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Hybrid Switching Diffusions

Properties and Applications

Language EnglishEnglish
Book Paperback
Book Hybrid Switching Diffusions G. George Yin
Libristo code: 01427256
Publishers Springer-Verlag New York Inc., February 2012
Focusing on switching diffusion processes that involve both continuous dynamics and discrete events,... Full description
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Focusing on switching diffusion processes that involve both continuous dynamics and discrete events, this comprehensive study moves from basic properties such as Feller and strong Feller to the numerical solutions of switching diffusions and stability.

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About the book

Full name Hybrid Switching Diffusions
Author G. George Yin, Chao Zhu
Language English
Binding Book - Paperback
Date of issue 2012
Number of pages 398
EAN 9781461424703
ISBN 1461424704
Libristo code 01427256
Publishers Springer-Verlag New York Inc.
Weight 635
Dimensions 155 x 235 x 23

Categories

Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Automatic control engineering > Robotics
Economics, Finance, Business & Management > Business & Management > Management & management techniques > Management decision making
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Electronic devices & materials
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
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