    Description

    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.

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