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Hybrid Switching Diffusions: Properties and Applications by Hai-Dang Nguyen, George Yin, Chao Zhu

Hybrid Switching Diffusions: Properties and Applications

by Hai-Dang Nguyen , George Yin , Chao Zhu
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Book cover type: Hardcover
  • ISBN13: 9783031933028
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 541
  • Original Price: EUR 163.49
  • Language: English
  • Edition: Second 2025
  • Item Weight: 939 grams
  • BISAC Subject(s): Probability & Statistics / General

Chapter 1 Introduction and Motivation.- Chapter 2 Switching Diffusion.- Chapter 3 Recurrence.- Chapter 4 Ergodicity.- Chapter 5 Numerical Approximation.- Chapter 6 Stability.- Chapter 7 Stability of Switching ODEs.- Chapter 8 Invariance Principles.- Chapter 9 Two-Time-Scale Switching Diffusions.- Chapter 10 Switching Jump Diffusions: Time-Scale Separations.- Chapter 11 Past-Dependent Switching Diffusion.- Chapter 12 Population Dynamics Modeled by Switching Diffusion.- Appendix.- References.- Index.

Hai-Dang Nguyen received the B.S. degree in mathematics from the VNU, Hanoi University of Science, Hanoi, Vietnam, in 2008, and the Ph.D. in applied mathematics from Wayne State University, Detroit, MI, USA, in 2018. He joined the University of Alabama, Tuscaloosa, AL, USA, in 2018 as an Assistant Professor and was promoted to Associate Professor, in 2022. His research interests include stochastic systems and applications, mathematical biology, and stochastic control. Dr. Nguyen was the recipient of SIAM Activity Group on Control and Systems Theory Prize in 2019. He is an Associate Editor of Nonlinear Analysis: Hybrid Systems and SIAM Journal
on Control and Optimization.

George Yin received the B.S. degree in mathematics from the University of Delaware in 1983, the M.S. degree in electrical engineering, and the Ph.D. degree in applied mathematics from Brown University in 1987. He joined the Department of Mathematics, Wayne State University in 1987, and became Professor in 1996 and University Distinguished Professor in 2017. He moved to the University of Connecticut in 2020. He was the Editor-in-Chief of SIAM Journal on Control and Optimization from 2018-2023, and is/was on editorial board of many other journals. He is a Fellow of IEEE, a Fellow of IFAC, and a Fellow of SIAM.

Chao Zhu received his B.S. and M.S. degrees in mathematics from East China Normal University, Shanghai, China, in 1999 and 2002, respectively, and his Ph.D. in mathematics from Wayne State University in 2007, under the supervision of Prof. George Yin. He joined the Department of Mathematical Sciences, the University of Wisconsin Milwaukee in 2007 and became a Professor in 2018. He is currently serving on the editorial boards of three journals. His research interests include stochastic analysis, and stochastic control and their applications in areas such as mathematical nance, mathematical biology, and risk management.

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