Stochastic Differential Equations With Markovian Switching

Klappentext 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. Zusammenfassung 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. Inhaltsverzeichnis Brownian Motions and Stochastic Integrals; Inequalities; Stochastic Differential Equations with Markovian Switching; Approximate Solutions; Boundedness and Stability; Numerical Methods for Asymptotic Properties; Stochastic Differential Delay Equations with Markovian Switching; Stochastic Functional Differential Equations with Markovian Switching; Stochastic Interval Systems with Markovian Switching; Applications.

Product details

• Authors: Yuan Chenggui, X. Mao, X. Yuan Mao, Xuerong Mao, Xuerong (Univ Of Strathclyde Mao, MAO X YUAN CHENGGUI, Mao Xuerong, Chenggui Yuan, Chenggui (Univ Of Wales Swansea Yuan, Chenggui Mao Yuan, Yuan Chenggui
• Publisher: Imperial College Press
• Languages: English
• Product format: Hardback
• Released: 11.08.2006
• EAN: 9781860947018
• ISBN: 978-1-86094-701-8
• No. of pages: 428
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Analysis; MATHEMATICS / Differential Equations / General, Differential calculus & equations, Differential calculus and equations