Stochastic Differential Equations With Markovian Switching
Chenggui (Univ Of Wales Swansea, Uk) Yuan, Xuerong (Univ Of Strathclyde, Uk) Mao
Imperial College Press, 2006
145,75 €On orderDelivery: 2-3 weeks
Provides a systematic presentation of the theory of stochastic differential equations with Markovian switching. This book presents the basic principles at an introductory level but emphasizes advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag.
- ISBN-13
- 9781860947018
- ISBN-10
- 1860947018
- Publisher
- Imperial College Press
- Year
- 2006
- Publication date
- 2006-08-11
- Pages
- 428
- Dimensions
- 236x163x27
- Weight
- 760