Stochastic Differential Equations with Markovian Switching (Hardcover) (ISBN-13: 9781860947018)

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.

Author: Xuerong Mao,Chenggui Yuan
ISBN-10: 1860947018
ISBN-13: 9781860947018
Publisher: Imperial College Press
Language: English
Published: 08/11/2006
Pages: 428
Format: Hardcover
Weight: 1.66lbs
Size: 9.06h x 6.42w x 1.10d