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Stochastic Differential Equations with Markovian Switching

by Xuerong Mao , Chenggui Yuan
Save 17% Save 17%
Current price ₹15,735.00
Original price ₹18,882.00
Original price ₹18,882.00
Original price ₹18,882.00
(-17%)
₹15,735.00
Current price ₹15,735.00

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Book cover type: Hardcover
  • ISBN13: 9781860947018
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Imperial College Press
  • Publisher Imprint: Imperial College Press
  • Publication Date:
  • Pages: 428
  • Original Price: GBP 110.0
  • Language: English
  • Edition: N/A
  • Item Weight: 753 grams
  • BISAC Subject(s): Differential Equations / General

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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