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Stochastic Differential Equations With Markovian Switching Xuerong Mao

  • SKU: BELL-56803808
Stochastic Differential Equations With Markovian Switching Xuerong Mao
$ 31.00 $ 45.00 (-31%)

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Stochastic Differential Equations With Markovian Switching Xuerong Mao instant download after payment.

Publisher: Imperial College Press
File Extension: PDF
File size: 38.61 MB
Pages: 428
Author: Xuerong Mao, Chenggui Yuan
ISBN: 9781860947018, 1860947018
Language: English
Year: 2006

Product desciption

Stochastic Differential Equations With Markovian Switching Xuerong Mao by Xuerong Mao, Chenggui Yuan 9781860947018, 1860947018 instant download after payment.

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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