Stochastic Differential Equations With Markovian Switching (Bog, Hardback, Engelsk) af Xuerong (Univ Of Strathclyde Mao
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Stochastic Differential Equations With Markovian Switching

(Bog, Hardback, Engelsk)
Forfattere: Xuerong (Univ Of Strathclyde Mao, Chenggui (Univ Of Wales Swansea Yuan
Stochastic Differential Equations With Markovian Switching
Forlag: Imperial College Press

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Beskrivelse

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.

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Alle detaljer

Forlag Imperial College Press
Forfattere Xuerong (Univ Of Strathclyde Mao, Chenggui (Univ Of Wales Swansea Yuan
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 11-08-2006
Første udgivelsesår 2006
Originalsprog United Kingdom
Sideantal 428
Indbinding Hardback
Forlag Imperial College Press
Sideoplysninger 428 pages
Mål 236 x 163 x 27
ISBN-13 / EAN-13 9781860947018