Stochastic differential equations with Markovian switching
Tools
Mao, X. and Yuan, C. (2006) Stochastic differential equations with Markovian switching. Imperial College Press, London. ISBN 9781860947018
Full text not available in this repository.Abstract
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.
ORCID iDs
Mao, X. ORCID: https://orcid.org/0000-0002-6768-9864 and Yuan, C.;-
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Item type: Book ID code: 36909 Dates: DateEvent22 September 2006PublishedSubjects: Science > Mathematics > Probabilities. Mathematical statistics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 20 Jan 2012 14:13 Last modified: 11 Nov 2024 15:38 URI: https://strathprints.strath.ac.uk/id/eprint/36909
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