Stochastic Differential Equations with Markovian Switching PDF Download

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Stochastic Differential Equations with Markovian Switching

Stochastic Differential Equations with Markovian Switching PDF Author: Xuerong Mao
Publisher: Imperial College Press
ISBN: 1860947018
Category : Mathematics
Languages : en
Pages : 430

Book 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.
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