Stochastic Differential Equations With Markovian Switching
Author:   Xuerong Mao (Univ Of Strathclyde, Uk) ,  Chenggui Yuan (Univ Of Wales Swansea, Uk)
Publisher:   Imperial College Press
ISBN:  

9781860947018


Pages:   428
Publication Date:   11 August 2006
Format:   Hardback
Availability:   In Print   Availability explained
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Stochastic Differential Equations With Markovian Switching


Overview

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.

Full Product Details

Author:   Xuerong Mao (Univ Of Strathclyde, Uk) ,  Chenggui Yuan (Univ Of Wales Swansea, Uk)
Publisher:   Imperial College Press
Imprint:   Imperial College Press
Dimensions:   Width: 16.30cm , Height: 2.80cm , Length: 23.00cm
Weight:   0.753kg
ISBN:  

9781860947018


ISBN 10:   1860947018
Pages:   428
Publication Date:   11 August 2006
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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