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.
Titel
Stochastic Differential Equations With Markovian Switching
EAN
9781911299271
Format
E-Book (pdf)
Hersteller
Genre
Veröffentlichung
10.08.2006
Digitaler Kopierschutz
Adobe-DRM
Anzahl Seiten
428
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