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Stochastic Differential Equations With Markovian Switching PDF
by Mao Xuerong Mao, Yuan Chenggui Yuan
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.
Information
-
Download - Immediately Available
- Format:PDF
- Pages:428 pages
- Publisher:World Scientific Publishing Company
- Publication Date:10/08/2006
- Category:
- ISBN:9781911299271
Information
-
Download - Immediately Available
- Format:PDF
- Pages:428 pages
- Publisher:World Scientific Publishing Company
- Publication Date:10/08/2006
- Category:
- ISBN:9781911299271