Stochastic Differential Equations With Markovian Switching

Type

Book

Authors

Xuerong Mao

Chenggui Yuan

ISBN 10

1860947018

ISBN 13

9781860947018

Tags

Differential Equations, Probability & Statistics, Statistics

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. - from Amzon

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