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The Resource Stochastic differential equations with Markovian switching, Xuerong Mao, Chenggui Yuan

Stochastic differential equations with Markovian switching, Xuerong Mao, Chenggui Yuan

Label
Stochastic differential equations with Markovian switching
Title
Stochastic differential equations with Markovian switching
Statement of responsibility
Xuerong Mao, Chenggui Yuan
Creator
Contributor
Subject
Language
eng
Summary
"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."--BOOK JACKET
Cataloging source
ESU
http://library.link/vocab/creatorName
Mao, Xuerong.
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Yuan, Chenggui.
http://library.link/vocab/subjectName
  • Stochastic differential equations
  • Markov processes
Label
Stochastic differential equations with Markovian switching, Xuerong Mao, Chenggui Yuan
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 395-405) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 1.
  • Brownian motions and stochastic integrals.
  • p. 1
  • 2.
  • Inequalities.
  • p. 51
  • 3.
  • Stochastic differential equations with Markovian switching.
  • p. 77
  • 4.
  • Approximate solutions.
  • p. 111
  • 5.
  • Boundedness and stability.
  • p. 155
  • 6.
  • Numerical methods for asymptotic properties.
  • p. 229
  • 7.
  • Stochastic differential delay equations with Markovian switching.
  • p. 271
  • 8.
  • Stochastic functional differential equations with Markovian switching.
  • p. 301
  • 9.
  • Stochastic interval systems with Markovian switching.
  • p. 319
  • 10.
  • Applications.
  • p. 351
Control code
NYCXV5920101-B
Dimensions
24 cm.
Extent
xviii, 409 p.
Isbn
9781860947018
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other control number
9781860947018
Label
Stochastic differential equations with Markovian switching, Xuerong Mao, Chenggui Yuan
Publication
Bibliography note
Includes bibliographical references (p. 395-405) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 1.
  • Brownian motions and stochastic integrals.
  • p. 1
  • 2.
  • Inequalities.
  • p. 51
  • 3.
  • Stochastic differential equations with Markovian switching.
  • p. 77
  • 4.
  • Approximate solutions.
  • p. 111
  • 5.
  • Boundedness and stability.
  • p. 155
  • 6.
  • Numerical methods for asymptotic properties.
  • p. 229
  • 7.
  • Stochastic differential delay equations with Markovian switching.
  • p. 271
  • 8.
  • Stochastic functional differential equations with Markovian switching.
  • p. 301
  • 9.
  • Stochastic interval systems with Markovian switching.
  • p. 319
  • 10.
  • Applications.
  • p. 351
Control code
NYCXV5920101-B
Dimensions
24 cm.
Extent
xviii, 409 p.
Isbn
9781860947018
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other control number
9781860947018

Library Locations

    • Harold Cohen LibraryBorrow it
      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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