Stochastic differential equations with markovian switching
Auteur :
Mao, Xuerong / Yuan, Chenggui
Éditeur :
Imperial College Press
ISBN :
9781860947018
Date de publication :
11 août 2006
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
753 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.